Volume 200, Issue 1

Search all Annals of Operations Research articles

November 2012

Stochastic Modeling and Optimization (in Honor of András Prékopa's 80th Birthday)

Issue Editors:

DARINKA DENTCHEVA,
A. Ruszczyński,
Tamás Szántai

19 articles in this issue

Stochastic modeling and optimization (in honor of András Prékopa’s 80th birthday)
Darinka Dentcheva
Andrzej Ruszczyński
Tamás Szántai
Editorial 11 September 2012 Pages: 1 - 2
Summary of András Prékopa’s scientific contributions

Events 06 September 2012 Pages: 3 - 7
Optimal risk sharing with general deviation measures
Bogdan Grechuk
Michael Zabarankin
OriginalPaper 19 January 2011 Pages: 9 - 21
Pattern definition of the p-efficiency concept
Miguel A. Lejeune
OriginalPaper 03 November 2010 Pages: 23 - 36
Analyzing the quality of the expected value solution in stochastic programming
Francesca Maggioni
Stein W. Wallace
OriginalPaper 06 November 2010 Pages: 37 - 54
Robustness in stochastic programs with risk constraints
Jitka Dupačová
Miloš Kopa
OriginalPaper 05 January 2011 Pages: 55 - 74
Polynomial bases on the numerical solution of the multivariate discrete moment problem
Gergely Mádi-Nagy
OriginalPaper 31 March 2011 Pages: 75 - 92
Entropy programming modeling of IBNR claims reserves
Éva Komáromi
OriginalPaper 21 April 2011 Pages: 93 - 108
Augmented Lagrangian method for probabilistic optimization
Darinka Dentcheva
Gabriela Martinez
OriginalPaper 14 April 2011 Pages: 109 - 130
On long-term arbitrage opportunities in Markovian models of financial markets
Martin L. D. Mbele Bidima
Miklos Rasonyi
OriginalPaper 11 May 2011 Pages: 131 - 146
Scenario decomposition of risk-averse multistage stochastic programming problems
Ricardo A. Collado
Dávid Papp
Andrzej Ruszczyński
OriginalPaper 10 August 2011 Pages: 147 - 170
Convex approximations in stochastic programming by semidefinite programming
István Deák
Imre Pólik
Tamás Terlaky
OriginalPaper 01 October 2011 Pages: 171 - 182
Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm
Andrey Kibzun
Evgeniy Matveev
OriginalPaper 06 October 2011 Pages: 183 - 198
Energy contracts management by stochastic programming techniques
J. Frédéric Bonnans
Zhihao Cen
Thibault Christel
OriginalPaper 30 September 2011 Pages: 199 - 222
Real time estimation of stochastic volatility processes
László Gerencsér
Zsanett Orlovits
OriginalPaper 27 September 2011 Pages: 223 - 246
Dynamic consistency for stochastic optimal control problems
Pierre Carpentier
Jean-Philippe Chancelier
Pierre Girardeau
OriginalPaper 01 December 2011 Pages: 247 - 263
Combinatorial results on the fitting problems of the multivariate gamma distribution introduced by Prékopa and Szántai
Gerzson Kéri
Tamás Szántai
OriginalPaper 07 December 2011 Pages: 265 - 278
On computing optimal (Q,r) replenishment policies under quantity discounts
Michael N. Katehakis
Laurens C. Smit
OriginalPaper 10 February 2012 Pages: 279 - 298
Some equilibrium problems under uncertainty and random variational inequalities
Joachim Gwinner
Fabio Raciti
OriginalPaper 23 March 2012 Pages: 299 - 319

Volume 200, Issue 1

Search

Navigation