Dynamic stochastic optimization. Selected papers presented at the IFIP / IIASA / GAMM-workshop on ``Dynamic stochastic optimization'', Laxenburg, Austria, March 11--14, 2002 (Q1412416): Difference between revisions

The articles of this volume will be reviewed individually. Indexed articles: \textit{Dupačová, Jitka}, Reflections on output analysis for multistage stochastic linear programms, 3-20 [Zbl 1137.90626] \textit{Kall, Peter; Mayer, János}, Modeling support for multistage recourse problems, 21-41 [Zbl 1171.90488] \textit{Sladký, Karel; Sitař, Milan}, Optimal solutions for undiscounted variance penalized Markov decision chains, 43-66 [Zbl 1190.90262] \textit{Granger, Julien; Krishnamurthy, Ananth; Robinson, Stephen M.}, Approximation and optimization for stochastic networks, 67-79 [Zbl 1173.90343] \textit{Arkin, Vadim I.; Slastnikov, Alexander D.}, Optimal stopping problem and investment models, 83-98 [Zbl 1165.60323] \textit{Bianchi, Stephen W.; Wets, Roger J.-B.; Yang, Liming}, Estimating Libor/swaps spot-volatilities: the EpiVolatility model, 99-114 [Zbl 1137.91429] \textit{Dempster, M. A. H.; Germano, M.; Medova, E. A.; Villaverde, M.}, Structured products for pension funds, 115-130 [Zbl 1170.90451] \textit{Aurnhammer, Andreas; Marti, Kurt}, Real-time robust optimal trajectory planning of industrial robots, 133-154 [Zbl 1137.93382] \textit{Marti, K.}, Adaptive optimal stochastic trajectory planning and control (AOSTPC) for robots, 155-206 [Zbl 1137.93385] \textit{Deák, István}, Solving stochastic programming problems by successive regression approximations -- numerical results, 209-224 [Zbl 1137.90623] \textit{Ermoliev, Yuri; Norkin, Vladimir}, Stochastic optimization of risk functions via parametric smoothing, 225-247 [Zbl 1137.90627] \textit{Flåm, Sjur Didrik}, Optimization under uncertainty using momentum, 249-256 [Zbl 1137.90628] \textit{Henrion, René}, Perturbation analysis of chance-constrained programs under variation of all constraint data, 257-274 [Zbl 1190.90110] \textit{Pflug, Georg Ch.}, The value of perfect information as a risk measure, 275-291 [Zbl 1190.91076] \textit{Prékopa, András; Long, Jianmin; Szántai, Tamás}, New bounds and approximations for the probability distribution of the length of the critical path, 293-320 [Zbl 1190.90255] \textit{van der Vlerk, Maarten H.}, Simplification of recourse models by modification of recourse data, 321-336 [Zbl 1137.90637]