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Front 2010/3

Special Issue: Mathematical Methods in Economy and Industry 2009 - the joint Czech-German-Slovak conference

Local stability and differentiability of the Mean-Conditional Value at Risk model defined on the mixed-integer loss functions

Stochastic geometric programming with an application

Monotone interval eigenproblem in max-min algebra

Eigenspace of a circulant max-min matrix

Solving Systems of Two-Sided (Max, Min)-Linear Equations

The Single (and Multi) Item profit maximizing capacitated lot-size (PCLSP) problem with fixed prices and no set-up

A Note on the Relation Between Strong and M-Stationarity for a Class of Mathematical Programs with Equilibrium Constraints

Interval valued bimatrix games

A probability density function estimation using F-transform

Empirical Estimates in Stochastic Optimization via Distribution Tails

On second-order Taylor expansion of critical values

Measuring of second-order stochastic dominance portfolio efficiency

Maximal solutions of two-sided linear systems in max-min algebra

Approximative solutions of stochastic optimization problems

On the Central Paths and Cauchy Trajectories in Semidefinite Programming

A stochastic programming approach to managing liquid asset portfolios

On hyperplanes and semispaces in max-min convex geometry

Identification of optimal policies in Markov decision processes

Optimum beam design via stochastic programming

Ing. Igor Vajda, DrSc.

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