Karl Frauendorfer

According to our database1, Karl Frauendorfer authored at least 10 papers between 1985 and 2009.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2009
Stochastic Linear Programs with Recourse and Arbitrary Multivariate Distributions.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Multistage Stochastic Programming: Barycentric Approximation.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

2005
23. Refinancing Mortgages in Switzerland.
Proceedings of the Applications of Stochastic Programming, 2005

2003
Management of non-maturing deposits by multistage stochastic programming.
Eur. J. Oper. Res., 2003

Solving Sequences of Refined Multistage Stochastic Linear Programs.
Ann. Oper. Res., 2003

2000
Term Structure Models in Multistage Stochastic Programming: Estimation and Approximation.
Ann. Oper. Res., 2000

1996
Barycentric scenario trees in convex multistage stochastic programming.
Math. Program., 1996

1993
Stochastic dynamic optimization: Modelling and methodological aspects.
Proceedings of the System Modelling and Optimization: Proceedings of the 16th IFIP-TC7 Conference, 1993

1988
Solving SLP Recourse Problems with Arbitrary Multivariate Distributions - The Dependent Case.
Math. Oper. Res., 1988

1985
Book reviews.
Z. Oper. Research, 1985


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