Optimization

Pricing American contingent claims by stochastic linear programming
pp. 627-640(14)
Authors: Camcι, Ahmet; C. Pιnar, Mustafa

Robustness properties of mean-variance portfolios
pp. 641-663(23)
Authors: Schottle, Katrin; Werner, Ralf

Discrete control and algorithms for solving antagonistic dynamic games on networks
pp. 665-683(19)
Authors: Lozovanu, Dmitrii; Pickl, Stefan

On the stratification of a class of specially structured matrices
pp. 685-712(28)
Authors: Jonker, Peter; Still, Georg; Twilt, Frank

A reduction method for semi-infinite programming by means of a global stochastic approach
pp. 713-726(14)
Authors: Pereira, Ana; Fernandes, Edite