Infanger Gerd

Gerd Infanger

Information about the author Gerd Infanger will soon be added to the site.
Found 4 papers in total
Intelligent control and optimization under uncertainty with application to hydro power
Intelligent control and optimization under uncertainty with application to hydro power
1997
A control that makes the best change in control settings in response to inputs of...
Cut sharing for multistage stochastic linear programs with interstage dependency
Cut sharing for multistage stochastic linear programs with interstage dependency
1996
Multistage stochastic programs with interstage independent random parameters have...
Multi-stage stochastic linear programs for portfolio optimization
Multi-stage stochastic linear programs for portfolio optimization
1993
The paper demonstrates how multi-period portfolio optimization problems can be...
Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs
Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs
1993
This paper focuses on Benders decomposition techniques and Monte Carlo sampling...
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