Department of Mathematical Sciences

 

 
  1. 1999
  2. Published

    An interior point method in Dantzig-Wolfe decomposition

    Tind, J. & Martinson, R. K., 1999, In: Computers & Operations Research. 26, p. 1195-1216

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Approximate homogeneity is not a local property

    Dadarlat, M. & Eilers, Søren, 1999, In: Journal fur die Reine und Angewandte Mathematik. 507, p. 1-14

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Approximation of nonessential spectrum of transfer operators,

    Baladi, V. & Holschneider, M., 1999, In: Nonlinearity. 12, p. 525-538

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Asymptotic optimality for stochastic control problems via diffusion approximation

    Taksar, M. I., Liptser, R. & Runggaldier, W., 1999, In: Theory of Probability and Its Applications. 4, p. 705-737

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    Augmented Lagrangian and Tchebycheff Approaches in Multiple Objective Programming

    Tind, J. & Wiecek, M. M., 1999, In: Journal of Global Optimization. 14, p. 251-266

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Binomial financial market in context of algebra of stochastic exponents and martingales

    Melnikov, A. V., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 10.

    Research output: Working paperResearch

  8. Published

    Bounds for geometric sums used for evaluation of reliability of regenerative models

    Kalashnikov, V. & Bon, C. L., 1999, In: Journal of Mathematical Sciences. 93, p. 486-500

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Bounds for ruin probabilities in the presence of large claims and their comparison

    Kalashnikov, V., 1999, In: North American Acturarial Journal. 3, p. 116-129

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Cointegration Rank Inference with Stationary Regressors in VAR Models

    Rahbek, Anders & Mosconi, R., 1999, In: Econometrics Journal. 2, p. 82-97

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    Continuity estimates for ruin probabilities

    Farida Enikeeva, Kalashnikov, V. & Rusaityte, D., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 20.

    Research output: Working paperResearch