Stanislav Uryasev Books
Stochastic Optimization Algorithms and Applications
Stochastic programming is the study of procedures for decision making under the presence of uncertainties and risks. Stochastic programming approaches have been successfully used in a number of are...
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Probabilistic Constrained Optimization
Probabilistic and percentile/quantile functions play an important role in several applications, such as finance (Value-at-Risk), nuclear safety, and the environment. Recently, significant advances...
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Stochastic Optimization: Algorithms and Applications
Stochastic programming is the study of procedures for decision making under the presence of uncertainties and risks. Stochastic programming approaches have been successfully used in a number of are...
Read More