Pflug G.Ch.

G.Ch. Pflug

Information about the author G.Ch. Pflug will soon be added to the site.
Found 6 papers in total
The Aurora financial management system: Model and parallel implementation design
The Aurora financial management system: Model and parallel implementation design
2000
The Aurora financial management system under development at the University of Vienna...
Scenario tree generation for multiperiod financial optimization by optimal discretization
Scenario tree generation for multiperiod financial optimization by optimal discretization
2001
Multiperiod financial optimization is usually based on a stochastic model for the...
Optimal stochastic single-machine-tardiness scheduling by stochastic branch-and-bound
Optimal stochastic single-machine-tardiness scheduling by stochastic branch-and-bound
1999
A stochastic branch-and-bound technique for the solution of stochastic...
Coefficients of ergodicity for stochastically monotone Markov chains
Coefficients of ergodicity for stochastically monotone Markov chains
1992
In this paper the authors show that to each distance d defined on the finite state...
Gradient estimates for the performance of Markov chains and discrete event processes
Gradient estimates for the performance of Markov chains and discrete event processes
1993
In this paper, an algorithm for the estimation of the gradient of the stationary...
On-line optimization of simulated Markovian processes
On-line optimization of simulated Markovian processes
1990
Let { Z n } be a Markovian process, the transition of which depends on a control...
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