Wednesday, May 12

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
Updated9:30-9:55 Nonparametric Estimates for Chance-Constrained Stochastic Programs
Nicole Growe-Kuskar, Humboldt-University Berlin, Germany
Updated10:00-10:25 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

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MMD, 3/15/99