Stochastic optimization : Algorithms and Applications

摘要: Preface. Output analysis for approximated stochastic programs J. Dupacova. Combinatorial Randomized Rounding: Boosting Rounding with Arguments P. Efraimidis, P.G. Spirakis. Statutory Regulation of Casualty Insurance Companies: An Example from Norway Stochastic Programming Analysis A. Gaivoronski, et al. Option pricing in a world arbitrage X. Guo, L. Shepp. Monte Carlo Methods Discrete Optimization T. Homem-de-Mello. Approximation Quantile Problem Portfolio Selection Kibzun, R. Lepp. Optimizing electricity distribution using two-stage integer recourse models W.K. Klein Haneveld, M.H. van der Vlerk. A Finite-Dimensional Approach to Infinite-Dimensional Constraints Duality Korf. Non-Linear Risk Linear Instruments Kreinin. Multialgorithms Parallel Computing: New Paradigm Nazareth. Convergence Rate Incremental Subgradient Algorithms Nedic, D. Bertsekas. Transient Models Search Patterns E. Pasiliao. Value-at-Risk Based Puelz. Optimization, Cross-Entropy, Ants and Rare Events R.Y. Rubinstein. Consistency Statistical Estimators: the Epigraphical View G. Salinetti. Hierarchical Sparsity Multistage Convex Programs M. Steinbach. Conditional Value-at-Risk: S. Uryasev, R.T. Rockafellar.