Bounding stochastic dependence, joint mixability of matrices, and multidimensional bottleneck assignment problems-Reference-Cited by-同舟云学术

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Bounding stochastic dependence, joint mixability of matrices, and multidimensional bottleneck assignment problems

Published:2015-01 Issue:1 Volume:43 Page:74-79
ISSN:0167-6377
Container-title:Operations Research Letters
language:en
Short-container-title:Operations Research Letters

Author:

Haus Utz-Uwe

Funder

EU-FP7-PEOPLE

Publisher

Elsevier BV

Subject

Applied Mathematics,Industrial and Manufacturing Engineering,Management Science and Operations Research,Software

Reference15 articles.

1. Rearrangements of measurable functions;Day,1970

2. Model uncertainty and VaR aggregation;Embrechts;J. Banking Finance,2013

3. D. Fulkerson, I. Glicksberg, O. Gross, A production line assigment problem, RAND Research Memorandum RM-1102, The RAND Corporation, 1953.

4. “Strong” NP-completeness results: motivation, examples, and implications;Garey;J. ACM,1978

5. Computers and Intractability: A Guide to the Theory of NP-Completeness;Garey,1979

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1. Joint Mixability and Notions of Negative Dependence;Mathematics of Operations Research;2024-01-29

2. The Beautiful Art of Rearranging Matrices;SSRN Electronic Journal;2024

3. Multi-level bottleneck assignment problems: Complexity and sparsity-exploiting formulations;Computers & Operations Research;2023-06

4. A model-free approach to multivariate option pricing;Review of Derivatives Research;2020-10-27

5. Implementing the Rearrangement Algorithm: An Example from Computational Risk Management;Risks;2020-05-14

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