International journal published by Institute of Information Theory and Automation

home contents of journal search by author by title by keyword by MSC instructions for authors editorial board distribution contact partners login create account forgotten password

Special issue: Stochastic Programming in EURO XXII in Prague

Bound-based decision rules in multistage stochastic programming

Multistage stochastic programs via autoregressive sequences and individual probability constraints

Non-parametric approximation of non-anticipativity constraints in scenario-based multistage stochastic programming

Numerical study of discretizations of multistage stochastic programs

Growth rates and average optimality in risk-sensitive Markov decision chains

Risk objectives in two-stage stochastic programming models

A second-order stochastic dominance portfolio efficiency measure

Stability of stochastic optimization problems - nonmeasurable case

A two-stage stochastic optimization model for a gas sale retailer