Book of Donmon Teith

This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at t

Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand,

The goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization p

This book may be regarded as consisting of two parts. In Chapters I-IV we pre sent what we regard as essential topics in an introduction to deterministic optima

This book examines optimization problems that in practice involve random model parameters. It details the computation of robust optimal solutions, i.e., optimal