Dance, Christopher; Gaivoronski, Alexei A. Stochastic optimization for real time service capacity allocation under random service demand. (English) Zbl 1254.90136 Ann. Oper. Res. 193, 221-253 (2012). MSC: 90C15 90B22 PDFBibTeX XMLCite \textit{C. Dance} and \textit{A. A. Gaivoronski}, Ann. Oper. Res. 193, 221--253 (2012; Zbl 1254.90136) Full Text: DOI
Audestad, Jan-Arild; Gaivoronski, Alexei A.; Werner, Adrian Extending the stochastic programming framework for the modeling of several decision makers: pricing and competition in the telecommunication sector. (English) Zbl 1101.90035 Ann. Oper. Res. 142, 19-39 (2006). MSC: 90B50 90C15 90B90 91A40 PDFBibTeX XMLCite \textit{J.-A. Audestad} et al., Ann. Oper. Res. 142, 19--39 (2006; Zbl 1101.90035) Full Text: DOI
Gaivoronski, Alexei A.; Stella, Fabio Stochastic nonstationary optimization for finding universal portfolios. (English) Zbl 1017.90071 Ann. Oper. Res. 100, 165-188 (2000). MSC: 90C15 91B28 PDFBibTeX XMLCite \textit{A. A. Gaivoronski} and \textit{F. Stella}, Ann. Oper. Res. 100, 165--188 (2000; Zbl 1017.90071) Full Text: DOI
Gaivoronski, Alexei A.; de Lange, Petter E. An asset liability management model for casualty insurers: Complexity reduction vs. parameterized decision rules. (English) Zbl 0990.90082 Ann. Oper. Res. 99, 227-250 (2000). MSC: 90C15 91B30 90C06 PDFBibTeX XMLCite \textit{A. A. Gaivoronski} and \textit{P. E. de Lange}, Ann. Oper. Res. 99, 227--250 (2000; Zbl 0990.90082) Full Text: DOI
Gaivoronski, A.; Stella, F. Stochastic optimization with structured distributions: The case of Bayesian nets. (English) Zbl 0908.90201 Ann. Oper. Res. 81, 189-211 (1998). MSC: 90C15 65C99 PDFBibTeX XMLCite \textit{A. Gaivoronski} and \textit{F. Stella}, Ann. Oper. Res. 81, 189--211 (1998; Zbl 0908.90201) Full Text: DOI
Gaivoronski, A. A.; Messina, E.; Sciomachen, A. A statistical generalized programming algorithm for stochastic optimization problems. (English) Zbl 0836.90123 Ann. Oper. Res. 58, 297-321 (1995). MSC: 90C15 PDFBibTeX XMLCite \textit{A. A. Gaivoronski} et al., Ann. Oper. Res. 58, 297--321 (1995; Zbl 0836.90123) Full Text: DOI
Gaivoronski, A.; Messina, E.; Sciomachen, A. A stochastic optimization approach for robot scheduling. (English) Zbl 0831.90061 Ann. Oper. Res. 56, 109-133 (1995). MSC: 90B30 90B35 90C15 90B15 90C90 PDFBibTeX XMLCite \textit{A. Gaivoronski} et al., Ann. Oper. Res. 56, 109--133 (1995; Zbl 0831.90061) Full Text: DOI
Bonatti, Mario; Gaivoronski, Alexei A. Guaranteed approximation of Markov chains with applications to multiplexer engineering in ATM networks. (English) Zbl 0798.90045 Ann. Oper. Res. 49, 111-136 (1994). MSC: 90B18 60J10 PDFBibTeX XMLCite \textit{M. Bonatti} and \textit{A. A. Gaivoronski}, Ann. Oper. Res. 49, 111--136 (1994; Zbl 0798.90045) Full Text: DOI
Ermoliev, Yury M.; Gaivoronski, Alexei A. Stochastic quasigradient methods for optimization of discrete event systems. (English) Zbl 0765.90069 Ann. Oper. Res. 39, 1-39 (1992). Reviewer: K.Marti (Neubiberg) MSC: 90C15 90-08 PDFBibTeX XMLCite \textit{Y. M. Ermoliev} and \textit{A. A. Gaivoronski}, Ann. Oper. Res. 39, 1--39 (1992; Zbl 0765.90069) Full Text: DOI
Gajvoronskij, Aleksej A. A numerical method for solving stochastic programming problems with moment constraints on a distribution function. (English) Zbl 0742.90062 Ann. Oper. Res. 31, 347-369 (1991). Reviewer: J.Dupačová (Praha) MSC: 90C15 90-08 65K05 62L20 PDFBibTeX XMLCite \textit{A. A. Gajvoronskij}, Ann. Oper. Res. 31, 347--369 (1991; Zbl 0742.90062) Full Text: DOI