Stochastic Programming - World Scientific Series in Finance
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Stochastic Frequency Assignment Problem

2012 ◽  
pp. 487-512
Author(s):  
Wadie Benajam ◽  
A. Gaivoronski ◽  
Abdel Lisser
Keyword(s):  
Assignment Problem ◽  
Frequency Assignment ◽  
Frequency Assignment Problem

Intertemporal Surplus Management with Jump Risks

2012 ◽  
pp. 69-95 ◽  
Author(s):  
Mareen Benk
Keyword(s):  
Jump Risks

A Stochastic Game Model Applied to the Nordic Electricity Market

2012 ◽  
pp. 421-441 ◽  
Author(s):  
Stein-Erik Fleten ◽  
Tek Tjing Lie
Keyword(s):  
Electricity Market ◽  
Stochastic Game ◽  
Game Model

Stochastic Second-Order Cone Programming in Mobile Ad-Hoc Networks: Sensitivity to Input Parameters

2012 ◽  
pp. 467-486 ◽  
Author(s):  
Francesca Maggioni ◽  
Marida Bertocchi ◽  
Elisabetta Allevi ◽  
Florian A. Potra ◽  
Stein W. Wallace
Keyword(s):  
Ad Hoc Networks ◽  
Mobile Ad Hoc Networks ◽  
Ad Hoc ◽  
Second Order ◽  
Cone Programming ◽  
Second Order Cone Programming ◽  
Second Order Cone ◽  
Input Parameters ◽  
Mobile Ad Hoc ◽  
Hoc Networks

Sawmill Production Planning Under Uncertainty: Modelling and Solution Approaches

2012 ◽  
pp. 347-395
Author(s):  
Masoumeh Kazemi Zanjani ◽  
Mustapha Nourelfath ◽  
Daoud Ait-Kadi
Keyword(s):  
Production Planning ◽  
Planning Under Uncertainty ◽  
Uncertainty Modelling

Option Portfolio Management as a Chance Constrained Problem

2012 ◽  
pp. 155-172 ◽  
Author(s):  
Dmitry Golembiovsky ◽  
Anatoliy Abramov
Keyword(s):  
Portfolio Management ◽  
Constrained Problem

Jump-Diffusion Risk-Sensitive Benchmarked Asset Management

2012 ◽  
pp. 97-127 ◽  
Author(s):  
Mark Davis ◽  
Sébastien Lleo
Keyword(s):  
Asset Management ◽  
Jump Diffusion ◽  
Risk Sensitive

Stochastic Models for Optimizing Immunization Strategies in Fixed-Income Security Portfolios under Some Sources of Uncertainty

2012 ◽  
pp. 173-219
Author(s):  
Larraitz Aranburu ◽  
Laureano F. Escudero ◽  
M. Araceli Garín ◽  
Gloria Pérez
Keyword(s):  
Stochastic Models ◽  
Fixed Income ◽  
Income Security ◽  
Sources Of Uncertainty ◽  
Immunization Strategies
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