Volume 45 (2009)

  • Volume 44

  • (2008)


Contents of volume 44, no. 2 SPECIAL ISSUE: Stochastic Programming in EURO XXII in Prague
 
Editorial
D. Kuhn, P. Parpas and B. Rustem Bound-Based Decision Rules in Multistage Stochastic Programming
V. Kaňková Multistage Stochastic Programs via Autoregressive Sequences and Individual Probability Constraints
J. Roy and A. Lenoir Non-Parametric Approximation of Non-Anticipativity Constraints in Scenario-Based Multistage Stochastic Programming
P. Hilli and T. Pennanen Numerical Study of Discretizations of Multistage Stochastic Programs
K. Sladký Growth Rates and Average Optimality in Risk-Sensitive Markov Decision Chains
J. Dupačová Risk Objectives in Two-Stage Stochastic Programming Models
M. Kopa and P. Chovanec A Second-Order Stochastic Dominance Portfolio Efficiency Measure
P. Lachout Stability of Stochastic Optimization Problems - Nonmeasurable Case
F. Maggioni, M. T. Vespucci, E. Allevi, M. I. Bertocchi and M. Innorta A Two-Stage Stochastic Optimization Model for a Gas Sale Retailer

Volume 43 (2007)