Gaivoronski Alexei A.

Alexei A. Gaivoronski

Information about the author Alexei A. Gaivoronski will soon be added to the site.
Found 7 papers in total
Extending the stochastic programming framework for the modeling of several decision makers: pricing and competition in the telecommunication sector
Extending the stochastic programming framework for the modeling of several decision makers: pricing and competition in the telecommunication sector
2006
We consider the case when part of the uncertainty faced by a decision maker is derived...
Optimal portfolio selection and dynamic benchmark tracking
Optimal portfolio selection and dynamic benchmark tracking
2005
This paper analyzes different approaches to portfolio selection when the requirement...
Stochastic nonstationary optimization for finding universal portfolios
Stochastic nonstationary optimization for finding universal portfolios
2000
We apply ideas from stochastic optimization for defining universal portfolios....
An asset liability management model for casualty insurers: Complexity reduction vs. parameterized decision rules
An asset liability management model for casualty insurers: Complexity reduction vs. parameterized decision rules
2000
In this paper we study possibilities for complexity reductions in large scale...
Guaranteed approximation of Markov chains with applications to multiplexer engineering in ATM networks
Guaranteed approximation of Markov chains with applications to multiplexer engineering in ATM networks
1994
Discrete Markov chains are applied widely for analysis and design of high speed ATM...
Stochastic quasigradient methods for optimization of discrete event systems
Stochastic quasigradient methods for optimization of discrete event systems
1993
In this paper, stochastic programming techniques are adapted and further developed for...
A numerical method for solving stochastic programming problems with moment constraints on a distribution function
A numerical method for solving stochastic programming problems with moment constraints on a distribution function
1991
The stochastic programming problem is considered in the case of a distribution...
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