Pflug Georg Ch.

Georg Ch. Pflug

Information about the author Georg Ch. Pflug will soon be added to the site.
Found 6 papers in total
Financial scenario generation for stochastic multi-stage decision processes as facility location problems
Financial scenario generation for stochastic multi-stage decision processes as facility location problems
2007
The quality of multi-stage stochastic optimization models as they appear in asset...
Measuring risk for income streams
Measuring risk for income streams
2005
A measure of risk is introduced for a sequence of random incomes adapted to some...
Infrastructure in developing and transition countries: Risk and protection
Infrastructure in developing and transition countries: Risk and protection
2003
This article examines two possible strategies for financing post-disaster...
A branch and bound method for stochastic global optimization
A branch and bound method for stochastic global optimization
1998
A stochastic branch and bound method for solving stochastic global optimization...
Stochastic programs and statistical data
Stochastic programs and statistical data
1999
Using statistical data instead of true underlying distributions in a stochastic...
Asymptotic dominance and confidence for solutions of stochastic programs
Asymptotic dominance and confidence for solutions of stochastic programs
1992
For closed-set valued random processes the paper introduces a stochastic order...
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