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Modeling, measuring and managing risk / (2007)

Pflug, Georg 1951- ; Römisch, Werner 1975-

New Jersey [u.a.] :World Scientific,

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UID:

almafu_BV023256677

Format: XV, 286 S. : , graph. Darst. ; , 24 cm.

ISBN: 978-981-270-740-6 , 981-270-740-9

Note: Hier auch später erschienene, unveränderte Nachdrucke. - Includes bibliographical references (p. 277-284) and index

Language: English

Subjects: Economics , Mathematics

RVK:

QH 237

RVK:

SK 850

Keywords: Risikomaß ; Entscheidung bei Risiko ; Stochastisches Modell ; Entscheidung bei Unsicherheit ; Risikoanalyse ; Risikofunktion ; Entscheidungsmodell

URL: Table of contents only

URL: http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016441941&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA

URL: Table of contents only

URL: Inhaltsverzeichnis

URL: Table of contents only

URL: http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016441941&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA

Author information: Pflug, Georg 1951-

Author information: Römisch, Werner 1975-

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Mathematical analysis and the mathematics of computation / (2016)

Römisch, Werner 1975- ; Zeugmann, Thomas 1956-

Cham :Springer,

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UID:

almafu_BV043898840

Format: XXIII, 703 Seiten : , Diagramme (farbig).

ISBN: 978-3-319-42753-9

Note: Literaturverzeichnis Seite 675-683

Additional Edition: Erscheint auch als Online-Ausgabe Römisch, Werner Mathematical analysis and the mathematics of computation ISBN 978-3-319-42755-3

Language: English

Subjects: Mathematics

RVK:

SK 400

RVK:

SK 600

Keywords: Differential-algebraisches Gleichungssystem ; Angewandte Mathematik

Author information: Römisch, Werner 1975-

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Mathematical analysis and the mathematics of computation (2016)

Römisch, Werner [Verfasser] 1975- ; Zeugmann, Thomas [Verfasser] 1956-

[Cham] : Springer

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UID:

b3kat_BV043857762

Format: 1 Online-Ressource (XXIII, 703 Seiten, 52 illus., 32 illus. in color)

ISBN: 9783319427553

Additional Edition: Erscheint auch als Druckausgabe ISBN 978-3-319-42753-9

Language: English

Subjects: Mathematics

RVK:

SK 400

RVK:

SK 600

Keywords: Differential-algebraisches Gleichungssystem ; Angewandte Mathematik

DOI: 10.1007/978-3-319-42755-3

URL: Volltext (URL des Erstveröffentlichers)

Author information: Römisch, Werner 1975-

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A model for dynamic chance constraints in hydro power reservoir management (2009)

Andrieu, L. ; Henrion, R. ; Römisch, W. ; [et al.]

Berlin : Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik

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UID:

edochu_18452_9051

Format: 1 Online-Ressource (18 Seiten)

Series Statement: Stochastic Programming E-Print Series 2009,2009,1

Content: In this paper, a model for (joint) dynamic chance constraints is proposed and applied to an optimization problem in water reservoir management. The model relies on discretization of the decision variables but keeps the probability distribution continuous. Our approach relies on calculating probabilities of rectangles, which isparticularly useful in the presence of independent random variables but works for a moderate number of stages equally well in case of correlated variables. Numerical results are provided for two and three stages.

Language: English

DOI: 10.18452/8399

URN: urn:nbn:de:kobv:11-10097382

URL: Volltext (kostenfrei)

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Scenario tree modelling for multistage stochastic programs / (2005)

Heitsch, Holger 1973- ; Römisch, Werner, 1975-

Berlin :Inst. für Mathematik der Humboldt-Univ.,

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UID:

almahu_BV043588137

Format: 28 S.

Series Statement: Preprint / Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik 2005,19

In: no:1

Language: English

Author information: Römisch, Werner, 1975-

Author information: Heitsch, Holger 1973-

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Stochastic lagrangian relaxation applied to power schedu ling in a hydro-thermal system under uncertainty / (1998)

Nowak, M. P. ; Römisch, W.

Berlin :Humboldt-Univ.,

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UID:

almahu_BV024861354

Format: 24 S.

Series Statement: Preprint / Humboldt-Universität zu Berlin, Mathematisch- Naturwissenschaftliche Fakultät II, Institut für Mathematik 1998,24

In: no:1

Language: English

Subjects: Mathematics

RVK:

SK 970

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Optimal power dispatch via multistage stochastic program ming / (1996)

Nowak, M. P. ; Römisch, W.

Berlin :Humboldt-Univ.,

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UID:

almahu_BV024809777

Format: 8 S.

Series Statement: Preprint / Humboldt-Universität zu Berlin, Mathematisch- Naturwissenschaftliche Fakultät II, Institut für Mathematik 1996,26

In: no:1

Language: English

Subjects: Mathematics

RVK:

SK 880

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Stability of multistage stochastic programs / (2005)

Heitsch, Holger, 1973- ; Römisch, Werner, 1975- ; Strugarek, Cyrille

Berlin :Inst. für Mathematik der Humboldt-Univ.,

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UID:

almahu_BV043583699

Format: 15 S. : , graph. Darst.

Series Statement: Preprint / Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik 2005,7

In: no:1

Language: English

Author information: Römisch, Werner, 1975-

Author information: Heitsch, Holger, 1973-

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Polyhedral risk measures in stochastic programming / (2004)

Eichhorn, Andreas, 1972- ; Römisch, Werner, 1975-

Berlin :Inst. für Mathematik der Humboldt-Univ.,

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UID:

almahu_BV043696907

Format: 20 S.

Series Statement: Preprint / Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik 2004,5

In: no:1

Language: English

Author information: Eichhorn, Andreas, 1972-

Author information: Römisch, Werner, 1975-

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