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ORCIDAnnals of Operations Research, Volume 200
Volume 200, Number 1, November 2012
- Darinka Dentcheva, Andrzej Ruszczynski, Tamás Szántai:
Stochastic modeling and optimization (in honor of András Prékopa's 80th birthday). 1-2 - Summary of András Prékopa's scientific contributions. 3-7
- Bogdan Grechuk, Michael Zabarankin:
Optimal risk sharing with general deviation measures. 9-21 - Miguel A. Lejeune
:
Pattern definition of the p-efficiency concept. 23-36 - Francesca Maggioni, Stein W. Wallace:
Analyzing the quality of the expected value solution in stochastic programming. 37-54 - Jitka Dupacová, Milos Kopa:
Robustness in stochastic programs with risk constraints. 55-74 - Gergely Mádi-Nagy:
Polynomial bases on the numerical solution of the multivariate discrete moment problem. 75-92 - Éva Komáromi:
Entropy programming modeling of IBNR claims reserves. 93-108 - Darinka Dentcheva, Maria Gabriela Martinez:
Augmented Lagrangian method for probabilistic optimization. 109-130 - Martin Le Doux Mbele Bidima, Miklós Rásonyi:
On long-term arbitrage opportunities in Markovian models of financial markets. 131-146 - Ricardo A. Collado, Dávid Papp, Andrzej Ruszczynski:
Scenario decomposition of risk-averse multistage stochastic programming problems. 147-170 - István Deák, Imre Pólik, András Prékopa, Tamás Terlaky:
Convex approximations in stochastic programming by semidefinite programming. 171-182 - Andrey I. Kibzun, Evgeniy Matveev:
Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm. 183-198 - J. Frédéric Bonnans, Zhihao Cen, Thibault Christel:
Energy contracts management by stochastic programming techniques. 199-222 - László Gerencsér, Zsanett Orlovits:
Real time estimation of stochastic volatility processes. 223-246 - Pierre Carpentier, Jean-Philippe Chancelier, Guy Cohen, Michel De Lara, Pierre Girardeau:
Dynamic consistency for stochastic optimal control problems. 247-263 - Gerzson Kéri, Tamás Szántai:
Combinatorial results on the fitting problems of the multivariate gamma distribution introduced by Prékopa and Szántai. 265-278 - Michael N. Katehakis, Laurens C. Smit:
On computing optimal (Q, r) replenishment policies under quantity discounts - The all-units and incremental discount cases. 279-298 - Joachim Gwinner, Fabio Raciti:
Some equilibrium problems under uncertainty and random variational inequalities. 299-319
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