Applied Optimization - Stochastic Optimization: Algorithms and Applications
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Published By Springer US

9781441948557, 9781475765946

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A Finite-Dimensional Approach to Infinite-Dimensional Constraints in Stochastic Programming Duality

Applied Optimization - Stochastic Optimization: Algorithms and Applications ◽

10.1007/978-1-4757-6594-6_8 ◽

2001 ◽

pp. 155-167

Author(s):

Lisa A. Korf

Keyword(s):

Stochastic Programming ◽

Dimensional Approach ◽

Infinite Dimensional ◽

Finite Dimensional

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Discrete Approximation in Quantile Problem of Portfolio Selection

Applied Optimization - Stochastic Optimization: Algorithms and Applications ◽

10.1007/978-1-4757-6594-6_6 ◽

2001 ◽

pp. 121-135 ◽

Cited By ~ 1

Author(s):

Andrey Kibzun ◽

Riho Lepp

Keyword(s):

Portfolio Selection ◽

Discrete Approximation

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Statutory Regulation of Casualty Insurance Companies: An Example from Norway with Stochastic Programming Analysis

Applied Optimization - Stochastic Optimization: Algorithms and Applications ◽

10.1007/978-1-4757-6594-6_3 ◽

2001 ◽

pp. 55-85 ◽

Cited By ~ 3

Author(s):

Alexei A. Gaivoronski ◽

Kjetil Høyland ◽

Petter E. de Lange

Keyword(s):

Stochastic Programming ◽

Insurance Companies ◽

Programming Analysis ◽

Statutory Regulation

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Combinatorial Randomized Rounding: Boosting Randomized Rounding with Combinatorial Arguments

Applied Optimization - Stochastic Optimization: Algorithms and Applications ◽

10.1007/978-1-4757-6594-6_2 ◽

2001 ◽

pp. 31-53

Author(s):

Pavlos S. Efraimidis ◽

Paul G. Spirakis

Keyword(s):

Randomized Rounding

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Consistency of Statistical Estimators: the Epigraphical View

Applied Optimization - Stochastic Optimization: Algorithms and Applications ◽

10.1007/978-1-4757-6594-6_15 ◽

2001 ◽

pp. 365-383 ◽

Cited By ~ 2

Author(s):

Gabriella Salinetti

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Combinatorial Optimization, Cross-Entropy, Ants and Rare Events

Applied Optimization - Stochastic Optimization: Algorithms and Applications ◽

10.1007/978-1-4757-6594-6_14 ◽

2001 ◽

pp. 303-363 ◽

Cited By ~ 35

Author(s):

Reuven Y. Rubinstein

Keyword(s):

Combinatorial Optimization ◽

Rare Events ◽

Cross Entropy

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Optimizing electricity distribution using two-stage integer recourse models

Applied Optimization - Stochastic Optimization: Algorithms and Applications ◽

10.1007/978-1-4757-6594-6_7 ◽

2001 ◽

pp. 137-154 ◽

Cited By ~ 13

Author(s):

Willem K. Klein Haneveld ◽

Maarten H. van der Vlerk

Keyword(s):

Electricity Distribution ◽

Two Stage ◽

Integer Recourse

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Value-at-Risk Based Portfolio Optimization

Applied Optimization - Stochastic Optimization: Algorithms and Applications ◽

10.1007/978-1-4757-6594-6_13 ◽

2001 ◽

pp. 279-302 ◽

Cited By ~ 5

Author(s):

Amy v. Puelz

Keyword(s):

At Risk ◽

Portfolio Optimization ◽

Value At Risk

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Non-Linear Risk of Linear Instruments

Applied Optimization - Stochastic Optimization: Algorithms and Applications ◽

10.1007/978-1-4757-6594-6_9 ◽

2001 ◽

pp. 169-182

Author(s):

Alexander Kreinin

Keyword(s):

Non Linear

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Convergence Rate of Incremental Subgradient Algorithms

Applied Optimization - Stochastic Optimization: Algorithms and Applications ◽

10.1007/978-1-4757-6594-6_11 ◽

2001 ◽

pp. 223-264 ◽

Cited By ~ 39

Author(s):

Angelia Nedić ◽

Dimitri Bertsekas

Keyword(s):

Convergence Rate ◽

Subgradient Algorithms

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Applied Optimization - Stochastic Optimization: Algorithms and ApplicationsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer US

A Finite-Dimensional Approach to Infinite-Dimensional Constraints in Stochastic Programming Duality

Discrete Approximation in Quantile Problem of Portfolio Selection

Statutory Regulation of Casualty Insurance Companies: An Example from Norway with Stochastic Programming Analysis

Combinatorial Randomized Rounding: Boosting Randomized Rounding with Combinatorial Arguments

Consistency of Statistical Estimators: the Epigraphical View

Combinatorial Optimization, Cross-Entropy, Ants and Rare Events

Optimizing electricity distribution using two-stage integer recourse models

Value-at-Risk Based Portfolio Optimization

Non-Linear Risk of Linear Instruments

Convergence Rate of Incremental Subgradient Algorithms

Applied Optimization - Stochastic Optimization: Algorithms and Applications
Latest Publications