Stochastic optimization /
Saved in:
| Imprint: | Dordrecht ; Boston : Kluwer Academic Publishers, c2001. |
|---|---|
| Description: | xii, 435 p. : ill. ; 25 cm. |
| Language: | English |
| Series: | Applied optimization ; v. 54 Applied optimization ; vol. 54. |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/4672785 |
Table of Contents:
- Output analysis for approximated stochastic programs / J. Dupacova
- Combinatorial Randomized Rounding: Boosting Randomized Rounding with Combinatorial Arguments / P. Efraimidis and P. G. Spirakis
- Statutory Regulation of Casualty Insurance Companies: An Example from Norway with Stochastic Programming Analysis / A. Gaivoronski, K. Hoyland and P. de Lange
- Option pricing in a world with arbitrage / X. Guo and L. Shepp
- Monte Carlo Methods for Discrete Stochastic Optimization / T. Homem-de-Mello
- Discrete Approximation in Quantile Problem of Portfolio Selection / A. Kibzun and R. Lepp
- Optimizing electricity distribution using two-stage integer recourse models / W. K. Klein Haneveld and M. H. van der Vlerk
- A Finite-Dimensional Approach to Infinite-Dimensional Constraints in Stochastic Programming Duality / L. Korf
- Non-Linear Risk of Linear-Instruments / A. Kreinin
- Multialgorithms for Parallel Computing: A New Paradigm for Optimization / J. Nazareth
- Convergence Rate of Incremental Subgradient Algorithms / A. Nedic and D. Bertsekas
- Transient Stochastic Models for Search Patterns / E. Pasiliao
- Value-at-Risk Based Portfolio Optimization / A. Puelz
- Combinatorial Optimization, Cross-Entropy, Ants and Rare Events / R. Y. Rubinstein
- Consistency of Statistical Estimators: the Epigraphical View / G. Salinetti
- Hierarchical Sparsity in Multistage Convex Stochastic Programs / M. Steinbach
- Conditional Value-at-Risk: Optimization Approach / S. Urgasev and R. T. Rockafellar.
