Buch, Englisch, Band 179, 237 Seiten, Format (B × H): 210 mm x 279 mm, Gewicht: 614 g
Proceedings, Oberwolfach, January 28 - February 3, 1979
Buch, Englisch, Band 179, 237 Seiten, Format (B × H): 210 mm x 279 mm, Gewicht: 614 g
Reihe: Lecture Notes in Economics and Mathematical Systems
ISBN: 978-3-540-10013-3
Verlag: Springer Berlin Heidelberg
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Weitere Infos & Material
I. Theoretical Results.- Stochastic-Parametric Linear Programs II.- A Necessary Condition for Continuity in Parametric Linear Programming.- On Parametric Linear Optimization IV. Differentiable Parameter Functions.- Conditions for Optimality in Multi-Stage Stochastic Programming Problems.- A Note on Sequential Minimax Rules for Stochastic Linear Programs.- A Dual of a Dynamic Inventory Control Model: The Deterministic and Stochastic Case.- Convexity and Optimization in Certain Problems in Statistics.- II. Applications and Methods.- Computation of Multiple Normal Probabilities.- Water Resources System Modelling Using Stochastic Programming with Recourse.- Solving Complete Fixed Recourse Problems by Successive Discretization — Extended Abstract —.- An Extended Frank-Wolfe Algorithm with Application to Portfolio Selection Problems.- Duality in Stochastic Programming Applied to the Design and Operation of Reservoirs.- Chance Constrained Inventory Model for an Asphalt Mixing Problem.- Solving Stochastic Linear Programs by Semi-Stochastic Approximation Algorithms.- Network Planning Using Two-Stage Programming under Uncertainty.
