Probabilistic constrained optimization. Methodology and applications (Q5930578)

The articles of this volume will be reviewed individually. Indexed articles: \textit{Uryasev, S.}, Introduction to the theory of probabilistic functions and percentiles (value-at-risk), 1-25 [Zbl 0991.90093] \textit{Broadie, Mark; Glasserman, Paul; Ha, Zachary}, Pricing American options by simulation using a stochastic mesh with optimized weights, 26-44 [Zbl 1013.91054] \textit{Ermoliev, Yu.; Uryasev, S.; Wessels, J.}, On optimization of unreliable material flow systems, 45-66 [Zbl 0991.90109] \textit{Frauendorfer, Karl; Schürle, Michael}, Stochastic optimization in asset \& liability management: A model for non-maturing accounts, 67-101 [Zbl 1052.90591] \textit{Golodnikov, Alexandr N.; Knopov, Pavel S.; Pardalos, Panos M.; Uryasev, Stanislav}, Optimization in the space of distribution functions and applications in the Bayes analysis, 102-131 [Zbl 1052.90592] \textit{Kan, Yu. S.; Kibzun, A. I.}, Sensitivity analysis of worst-case distribution for probability optimization problems, 132-147 [Zbl 0991.90095] \textit{Kirilyuk, Vladimir}, On maximum reliability problem in parallel-series systems with two failure modes, 148-159 [Zbl 0973.90025] \textit{Kreinin, Alexander; Levin, Alexander}, Robust Monte Carlo simulation for approximate covariance matrices and VaR analyses, 160-172 [Zbl 1122.91344] \textit{Kukush, Alexander G.; Silvestrov, Dmitrii S.}, Structure of optimal stopping strategies for American type options, 173-185 [Zbl 0989.91034] \textit{Lepp, Riho}, Approximation of value-at-risk problems with decision rules, 186-197 [Zbl 1013.91066] \textit{Mausser, Helmut; Rosen, Dan}, Managing risk with expected shortfall, 198-219 [Zbl 1013.91067] \textit{Mayer, János}, On the numerical solution of jointly chance constrained problems, 220-235 [Zbl 0991.90092] \textit{Medova, E. A.; Scott, J. E.}, Management of quality of service through chance-constraints in multimedia networks, 236-251 [Zbl 0985.90013] \textit{Murr, Michael R.; Prékopa, András}, Solution of a product substitution problem using stochastic programming, 252-271 [Zbl 1016.90028] \textit{Pflug, Georg Ch.}, Some remarks on the value-at-risk and the conditional value-at-risk, 272-281 [Zbl 0994.91031] \textit{Shapiro, Alexander}, Statistical inference of stochastic optimization problems, 281-307 [Zbl 0979.90096]