Approximations of Bayes decision problems: the epigraphical approach J. O. BergerG. Salinetti OriginalPaper Pages: 1 - 13
Continuous approximation schemes for stochastic programs John R. BirgeLiqun Qi OriginalPaper Pages: 15 - 38
Scenario analysis via bundle decomposition Bock Jin ChunStephen M. Robinson OriginalPaper Pages: 39 - 63
Stability in multistage stochastic programming Olga FiedlerWerner Römisch OriginalPaper Pages: 79 - 93
Confidence sets for discrete stochastic optimization A. FutschikG. Pflug OriginalPaper Pages: 95 - 108
A stochastic optimization approach for robot scheduling A. GaivoronskiE. MessinaA. Sciomachen OriginalPaper Pages: 109 - 133
Numerical aspects of monotone approximations in convex stochastic control problems O. Hernández-LermaC. PiovesanW. J. Runggaldier OriginalPaper Pages: 135 - 156
Statistical approximations for recourse constrained stochastic programs Julia L. HigleSuvrajeet Sen OriginalPaper Pages: 157 - 175
Chance constrained bottleneck spanning tree problem Hiroaki IshiiShōgo Shiode OriginalPaper Pages: 177 - 187
Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems Yuri M. KaniovskiAlan J. KingRoger J-B Wets OriginalPaper Pages: 189 - 208
On the convex hull of the simple integer recourse objective function Willem K. Klein HaneveldLeen StougieMaarten H. van der Vlerk OriginalPaper Pages: 209 - 224
Properties of empirical estimates in stochastic optimization and identification problems P. S. KnopovE. J. Kasitskaya OriginalPaper Pages: 225 - 239
An SQP algorithm for extended linear-quadratic problems in stochastic programming Liqun QiRobert S. Womersley OriginalPaper Pages: 251 - 285
Derivatives of probability functions and some applications Stanislav Uryasev OriginalPaper Pages: 287 - 311