Lecture Notes in Control and Information Sciences - Stochastic Optimization
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Reduction of risk using a differentiated approach

Lecture Notes in Control and Information Sciences - Stochastic Optimization ◽

10.1007/bfb0007125 ◽

2005 ◽

pp. 496-500

Author(s):

I. Petersen

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On stochastic programming in hilbert space

Lecture Notes in Control and Information Sciences - Stochastic Optimization ◽

10.1007/bfb0007124 ◽

2005 ◽

pp. 487-495

Author(s):

N. M. Novikova

Keyword(s):

Hilbert Space ◽

Stochastic Programming

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Recursive stochastic gradient procedures in the presence of dependent noise

Lecture Notes in Control and Information Sciences - Stochastic Optimization ◽

10.1007/bfb0007128 ◽

2005 ◽

pp. 522-533

Author(s):

A. S. Poznyak

Keyword(s):

Stochastic Gradient

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Growth rates and optimal paths in stochastic models of expanding economies

Lecture Notes in Control and Information Sciences - Stochastic Optimization ◽

10.1007/bfb0007132 ◽

2005 ◽

pp. 576-584

Author(s):

A. D. Slastinikov ◽

E. L. Presman

Keyword(s):

Growth Rates ◽

Stochastic Models ◽

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On lexicographical optimality criteria in controlled markov chains

Lecture Notes in Control and Information Sciences - Stochastic Optimization ◽

10.1007/bfb0007092 ◽

2005 ◽

pp. 148-156

Author(s):

G. I. Mirzashvili

Keyword(s):

Markov Chains ◽

Optimality Criteria ◽

Controlled Markov Chains

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Expected value versus probability of ruin strategies

Lecture Notes in Control and Information Sciences - Stochastic Optimization ◽

10.1007/bfb0007121 ◽

2005 ◽

pp. 448-456

Author(s):

L. C. MacLean ◽

W. T. Ziemba

Keyword(s):

Expected Value ◽

Probability Of Ruin

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Stochastic programming methods: Convergence and non-asymptotic estimation of the convergence rate

Lecture Notes in Control and Information Sciences - Stochastic Optimization ◽

10.1007/bfb0007101 ◽

2005 ◽

pp. 247-257 ◽

Author(s):

Ya. I. Al'ber ◽

S. V. Shil'man

Keyword(s):

Stochastic Programming ◽

Convergence Rate ◽

Asymptotic Estimation

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Existence of a value for a general zero-sum mixt game

Lecture Notes in Control and Information Sciences - Stochastic Optimization ◽

10.1007/bfb0007144 ◽

2005 ◽

pp. 688-695

Author(s):

J. P. Lepeltier

Keyword(s):

A Value ◽

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On Bayesian methods in nondifferential and stochastic programming

Lecture Notes in Control and Information Sciences - Stochastic Optimization ◽

10.1007/bfb0007123 ◽

2005 ◽

pp. 475-486

Author(s):

J. B. Mockus

Keyword(s):

Stochastic Programming ◽

Bayesian Methods

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The generalized extremum in the class of discontinuous functions and finitely additive integration

Lecture Notes in Control and Information Sciences - Stochastic Optimization ◽

10.1007/bfb0007106 ◽

2005 ◽

pp. 301-308

Author(s):

V. D. Batuhtin ◽

A. G. Chentsov

Keyword(s):

Discontinuous Functions

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