STOCHASTIC PROGRAMMING

Books
  1. Uryasev, S. (Ed.) Probabilistic Constrained Optimization: Methodology and Applications. Kluwer Academic Publishers, 2000, 307 p. (Preface and contents can be downloaded)
  2. Uryasev, S. and P. M. Pardalos (Eds.) Stochastic Optimization: Algorithms and Applications. Kluwer Academic Publishers, 2001, forthcoming. (Preface and contents can be downloaded)
Referred Articles in Books
  1. Krokhmal, P., Murphey, R., Pardalos, P. and S. Uryasev. Use of Conditional Value-at-Risk in Stochastic Programs with Poorly Defined Distributions, S. Butenko et al (Eds.) Recent Developments in Cooperative Control and Optimization, Kluwer Academic Publishers, 2004, 225-243 (download PDF file ).
  2. Uryasev, S. Introduction to the Theory of Probabilistic Functions and Percentiles (Value-at-Risk). Uryasev, S. (Ed.) Probabilistic Constrained Optimization: Methodology and Applications. Kluwer Academic Publishers, 2000, 1-25 (Relevant Research Report 2000-7. ISE Dept., University of Florida, May 2000 can be downloaded)
  3. Golodnikov, A., Knopov, P., Pardalos, P. and S. Uryasev. Optimization in the Space of Distrigif/bution Functions and Applications in the Bayes Analysis.. Uryasev, S. (Ed.) Probabilistic Constrained Optimization: Methodology and Applications. Kluwer Academic Publishers, 2000, 102-131 (Relevant Research Report 2000-6. ISE Dept., University of Florida, February 2000 can be downloaded)