Issue contents

Volume 43 (2007)
Volume 44 (2008)
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 Volume 45 (2009)

Special issue: Stochastic Programming in EURO XXII in Prague

Editorial
133 J. Dupačová and T. Pennanen Special issue: Stochastic Programming in EURO XXII in Prague
Articles
134-150 D. Kuhn, P. Parpas and B. Rustem Bound-based decision rules in multistage stochastic programming
151-170 V. Kaňková Multistage stochastic programs via autoregressive sequences and individual probability constraints
171-184 J. Roy and A. Lenoir Non-parametric approximation of non-anticipativity constraints in scenario-based multistage stochastic programming
185-204 P. Hilli and T. Pennanen Numerical study of discretizations of multistage stochastic programs
205-226 K. Sladký Growth rates and average optimality in risk-sensitive Markov decision chains
227-242 J. Dupačová Risk objectives in two-stage stochastic programming models
243-258 M. Kopa and P. Chovanec A second-order stochastic dominance portfolio efficiency measure
259-276 P. Lachout Stability of stochastic optimization problems - nonmeasurable case
277-296 F. Maggioni, M. Vespucci, E. Allevi, M. Bertocchi and M. Innorta A two-stage stochastic optimization model for a gas sale retailer