Gerd Infanger

According to our database, Gerd Infanger authored at least 5 papers between 1992 and 2013.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2013

Simulation-based confidence bounds for two-stage stochastic programs.

Peter W. Glynn, Gerd Infanger

Math. Program., 2013

2011

A Complementarity Framework for Forward Contracting Under Uncertainty.

Uday V. Shanbhag, Gerd Infanger, Peter W. Glynn

Oper. Res., 2011

1996

Cut sharing for multistage stochastic linear programs with interstage dependency.

Gerd Infanger, David P. Morton

Math. Program., 1996

1993

Multi-stage stochastic linear programs for portfolio optimization.

George B. Dantzig, Gerd Infanger

Ann. Oper. Res., 1993

1992

Monte Carlo (importance) sampling within a benders decomposition algorithm for stochastic linear programs.

Gerd Infanger

Ann. Oper. Res., 1992