Nonconvex Optimization and Its Applications - Probabilistic Constrained Optimization
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Published By Springer US

9781441948403, 9781475731507

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Sensitivity Analysis of Worst-Case Distribution for Probability Optimization Problems

Nonconvex Optimization and Its Applications - Probabilistic Constrained Optimization ◽

10.1007/978-1-4757-3150-7_6 ◽

2000 ◽

pp. 132-147

Author(s):

Yu. S. Kan ◽

A. I. Kibzun

Keyword(s):

Sensitivity Analysis ◽

Optimization Problems ◽

Worst Case ◽

Probability Optimization ◽

Case Distribution

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Statistical Inference of Stochastic Optimization Problems

Nonconvex Optimization and Its Applications - Probabilistic Constrained Optimization ◽

10.1007/978-1-4757-3150-7_16 ◽

2000 ◽

pp. 282-307 ◽

Cited By ~ 9

Author(s):

Alexander Shapiro

Keyword(s):

Stochastic Optimization ◽

Statistical Inference ◽

Optimization Problems

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Management of Quality of Service through Chance-constraints in Multimedia Networks

Nonconvex Optimization and Its Applications - Probabilistic Constrained Optimization ◽

10.1007/978-1-4757-3150-7_13 ◽

2000 ◽

pp. 236-251 ◽

Cited By ~ 1

Author(s):

E. A. Medova ◽

J. E. Scott

Keyword(s):

Quality Of Service ◽

Chance Constraints ◽

Multimedia Networks

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Introduction to the Theory of Probabilistic Functions and Percentiles (Value-at-Risk)

Nonconvex Optimization and Its Applications - Probabilistic Constrained Optimization ◽

10.1007/978-1-4757-3150-7_1 ◽

2000 ◽

pp. 1-25 ◽

Cited By ~ 8

Author(s):

S. Uryasev

Keyword(s):

At Risk ◽

Value At Risk

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Robust Monte Carlo Simulation for Approximate Covariance Matrices and VaR Analyses

Nonconvex Optimization and Its Applications - Probabilistic Constrained Optimization ◽

10.1007/978-1-4757-3150-7_8 ◽

2000 ◽

pp. 160-172 ◽

Cited By ~ 1

Author(s):

Alexander Kreinin ◽

Alexander Levin

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Covariance Matrices

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On Optimization of Unreliable Material Flow Systems

Nonconvex Optimization and Its Applications - Probabilistic Constrained Optimization ◽

10.1007/978-1-4757-3150-7_3 ◽

2000 ◽

pp. 45-66

Author(s):

Yu. Ermoliev ◽

S. Uryasev ◽

J. Wessels

Keyword(s):

Material Flow ◽

Flow Systems

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Solution of a Product Substitution Problem Using Stochastic Programming

Nonconvex Optimization and Its Applications - Probabilistic Constrained Optimization ◽

10.1007/978-1-4757-3150-7_14 ◽

2000 ◽

pp. 252-271 ◽

Cited By ~ 7

Author(s):

Michael R. Murr ◽

András Prékopa

Keyword(s):

Stochastic Programming ◽

Product Substitution

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Stochastic Optimization in Asset & Liability Management: A Model for Non-Maturing Accounts

Nonconvex Optimization and Its Applications - Probabilistic Constrained Optimization ◽

10.1007/978-1-4757-3150-7_4 ◽

2000 ◽

pp. 67-101 ◽

Cited By ~ 1

Author(s):

Karl Frauendorfer ◽

Michael Schürle

Keyword(s):

Stochastic Optimization ◽

Asset Liability Management ◽

Liability Management

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On Maximum Reliability Problem in Parallel-Series Systems with Two Failure Modes

Nonconvex Optimization and Its Applications - Probabilistic Constrained Optimization ◽

10.1007/978-1-4757-3150-7_7 ◽

2000 ◽

pp. 148-159

Author(s):

Vladimir Kirilyuk

Keyword(s):

Failure Modes ◽

Reliability Problem ◽

Series Systems ◽

Maximum Reliability ◽

Parallel Series

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Optimization in the Space of Distribution Functions and Applications in the Bayes Analysis

Nonconvex Optimization and Its Applications - Probabilistic Constrained Optimization ◽

10.1007/978-1-4757-3150-7_5 ◽

2000 ◽

pp. 102-131 ◽

Cited By ~ 3

Author(s):

Alexandr N. Golodnikov ◽

Pavel S. Knopov ◽

Panos M. Pardalos ◽

Stanislav P. Uryasev

Keyword(s):

Distribution Functions ◽

Bayes Analysis

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Nonconvex Optimization and Its Applications - Probabilistic Constrained OptimizationLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer US

Sensitivity Analysis of Worst-Case Distribution for Probability Optimization Problems

Statistical Inference of Stochastic Optimization Problems

Management of Quality of Service through Chance-constraints in Multimedia Networks

Introduction to the Theory of Probabilistic Functions and Percentiles (Value-at-Risk)

Robust Monte Carlo Simulation for Approximate Covariance Matrices and VaR Analyses

On Optimization of Unreliable Material Flow Systems

Solution of a Product Substitution Problem Using Stochastic Programming

Stochastic Optimization in Asset & Liability Management: A Model for Non-Maturing Accounts

On Maximum Reliability Problem in Parallel-Series Systems with Two Failure Modes

Optimization in the Space of Distribution Functions and Applications in the Bayes Analysis

Nonconvex Optimization and Its Applications - Probabilistic Constrained Optimization
Latest Publications