Lisa A. Korf

Random LSC Functions: An Ergodic Theorem

Roger J.-B. Wets, Lisa A. Korf, R. Wets, 2001, Math. Oper. Res..

Stochastic programming duality: ∞ multipliers for unbounded constraints with an application to mathematical finance

Lisa A. Korf, L. A. Korf, 2004, Math. Program..

Approximating infinite horizon stochastic optimal control in discrete time with constraints

Lisa A. Korf, 2006, Ann. Oper. Res..

An Approximation Framework for Infinite Horizon Optimization Problems in a Mathematical Programming Setting

Lisa A. Korf, 2000 .

AN APPROXIMATION FRAMEWORK FOR INFINITE HORIZON STOCHASTIC DYNAMIC OPTIMIZATION PROBLEMS WITH DISCOUNTED COSTS

Lisa A. Korf, 2002 .