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This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the uncertainty problems. The applications, which were presented at the 12th International Conference on Stochastic Programming held in Halifax, Nova Scotia in August 2010, span the rich field of uses of these models. The finance papers discuss such diverse problems as longevity risk management of individual investors, personal financial planning, intertemporal surplus management, asset management with ben

Mathematical optimization --- Stochastic processes --- Stochastic programming --- Decision making --- Uncertainty --- Industrial applications --- Econometric models --- Mathematical optimization. --- Stochastic programming. --- Decision making. --- Uncertainty. --- Reasoning --- Deciding --- Decision (Psychology) --- Decision analysis --- Decision processes --- Making decisions --- Management --- Management decisions --- Choice (Psychology) --- Problem solving --- Random processes --- Probabilities --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematical analysis --- Maxima and minima --- Operations research --- Simulation methods --- System analysis --- Linear programming --- Industrial applications. --- Econometric models. --- E-books --- Mathematical optimization - Industrial applications --- Stochastic processes - Econometric models