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Reflections on Output Analysis for Multistage Stochastic Linear Programs | 3 | |
Modeling Support for Multistage Recourse Problems | 21 | |
Optimal Solutions for Undiscounted Variance Penalized Markov Decision Chains | 43 | |
Approximation and Optimization for Stochastic Networks | 67 | |
Optimal Stopping Problem and Investment Models | 83 | |
Estimating LIBOR/Swaps Spot-Volatilities: the EpiVolatility Model | 99 | |
Structured Products for Pension Funds | 115 | |
Real-time Robust Optimal Trajectory Planning of Industrial Robots | 133 | |
Adaptive Optimal Stochastic Trajectory Planning and Control (AOSTPC) for Robots | 155 | |
Solving Stochastic Programming Problems by Successive Regression Approximations - Numerical Results | 209 | |
Stochastic Optimization of Risk Functions via Parametric Smoothing | 225 | |
Optimization under Uncertainty using Momentum | 249 | |
Perturbation Analysis of Chance-constrained Programs under Variation of all Constraint Data | 257 | |
The Value of Perfect Information as a Risk Measure | 275 | |
New Bounds and Approximations for the Probability Distribution of the Length of the Critical Path | 293 | |
Simplification of Recourse Models by Modification of Recourse Data | 321 |
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