Frank Heyde

According to our database, Frank Heyde authored at least 5 papers between 2000 and 2010.

Collaborative distances:

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

2010

Duality for Set-Valued Measures of Risk.

Andreas H. Hamel, Frank Heyde

SIAM J. Financial Math., 2010

2009

Set-valued duality theory for multiple objective linear programs and application to mathematical finance.

Frank Heyde, Andreas Löhne, Christiane Tammer

Math. Methods Oper. Res., 2009

2008

Geometric Duality in Multiple Objective Linear Programming.

Frank Heyde, Andreas Löhne

SIAM J. Optim., 2008

2001

Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems.

Frank Heyde, Wilfried Grecksch, Christiane Tammer

Math. Methods Oper. Res., 2001

2000

Proximal Point Algorithm for an Approximated Stochastic Optimal Control Problem.

Wilfried Grecksch, Frank Heyde, Christiane Tammer

Monte Carlo Methods Appl., 2000