IIASA. Yuri Ermoliev. International Institute for Applied Systems Analysis. Mathematical methods ... Scenario 2: Insolvency. Optimal solution (0, 10) ...
11/27/09. Testing the dynamic theory of emissions trading: experimental ... Falsify the theory using experiments for carbon trading. Literature, design, results ...
Title: Solving Multistage Stochastic Linear Programs on the Computational Grid Author: Jerry Shen Last modified by: Jerry Shen Created Date: 6/6/2004 7:37:44 PM
Monte Carlo errors are of O(n-1/2) Error does depend on dimension d ... Methods, volume 63 of CBMS-NSF Reginal Conference Series in Applied Mathematics. ...
Low partial moment constraint (considered in finance literature from 70-th) ... Various variants of low partial moment were successfully applied in stochastic ...