Probabilistic Constrained Optimization Book

	Preface
	Introduction to the Theory of Probablistic Functions and Percentiles	1
	Pricing American Options by Simulation Using a Stochastic Mesh with Optimized Weights	26
	On Optimization of Unreliable Material Flow Systems	45
	Stochastic Optimization in Asset & Liability Management: A Model for Non-Maturing Accounts	67
	Optimization in the Space of Distribution Functions and Applications in the Bayes Analysis	102
	Sensitivity Analysis of Worst-Case Distribution for Probability Optimization Problems	132
	On Maximum Reliability Problem in Parallel-Series Systems with Two Failure Modes	148
	Robust Monte Carlo Simulation for Approximate Covariance Matrices and VaR Analysis	160
	Structure of Optimal Stopping Strategies for American Type Options	173
	Approximation of Value-at-Risk Problems with Decision Rules	186
	Managing Risk with Expected Shortfall	198
	On the Numerical Solution of Jointly Chance Constrained Problems	220
	Management of Quality of Service through Chance-constraints in Multimedia Networks	236
	Solution of a Product Substitution Problem Using Stochastic Programming	252
	Some Remarks on the Value-at-Risk and the Conditional Value-at-Risk	272
	Statistical Inference of Stochastic Optimization Problems	282