Vlerk Maarten H

Maarten H Vlerk

Information about the author Maarten H Vlerk will soon be added to the site.
Found 2 papers in total
Convex approximations for a class of mixed-integer recourse models
2010
We consider mixed-integer recourse (MIR) models with a single recourse constraint. We...
An ALM model for pension funds using integrated chance constraints
2010
We discuss integrated chance constraints in their role of short-term risk constraints...
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