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DateTitle Authors
2000 Analytic Decision Rules for Financial Stochastic ProgramsSiegmann, Arjen H. / Lucas, André
2009 Gauging risk with higher moments: Handrails in measuring and optimising conditional value at riskBugár, Gyöngyi / Maurer, Raimond H. / Vo, Huy Thanh
2010 Optimal management with potential regime shiftsPolasky, Stephen / de Zeeuw, Aart / Wagener, Florian
2010 Differentiating indexation in Dutch pension fundsBeetsma, Roel M. W. J. / Bucciol, Alessandro
2012 Queueing systems with fractional number of serversNaumov, Valeriy / Martikainen, Olli
2011 Optimal resource allocation in multiclass networksNaumov, Valeriy / Martikainen, Olli
2011 Method for throughput maximization of multiclass networks with flexible serversNaumov, Valeriy / Martikainen, Olli
2011 A methodology to estimate security of supply in electricity generation: results for Germany until 2030 given a high level of intermittent electricity feed-inPaulus, Moritz / Grave, Katharina / Lindenberger, Dietmar
2013 Prices vs. Quantities: Incentives for Renewable Power Generation - Numerical Analysis for the European Power MarketNagl, Stephan
2013 Cost-Optimal Power System Extension under Flow-Based Market CouplingBrown, Tom / Cherevatskiy, Stanislav / Hagspiel, Simeon / Jägemann, Cosima / Lindenberger, Dietmar / Tröster, Eckehard

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