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Publication DateArticle TitleAuthor(s)
-A Supermartingale Relation for Multivariate Risk MeasuresFeinstein, Zachary; Rudloff, Birgit
31-Jul-2019Dual representations for systemic risk measuresArarat, Çağın; Rudloff, Birgit
Mar-2014AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTSLÖHNE, ANDREAS; RUDLOFF, BIRGIT
Aug-2014Benson type algorithms for linear vector optimization and applicationsHamel, Andreas H.; Löhne, Andreas; Rudloff, Birgit
5-Jul-2016A recursive algorithm for multivariate risk measures and a set-valued Bellman's principleFeinstein, Zachary; Rudloff, Birgit
14-Nov-2014A Characterization Theorem for Aumann IntegralsArarat, Çağın; Rudloff, Birgit
1-Apr-2019A Framework for Telescope Schedulers: With Applications to the Large Synoptic Survey TelescopeNaghib, E; Yoachim, P; Vanderbei, Robert J; Connolly, AJ; Jones, RL
1-Oct-2018Identification and adaptive control of a high-contrast focal plane wavefront correction systemSun, H; Kasdin, N Jeremy; Vanderbei, Robert
1-Jan-2018Apodized pupil Lyot coronagraphs designs for future segmented space telescopesSt Laurent, K; Fogarty, K; Zimmerman, NT; N'Diaye, M; Stark, CC, et al
1-Jul-2019Gradient descent with random initialization: fast global convergence for nonconvex phase retrievalChen, Yuxin; Chi, Y; Fan, Jianqing; Ma, C