| Special Issue on Stochastic Programming and Its Applications |
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| Words from the guest editors: Xiaojun Chen, Zhiping Chen and Gui-Hua Lin |
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G. Consigli, G. Iaquinta, V. Moriggia and M. di Tria
Optimal management of life insurance household portfolios in the long run |
Youpan Han and Zhiping Chen
Quantitative stability of full random two-stage multi-objective stochastic programs |
Konstantin Kalinchenko, Alexander Veremyev, Vladimir Boginski, David E. Jeffcoat and Stan Uryasev
Robust connectivity issues in dynamic sensor networks for area surveillance under uncertainty |
Chen Ling, Liqun Qi, Guanglu Zhou and Louis Caccetta
Properties of expected residual functions arising from stochastic complementarity problems |
Meiju Luo and Guihua Lin
Stochastic variational inequality problems with additional constraints and their applications in supply chain network equilibria |
Ying Ma, Leonard MacLeanz, Kuan Xu and Yonggan Zhao
A portfolio optimization model with regime-switching risk factors for sector exchange traded funds |
Dali Zhang and Sujin Kim
A two-stage linear supply function equilibrium model for electricity markets with forward contracts |
Yanfang Zhang
Numerical investigation of deterministic formulations for stochastic complementarity problems |
| Regular Papers |
Jin-bao Jian, Yue-hua Chen and Chuan-hao Guo
A strongly convergent method of quasi-strongly sub-feasible directions for
constrained optimization |
H.L. Luo and X.X. Huang and J.W. Peng
Generalized well-posedness of vector optimization problems |
Tomohiko Mizutani and Makoto Yamashita
Constructing polyhedral homotopies on grid-of-clusters |
Gaohang Yu
Nonmonotone spectral gradient-type methods for large-scale unconstrained optimization and nonlinear systems of equations |
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| Pub. 27 May |
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