Karl Frauendorfer

Publication Activity (10 Years)

Years Active: 1985-2003
Publications (10 Years): 0

Publications

Karl Frauendorfer, Michael Schürle
Management of non-maturing deposits by multistage stochastic programming. Eur. J. Oper. Res. 151 (3) (2003)
Karl Frauendorfer, Gido Haarbrücker
Solving Sequences of Refined Multistage Stochastic Linear Programs. Ann. Oper. Res. 124 (1-4) (2003)
Karl Frauendorfer, Michael Schürle
Term Structure Models in Multistage Stochastic Programming: Estimation and Approximation. Ann. Oper. Res. 100 (1-4) (2000)
Karl Frauendorfer
Barycentric scenario trees in convex multistage stochastic programming. Math. Program. 75 (1996)
Karl Frauendorfer
Stochastic dynamic optimization: Modelling and methodological aspects. System Modelling and Optimization (1993)
Karl Frauendorfer
Solving SLP Recourse Problems with Arbitrary Multivariate Distributions - The Dependent Case. Math. Oper. Res. 13 (3) (1988)
Hansjörg Wacker, Mikulás Luptácik, Karl Frauendorfer, Erich-Peter Klement
Book reviews. Z. Oper. Research 29 (8) (1985)