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Uncertainty in stochastic programming

BOOK CHAPTER published in Lecture Notes in Control and Information Sciences

Authors: Vlasta Kaňková

Stochastic Dominance Constraints induced by Mixed-Integer Linear Recourse

BOOK CHAPTER published in Risk Management in Stochastic Integer Programming

Stability in stochastic programming — Probabilistic constraints

BOOK CHAPTER published in Lecture Notes in Control and Information Sciences

Authors: Jitka Dupačová

A Note on Multifunctions in Stochastic Programming

BOOK CHAPTER published 1998 in Stochastic Programming Methods and Technical Applications

Authors: Vlasta Kaňková

Problems of the Stability of Solutions in Stochastic Programming Problems

BOOK CHAPTER published 1977 in Stochastic Programming

Authors: V. V. Kolbin

Programming under Probabilistic Constraint and Maximizing Probabilities under Constraints

BOOK CHAPTER published 1995 in Stochastic Programming

Authors: András Prékopa

THE GENERALIZED MINIMAX APPROACH IN STOCHASTIC SYSTEM OPTIMIZATION PROBLEMS WITH PROBABILITY CONSTRAINTS

BOOK CHAPTER published 1987 in Stochastic Control

Authors: V.V. Malyshev | A.I. Kibzun

Boundedness in Probability and Stability of Stochastic Processes Defined by Differential Equations

BOOK CHAPTER published 2012 in Stochastic Stability of Differential Equations

Authors: Rafail Khasminskii

General Theory of Linear Programming

BOOK CHAPTER published 1995 in Stochastic Programming

Authors: András Prékopa

Stability of Stochastic Differential Equations

BOOK CHAPTER published 2012 in Stochastic Stability of Differential Equations

Authors: Rafail Khasminskii

Stochastic Parabolic Equations

BOOK CHAPTER published 2015 in Stochastic Control Theory

Authors: Makiko Nisio

Stochastic Differential Games

BOOK CHAPTER published 2015 in Stochastic Control Theory

Authors: Makiko Nisio

Stochastic Differential Equations

BOOK CHAPTER published 2015 in Stochastic Control Theory

Authors: Makiko Nisio

The stability of the probability of ruin

JOURNAL ARTICLE published 2 January 2020 in Stochastic Models

Authors: Riccardo Gatto

Recombining Trees for Multistage Stochastic Programs

BOOK CHAPTER published 2009 in Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming

Authors: Christian Küchler

SDP - Benefits

BOOK CHAPTER published 7 April 2016 in Stochastic Dynamic Programming

An individual Risk Model for a Short Period

BOOK CHAPTER published 20 September 2006 in Probability and Stochastic Modeling

Stochastic Control Theory

BOOK published 2015 in Probability Theory and Stochastic Modelling

Authors: Makiko Nisio

Optimal control of stochastic sequences with constraints

JOURNAL ARTICLE published January 1997 in Stochastic Analysis and Applications

Authors: A.B. Piunovskiy

Stochastic Stability of Differential Equations

BOOK published 2012 in Stochastic Modelling and Applied Probability

Authors: Rafail Khasminskii