Gerd Infanger

Publication Activity (10 Years)

Years Active: 1992-2013
Publications (10 Years): 0

Top Topics

Confidence Bounds

Top Venues

Publications

Peter W. Glynn, Gerd Infanger
Simulation-based confidence bounds for two-stage stochastic programs. Math. Program. 138 (1-2) (2013)
Uday V. Shanbhag, Gerd Infanger, Peter W. Glynn
A Complementarity Framework for Forward Contracting Under Uncertainty. Oper. Res. 59 (4) (2011)
Gerd Infanger, David P. Morton
Cut sharing for multistage stochastic linear programs with interstage dependency. Math. Program. 75 (1996)
George B. Dantzig, Gerd Infanger
Multi-stage stochastic linear programs for portfolio optimization. Ann. Oper. Res. 45 (1) (1993)
Gerd Infanger
Monte Carlo (importance) sampling within a benders decomposition algorithm for stochastic linear programs. Ann. Oper. Res. 39 (1) (1992)