Table of Contents

Output analysis for approximated shastic programs.- Combinatorial Randomized Rounding: Boosting Randomized Rounding with Combinatorial Arguments.- Statutory Regulation of Casualty Insurance Companies: An Example from Norway with Shastic Programming Analysis.- Option pricing in a world with arbitrage.- Monte Carlo Methods for Discrete Shastic Optimization.- Discrete Approximation in Quantile Problem of Portfolio Selection.- Optimizing electricity distribution using two-stage integer recourse models.- A Finite-Dimensional Approach to Infinite-Dimensional Constraints in Shastic Programming Duality.- Non—Linear Risk of Linear Instruments.- Multialgorithms for Parallel Computing: A New Paradigm for Optimization.- Convergence Rate of Incremental Subgradient Algorithms.- Transient Shastic Models for Search Patterns.- Value-at-Risk Based Portfolio Optimization.- Combinatorial Optimization, Cross-Entropy, Ants and Rare Events.- Consistency of Statistical Estimators: the Epigraphical View.- Hierarchical Sparsity in Multistage Convex Shastic Programs.- Conditional Value-at-Risk: Optimization Approach.