Stochastic optimization : Algorithms and Applications

Preface. Output analysis for approximated stochastic programs J. Dupacova. Combinatorial Randomized Rounding: Boosting Randomized Rounding with Combinatorial Arguments P. Efraimidis, P.G. Spirakis. Statutory Regulation of Casualty Insurance Companies: An Example from Norway with Stochastic Programming Analysis A. Gaivoronski, et al. Option pricing in a world with arbitrage X. Guo, L. Shepp. Monte Carlo Methods for Discrete Stochastic Optimization T. Homem-de-Mello. Discrete Approximation in Quantile Problem of Portfolio Selection A. Kibzun, R. Lepp. Optimizing electricity distribution using two-stage integer recourse models W.K. Klein Haneveld, M.H. van der Vlerk. A Finite-Dimensional Approach to Infinite-Dimensional Constraints in Stochastic Programming Duality L. Korf. Non-Linear Risk of Linear Instruments A. Kreinin. Multialgorithms for Parallel Computing: A New Paradigm for Optimization J. Nazareth. Convergence Rate of Incremental Subgradient Algorithms A. Nedic, D. Bertsekas. Transient Stochastic Models for Search Patterns E. Pasiliao. Value-at-Risk Based Portfolio Optimization A. Puelz. Combinatorial Optimization, Cross-Entropy, Ants and Rare Events R.Y. Rubinstein. Consistency of Statistical Estimators: the Epigraphical View G. Salinetti. Hierarchical Sparsity in Multistage Convex Stochastic Programs M. Steinbach. Conditional Value-at-Risk: Optimization Approach S. Uryasev, R.T. Rockafellar.