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Lisa A. Korf

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2006
3EELisa A. Korf: Approximating infinite horizon stochastic optimal control in discrete time with constraints. Annals OR 142(1): 165-186 (2006)
2004
2EELisa A. Korf: Stochastic programming duality: 8 multipliers for unbounded constraints with an application to mathematical finance. Math. Program. 99(2): 241-259 (2004)
2001
1EELisa A. Korf, Roger J.-B. Wets: Random LSC Functions: An Ergodic Theorem. Math. Oper. Res. 26(2): 421-445 (2001)

Coauthor Index

1Roger J.-B. Wets [1]

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