Geodesic

Volume 46 (2010) no. 3

Sommaire

Special Issue: Editorial
p. 361
Local stability and differentiability of the Mean–Conditional Value at Risk model defined on the mixed–integer loss functions
p. 362-373
Stochastic geometric programming with an application
p. 374-386
Monotone interval eigenproblem in max–min algebra
p. 387-396
Eigenspace of a circulant max–min matrix
p. 397-404
Solving systems of two–sided (max, min)–linear equations
p. 405-414
The single (and multi) item profit maximizing capacitated lot–size (PCLSP) problem with fixed prices and no set–up
p. 415-422
A note on the relation between strong and M-stationarity for a class of mathematical programs with equilibrium constraints
p. 423-434
Interval valued bimatrix games
p. 435-446
A probability density function estimation using F-transform
p. 447-458
Empirical estimates in stochastic optimization via distribution tails
p. 459-471
On second–order Taylor expansion of critical values
p. 472-487
Measuring of second–order stochastic dominance portfolio efficiency
p. 488-500
Maximal solutions of two–sided linear systems in max–min algebra
p. 501-512
Approximative solutions of stochastic optimization problems
p. 513-523
On the central paths and Cauchy trajectories in semidefinite programming
p. 524-535
A stochastic programming approach to managing liquid asset portfolios
p. 536-547
On hyperplanes and semispaces in max–min convex geometry
p. 548-557
Identification of optimal policies in Markov decision processes
p. 558-570
Optimum beam design via stochastic programming
p. 571-582