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The Resource Dynamic stochastic optimization, Kurt Marti, Yuri Ermoliev, Georg Pflug, eds

Dynamic stochastic optimization, Kurt Marti, Yuri Ermoliev, Georg Pflug, eds

Label
Dynamic stochastic optimization
Title
Dynamic stochastic optimization
Statement of responsibility
Kurt Marti, Yuri Ermoliev, Georg Pflug, eds
Contributor
Subject
Genre
Language
eng
Cataloging source
DLC
Index
no index present
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorDate
  • 1943-
  • 1951-
http://library.link/vocab/relatedWorkOrContributorName
  • Marti, Kurt
  • Ermolʹev, I︠U︡riĭ Mikhaĭlovich
  • Pflug, Georg Ch
Series statement
Lecture notes in economics and mathematical systems
Series volume
532
http://library.link/vocab/subjectName
  • Stochastic processes
  • Mathematical optimization
Label
Dynamic stochastic optimization, Kurt Marti, Yuri Ermoliev, Georg Pflug, eds
Instantiates
Publication
Bibliography note
Includes bibliographical references
Contents
  • Reflections on Output Analysis for Multistage Stochastic Linear Programs/
  • Jitka Dupacova
  • p. 3
  • Modeling Support for Multistage Recourse Problems/
  • Peter Kall
  • Janos Mayer
  • p. 21
  • Optimal Solutions for Undiscounted Variance Penalized Markov Decision Chains/
  • Karel Sladky
  • Milan Sitar
  • p. 43
  • Approximation and Optimization for Stochastic Networks/
  • Julien Granger
  • Ananth Krishnamurthy
  • Stephen M. Robinson
  • p. 67
  • Optimal Stopping Problem and Investment Models/
  • Vadim I. Arkin
  • Alexander D. Slastnikov
  • p. 83
  • Estimating LIBOR/Swaps Spot-Volatilities: the EpiVolatility Model/
  • Stephen W. Bianchi
  • Roger J. B. Wets
  • Liming Yang
  • p. 99
  • p. 115
  • Structured Products for Pension Funds/
  • Michael A. H. Dempster
  • Matteo Germano
  • Elena A. Medova
  • Michael Villaverde
  • Real-time Robust Optimal Trajectory Planning of Industrial Robots/
  • Andreas Aurnhammer
  • Kurt Marti
  • p. 133
  • Adaptive Optimal Stochastic Trajectory Planning and Control (AOSTPC) for Robots/
  • Kurt Marti
  • p. 155
  • Solving Stochastic Programming Problems by Successive Regression Approximations - Numerical Results/
  • Istvan Deak
  • p. 209
  • Stochastic Optimization of Risk Functions via Parametric Smoothing/
  • Yuri Ermoliev
  • Vladimir Norkin
  • p. 225
  • Optimization under Uncertainty using Momentum/
  • Sjur Didrik Flam
  • p. 249
  • Perturbation Analysis of Chance-constrained Programs under Variation of all Constraint Data/
  • Rene Henrion
  • p. 257
  • Value of Perfect Information as a Risk Measure/
  • Georg Ch. Pflug
  • p. 275
  • New Bounds and Approximations for the Probability Distribution of the Length of the Critical Path/
  • Andras Prekopa
  • Jianmin Long
  • Tamas Szantai
  • p. 293
  • Simplification of Recourse Models by Modification of Recourse Data/
  • Maarten H. van der Vlerk
  • p. 321
Control code
l82003058581
Extent
viii, 336 p. ;
Isbn
9783540405061
Lccn
2003058581
Label
Dynamic stochastic optimization, Kurt Marti, Yuri Ermoliev, Georg Pflug, eds
Publication
Bibliography note
Includes bibliographical references
Contents
  • Reflections on Output Analysis for Multistage Stochastic Linear Programs/
  • Jitka Dupacova
  • p. 3
  • Modeling Support for Multistage Recourse Problems/
  • Peter Kall
  • Janos Mayer
  • p. 21
  • Optimal Solutions for Undiscounted Variance Penalized Markov Decision Chains/
  • Karel Sladky
  • Milan Sitar
  • p. 43
  • Approximation and Optimization for Stochastic Networks/
  • Julien Granger
  • Ananth Krishnamurthy
  • Stephen M. Robinson
  • p. 67
  • Optimal Stopping Problem and Investment Models/
  • Vadim I. Arkin
  • Alexander D. Slastnikov
  • p. 83
  • Estimating LIBOR/Swaps Spot-Volatilities: the EpiVolatility Model/
  • Stephen W. Bianchi
  • Roger J. B. Wets
  • Liming Yang
  • p. 99
  • p. 115
  • Structured Products for Pension Funds/
  • Michael A. H. Dempster
  • Matteo Germano
  • Elena A. Medova
  • Michael Villaverde
  • Real-time Robust Optimal Trajectory Planning of Industrial Robots/
  • Andreas Aurnhammer
  • Kurt Marti
  • p. 133
  • Adaptive Optimal Stochastic Trajectory Planning and Control (AOSTPC) for Robots/
  • Kurt Marti
  • p. 155
  • Solving Stochastic Programming Problems by Successive Regression Approximations - Numerical Results/
  • Istvan Deak
  • p. 209
  • Stochastic Optimization of Risk Functions via Parametric Smoothing/
  • Yuri Ermoliev
  • Vladimir Norkin
  • p. 225
  • Optimization under Uncertainty using Momentum/
  • Sjur Didrik Flam
  • p. 249
  • Perturbation Analysis of Chance-constrained Programs under Variation of all Constraint Data/
  • Rene Henrion
  • p. 257
  • Value of Perfect Information as a Risk Measure/
  • Georg Ch. Pflug
  • p. 275
  • New Bounds and Approximations for the Probability Distribution of the Length of the Critical Path/
  • Andras Prekopa
  • Jianmin Long
  • Tamas Szantai
  • p. 293
  • Simplification of Recourse Models by Modification of Recourse Data/
  • Maarten H. van der Vlerk
  • p. 321
Control code
l82003058581
Extent
viii, 336 p. ;
Isbn
9783540405061
Lccn
2003058581

Library Locations

    • Brunswick Library StoreBorrow it
      Liverpool, GB
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