Dynamic Stochastic Optimization

I. Dynamic Decision Problems under Uncertainty: Modeling Aspects -- Reflections on Output Analysis for Multistage Stochastic Linear Programs -- Modeling Support for Multistage Recourse Problems -- Optimal Solutions for Undiscounted Variance Penalized Markov Decision Chains -- Approximation and Optimization for Stochastic Networks -- II. Dynamic Stochastic Optimization in Finance -- Optimal Stopping Problem and Investment Models -- Estimating LIBOR/Swaps Spot-Volatilities: the EpiVolatility Model -- Structured Products for Pension Funds -- III. Optimal Control Under Stochastic Uncertainty -- Real-time Robust Optimal Trajectory Planning of Industrial Robots -- Adaptive Optimal Stochastic Trajectory Planning and Control (AOSTPC) for Robots -- IV. Tools for Dynamic Stochastic Optimization -- Solving Stochastic Programming Problems by Successive Regression Approximations — Numerical Results -- Stochastic Optimization of Risk Functions via Parametric Smoothing -- Optimization under Uncertainty using Momentum -- Perturbation Analysis of Chance-constrained Programs under Variation of all Constraint Data -- The Value of Perfect Information as a Risk Measure -- New Bounds and Approximations for the Probability Distribution of the Length of the Critical Path -- Simplification of Recourse Models by Modification of Recourse Data.