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Stochastic Optimization (Applied Optimization Series): Algorithms and Applications, Vol. 54 Book

Stochastic Optimization (Applied Optimization Series): Algorithms and Applications, Vol. 54
Stochastic Optimization (Applied Optimization Series): Algorithms and Applications, Vol. 54, , Stochastic Optimization (Applied Optimization Series): Algorithms and Applications, Vol. 54 has a rating of 3 stars
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Stochastic Optimization (Applied Optimization Series): Algorithms and Applications, Vol. 54, , Stochastic Optimization (Applied Optimization Series): Algorithms and Applications, Vol. 54
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  • Stochastic Optimization (Applied Optimization Series): Algorithms and Applications, Vol. 54
  • Written by author Stanislav Uryasev
  • Published by Springer-Verlag New York, LLC, May 2001
  • Stochastic programming is the study of procedures for decision making under the presence of uncertainties and risks. Stochastic programming approaches have been successfully used in a number of areas such as energy and production planning, telecommunicati
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Preface
Output analysis for approximated stochastic programs1
Combinatorial Randomized Rounding: Boosting Randomized Rounding with Combinatorial Arguments31
Statutory Regulation of Casualty Insurance Companies: An Example from Norway with Stochastic Programming Analysis55
Option pricing in a world with arbitrage87
Monte Carlo Methods for Discrete Stochastic Optimization97
Discrete Approximation in Quantile Problem of Portfolio Selection121
Optimizing electricity distribution using two-stage integer recourse models137
A Finite-Dimensional Approach to Infinite-Dimensional Constraints in Stochastic Programming Duality155
Non-Linear Risk of Linear-Instruments169
Multialgorithms for Parallel Computing: A New Paradigm for Optimization183
Convergence Rate of Incremental Subgradient Algorithms223
Transient Stochastic Models for Search Patterns265
Value-at-Risk Based Portfolio Optimization279
Combinatorial Optimization, Cross-Entropy, Ants and Rare Events303
Consistency of Statistical Estimators: the Epigraphical View365
Hierarchical Sparsity in Multistage Convex Stochastic Programs385
Conditional Value-at-Risk: Optimization Approach411


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