Volume 177, Number 1, June 2010
Tenth International Conference on Stochastic Programming
- Suvrajeet Sen, Julia L. Higle:
Preface.
1-2
- Stein W. Wallace:
Stochastic programming and the option of doing it differently.
3-8
- Yuri M. Ermoliev, Tatiana Ermolieva, Guenther Fischer, Marek Makowski:
Extreme events, discounting and stochastic optimization.
9-19
- José R. Rodríguez-Mancilla:
Living on the edge: how risky is it to operate at the limit of the tolerated risk?
21-45
- Willem K. Klein Haneveld, Matthijs H. Streutker, Maarten H. van der Vlerk:
An ALM model for pension funds using integrated chance constraints.
47-62
- Luis Miguel Rios, Nikolaos V. Sahinidis:
Portfolio optimization for wealth-dependent risk preferences.
63-90
- Lijian Chen, Tito Homem-de-Mello:
Re-solving stochastic programming models for airline revenue management.
91-114
- René Henrion, Werner Römisch:
Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions.
115-125
- Patrizia Beraldi, Maria Elena Bruni:
An exact approach for solving integer problems under probabilistic constraints with random technology matrix.
127-137
- Maarten H. van der Vlerk:
Convex approximations for a class of mixed-integer recourse models.
139-150
- Pascal Van Hentenryck, Russell Bent, Eli Upfal:
Online stochastic optimization under time constraints.
151-183
- Ashraf A. Gouda, Tamás Szántai:
On numerical calculation of probabilities according to Dirichlet distribution.
185-200
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