Geodesic

Volume 44 (2008) no. 2

Sommaire

Special issue: Stochastic Programming in EURO XXII in Prague
Bound-based decision rules in multistage stochastic programming
p. 134-150
Multistage stochastic programs via autoregressive sequences and individual probability constraints
p. 151-170
Non-parametric approximation of non-anticipativity constraints in scenario-based multistage stochastic programming
p. 171-184
Numerical study of discretizations of multistage stochastic programs
p. 185-204
Growth rates and average optimality in risk-sensitive Markov decision chains
p. 205-226
Risk objectives in two-stage stochastic programming models
p. 227-242
A second-order stochastic dominance portfolio efficiency measure
p. 243-258
Stability of stochastic optimization problems - nonmeasurable case
p. 259-276
A two-stage stochastic optimization model for a gas sale retailer
p. 277-296