Karl Frauendorfer

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

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2009

Stochastic Linear Programs with Recourse and Arbitrary Multivariate Distributions.

Karl Frauendorfer, Michael Schürle

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Multistage Stochastic Programming: Barycentric Approximation.

Karl Frauendorfer, Michael Schürle

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

2005

23. Refinancing Mortgages in Switzerland.

Karl Frauendorfer, Michael Schürle

Proceedings of the Applications of Stochastic Programming, 2005

2003

Management of non-maturing deposits by multistage stochastic programming.

Karl Frauendorfer, Michael Schürle

Eur. J. Oper. Res., 2003

Solving Sequences of Refined Multistage Stochastic Linear Programs.

Karl Frauendorfer, Gido Haarbrücker

Ann. Oper. Res., 2003

2000

Term Structure Models in Multistage Stochastic Programming: Estimation and Approximation.

Karl Frauendorfer, Michael Schürle

Ann. Oper. Res., 2000

1996

Barycentric scenario trees in convex multistage stochastic programming.

Karl Frauendorfer

Math. Program., 1996

1993

Stochastic dynamic optimization: Modelling and methodological aspects.

Karl Frauendorfer

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.

Karl Frauendorfer

Math. Oper. Res., 1988

1985

Book reviews.

Hansjörg Wacker, Mikulás Luptácik, Karl Frauendorfer, Erich-Peter Klement

Z. Oper. Research, 1985