| Nr. 25 | Dentcheva, Darinka; Lai, Bogumila; Ruszczynski, Andrzej:
Efficient point methods for probabilistic optimization problems | | |
| Nr. 24 | Dentcheva, Darinka; Ruszczynski, Andrzej:
Portfolio optimization with stochastic dominance constraints | | |
| Nr. 23 | Kallio, Markku; Ziemba, William T.:
Arbitrage pricing simplified | |  |
| Nr. 22 | Zhao, Yonggan; Ziemba, William T.:
On Leland's option hedging strategy with transaction costs | | |
| Nr. 21 | Zhao, Yonggan; Ziemba, William T.:
Intertemporal mean-variance efficiency with a Markovian state price density | | |
| Nr. 20 | Douglass, Julian; Wu, Owen; Ziemba, William T.:
Stock ownership decisions in DC pension plans | | |
| Nr. 19 | Rodriguez-Mancilla, J.R.; Ziemba, William T.:
The duality of option investment strategies for hedge funds | | |
| Nr. 18 | Barty, Kengy; Carpentier, P.; Chancelier, J.-P.; Cohen, G.; de Lara, M.; Guilbaud, T.:
Dual effect free stochastic controls | | |
| Nr. 17 | Bagh, Adib; Casey, Michael:
An Ergodic Theorem for Random Lagrangians with an Application to Stochastic Programming | | |
| Nr. 16 | Pennanen, Teemu; Koivu, Matti:
Epi-convergent discretizations of stochastic programs via integration quadratures | | |
| Nr. 15 | Santoso, Tjendera; Ahmed, Shabbir; Goetschalckx, Marc; Shapiro, Alexander:
A stochastic programming approach for supply chain network design under uncertainty | | |
| Nr. 14 | Kaut, Michal; Wallace, Stein W.:
Evaluation of scenario-generation methods for stochastic programming | | |
| Nr. 13 | van der Vlerk, Maarten H.; Klein Haneveld, Willem K.; Streutker, Matthijs H.:
Integrated chance constraints in an ALM model for pension funds | | |
| Nr. 12 | Stougie, Leen; van der Vlerk, Maarten H.:
Approximation in stochastic integer programming | | |
| Nr. 11 | van der Vlerk, Maarten H.:
Simplification of recourse models by modification of recourse data | | |
| Nr. 10 | Dye, Shane:
Subtree decomposition for multistage stochastic programs | | |
| Nr. 9 | Hilli, Petri; Koivu, Matti; Pennanen, Teemu; Ranne, Antero:
A stochastic programming model for asset liability management of a Finnish pension company | | |
| Nr. 8 | Dentcheva, Darinka; Ruszczynski, Andrzej:
Optimization with stochastic dominance constraints | | |
| Nr. 7 | Dentcheva, Darinka; Ruszczynski, Andrzej:
Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints | | |
| Nr. 6 | Salinger, David H.; Rockafellar, R. Tyrrell:
Dynamic splitting | | |
| Nr. 5 | King, Alan J.; Koivu, Matti; Pennanen, Teemu:
Calibrated option bounds | | |
| Nr. 4 | Henrion, René; Römisch, Werner:
Hölder and Lipschitz Stability of Solution Sets in Programs with Probabilistic Constraints | | |
| Nr. 3 | Henrion, René:
Perturbation ananlysis of chance-constrained programs under variation of all constraint data | | |
| Nr. 2 | Sen, Suvrajeet; Yu, Lihua; Genc, Talat:
A stochastic programming approach to power portfolio optimization | | |
| Nr. 1 | Morton, David P.; Salmerón, Javier; Wood, R. Kevin:
A stochastic program for optimizing military sealift subject to attack | | |
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