MS31 Probabilistic Constrained Optimization

MS31
Probabilistic Constrained Optimization - Part II of II

9:00 AM-11:00 AM
Room: Atlanta 5

For description, see MS18.

Organizer: Stanislav Uryasev
University of Florida

9:00-9:25 A New Probabilistic Set-Wise Calculus and its Application in Probabilistic Constrained Optimization: Georg Ch. Pflug, University of Vienna, Austria
9:30-9:55 Nonparametric Estimates for Chance-Constrained Stochastic Programs

Nicole Growe-Kuskar, Humboldt-University Berlin, Germany
10:00-10:25 On Minimizing the Mean Damage for Parallel-Series Systems with Two Failure Modes: Vladimir S. Kirilyuk, Glushkov Institute of Cybernetics of the Ukrainian Academy of Sciences, Kiev, Ukraine
10:30-10:55 Value-at-Risk Minimization for Decision Rules: Riho Lepp, Institute of Cybernetics, Tallinn, Estonia

MMD, 3/15/99