Stochastic optimization: Algorithms and applications. Conference, Univ. of Florida, Tallahassee, FL, USA, February 20--22, 2000 (Q5936539)

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scientific article; zbMATH DE number 1613863
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Stochastic optimization: Algorithms and applications. Conference, Univ. of Florida, Tallahassee, FL, USA, February 20--22, 2000
scientific article; zbMATH DE number 1613863

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    Stochastic optimization: Algorithms and applications. Conference, Univ. of Florida, Tallahassee, FL, USA, February 20--22, 2000 (English)
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    2 July 2001
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    The articles of this volume will be reviewed individually. Indexed articles: \textit{Dupačová, Jitka}, Output analysis for approximated stochastic programs, 1-29 [Zbl 0984.90027] \textit{Efraimidis, Pavlos S.; Spirakis, Paul G.}, Combinatorial randomized rounding: Boosting randomized rounding with combinatorial arguments, 31-53 [Zbl 0984.90036] \textit{Gaivoronski, Alexei A.; Høyland, Kjetil; de Lange, Petter E.}, Statutory regulation of casualty insurance companies: An example from Norway with stochastic programming analysis, 55-85 [Zbl 0984.90028] \textit{Guo, Xin; Shepp, Larry}, Option pricing in a world with arbitrage, 87-96 [Zbl 1017.91044] \textit{Homem-de-Mello, Tito}, Monte Carlo methods for discrete stochastic optimization, 97-119 [Zbl 0984.90029] \textit{Kibzun, Andrey; Lepp, Riho}, Discrete approximation in quantile problem of Portfolio selection, 121-135 [Zbl 0990.91016] \textit{Klein Haneveld, Willem K.; van der Vlerk, Maarten H.}, Optimizing electricity distribution using two-stage integer recourse models, 137-154 [Zbl 0984.90026] \textit{Korf, Lisa A.}, A finite-dimensional approach to infinite-dimensional constraints in stochastic programming duality, 155-167 [Zbl 0984.90054] \textit{Kreinin, Alexander}, Nonlinear risk of linear instruments, 169-182 [Zbl 0989.91048] \textit{Nazareth, J. L.}, Multialgorithms for parallel computing: A new paradigm for optimization, 183-222 [Zbl 0984.90042] \textit{Nedić, Angelia; Bertsekas, Dimitri}, Convergence rate of incremental subgradient algorithms, 223-264 [Zbl 0984.90033] \textit{Pasiliao, E. L.}, Transient stochastic models for search patterns, 265-277 [Zbl 0984.90030] \textit{Puelz, Amy V.}, Value-at-risk based portfolio optimization, 279-302 [Zbl 1016.91059] \textit{Rubinstein, Reuven Y.}, Combinatorial optimization, cross-entropy, ants and rare events, 303-363 [Zbl 0984.90037] \textit{Salinetti, Gabriella}, Consistency of statistical estimators: The epigraphical view, 365-383 [Zbl 0984.90031] \textit{Steinbach, Marc C.}, Hierarchical sparsity in multistage stochastic programs, 385-410 [Zbl 0984.90032] \textit{Uryasev, Stanislav; Rockafellar, R. Tyrrell}, Conditional value-at-risk: optimization approach, 411-435 [Zbl 0989.91052]
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    Tallahassee, FL (USA)
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    Proceedings
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    Conference
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    Stochastic optimization
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