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Frank Heyde
Publication Activity (10 Years)
Years Active: 2000-2010
Publications (10 Years): 0
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Publications
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Andreas H. Hamel
,
Frank Heyde
Duality for Set-Valued Measures of Risk.
SIAM J. Financial Math.
1 (1) (2010)
Frank Heyde
,
Andreas Löhne
,
Christiane Tammer
Set-valued duality theory for multiple objective linear programs and application to mathematical finance.
Math. Methods Oper. Res.
69 (1) (2009)
Frank Heyde
,
Andreas Löhne
Geometric Duality in Multiple Objective Linear Programming.
SIAM J. Optim.
19 (2) (2008)
Frank Heyde
,
Wilfried Grecksch
,
Christiane Tammer
Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems.
Math. Methods Oper. Res.
54 (3) (2001)
Wilfried Grecksch
,
Frank Heyde
,
Christiane Tammer
Proximal Point Algorithm for an Approximated Stochastic Optimal Control Problem.
Monte Carlo Methods Appl.
6 (3) (2000)