Dek Istvn

Istvn Dek

Information about the author Istvn Dek will soon be added to the site.
Found 7 papers in total
Convex approximations in stochastic programming by semidefinite programming
Convex approximations in stochastic programming by semidefinite programming
2012
The following question arises in stochastic programming: how can one approximate a...
Testing successive regression approximations by large‐scale two‐stage problems
Testing successive regression approximations by large‐scale two‐stage problems
2011
A heuristic procedure, called successive regression approximations ( SRA ) has been...
Efficiency of Monte Carlo computations in very high dimensional spaces
Efficiency of Monte Carlo computations in very high dimensional spaces
2011
A standard measure for comparing different Monte Carlo estimators is the efficiency,...
Two-stage stochastic problems with correlated normal variables: computational experiences
Two-stage stochastic problems with correlated normal variables: computational experiences
2006
Two-stage models are frequently used when making decisions under the influence of...
Subroutines for computing normal probabilities of sets – computer experiences
Subroutines for computing normal probabilities of sets – computer experiences
2000
A subroutine package, called NORSET, has been prepared, that – via Monte Carlo...
Linear regression estimators for multinormal distributions in optimization of stochastic programming problems
Linear regression estimators for multinormal distributions in optimization of stochastic programming problems
1998
Several linear regression estimators are presented, which approximate the distribution...
Parallel computers: Optimization software
Parallel computers: Optimization software
1993
After a short description of existing architectures a survey of existing optimization...
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