Stochastic Programming Submissions  2004
February 2004
Optimization of Convex Risk Functions
Andrzej Ruszczynski, Alexander Shapiro
Portfolio Optimization with Stochastic Dominance Constraints
Darinka Dentcheva, Andrzej Ruszczynski
Convexification of Stochastic Ordering
Darinka Dentcheva, Andrzej Ruszczynski
Conditional Risk Mappings
Andrzej Ruszczynski, Alexander Shapiro
April 2004
Meanrisk objectives in stochastic programming
Shabbir Ahmed
June 2004
Solving Multistage Asset Investment Problems by the Sample Average Approximation Method
Jorgen Blomvall, Alexander Shapiro
August 2004
Stochastic Programming with Equilibrium Constraints
Alexander Shapiro
September 2004
A BranchReduceCut Algorithm for the Global Optimization of Probabilistically Constrained Linear Programs
MyunSeok Cheon, Shabbir Ahmed, Faiz AlKhayyal
Worstcase distribution analysis of stochastic programs
Alexander Shapiro
October 2004
On complexity of stochastic programming problems
Alexander Shapiro, Arkadi Nemirovski
November 2004
Scenario Approximations of Chance Constraints
Arkadi Nemirovski, Alexander Shapiro
