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On nonsmooth and discontinuous problems of stochastic systems optimization

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  • Ermoliev, Yuri M.
  • Norkin, Vladimir I.

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  • Ermoliev, Yuri M. & Norkin, Vladimir I., 1997. "On nonsmooth and discontinuous problems of stochastic systems optimization," European Journal of Operational Research, Elsevier, vol. 101(2), pages 230-244, September.
    • Handle: RePEc:eee:ejores:v:101:y:1997:i:2:p:230-244
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    Citations

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    Cited by:

    1. Y.M. Ermoliev & T.Y. Ermolieva & G.J. MacDonald & V.I. Norkin, 1998. "On the Design of Catastrophic Risk Portfolios," Working Papers ir98056, International Institute for Applied Systems Analysis.
    2. Ermoliev, Y. & Ermolieva, T. & Fischer, G. & Makowski, M. & Nilsson, S. & Obersteiner, M., 2008. "Discounting, catastrophic risks management and vulnerability modeling," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(4), pages 917-924.
    3. Ermolieva, Tatiana, 2005. "Simulation-based optimization of social security systems under uncertainty," European Journal of Operational Research, Elsevier, vol. 166(3), pages 782-793, November.
    4. Y.M. Ermoliev & S.D. Flam, 2000. "Finding Pareto Optimal Insurance Contracts," Working Papers ir00033, International Institute for Applied Systems Analysis.
    5. T.Y. Ermolieva, 1997. "The Design of Optimal Insurance Decisions in the Presence of Catastrophic Risks," Working Papers ir97068, International Institute for Applied Systems Analysis.
    6. Tatiana Ermolieva & Petr Havlík & Yuri Ermoliev & Aline Mosnier & Michael Obersteiner & David Leclère & Nikolay Khabarov & Hugo Valin & Wolf Reuter, 2016. "Integrated Management of Land Use Systems under Systemic Risks and Security Targets: A Stochastic Global Biosphere Management Model," Journal of Agricultural Economics, Wiley Blackwell, vol. 67(3), pages 584-601, September.
    7. Keyzer, Michiel & van Wesenbeeck, Cornelia, 2011. "Optimal coalition formation and surplus distribution: Two sides of one coin," European Journal of Operational Research, Elsevier, vol. 215(3), pages 604-615, December.
    8. Ermoliev, Yuri M. & Ermolieva, Tatiana Y. & MacDonald, Gordon J. & Norkin, Vladimir I. & Amendola, Aniello, 2000. "A system approach to management of catastrophic risks," European Journal of Operational Research, Elsevier, vol. 122(2), pages 452-460, April.
    9. Meskarian, Rudabeh & Xu, Huifu & Fliege, Jörg, 2012. "Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization," European Journal of Operational Research, Elsevier, vol. 216(2), pages 376-385.
    10. T. Ermolieva & T. Filatova & Y. Ermoliev & M. Obersteiner & K. M. de Bruijn & A. Jeuken, 2017. "Flood Catastrophe Model for Designing Optimal Flood Insurance Program: Estimating Location‐Specific Premiums in the Netherlands," Risk Analysis, John Wiley & Sons, vol. 37(1), pages 82-98, January.

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