E-Book, Englisch, Band 179, 237 Seiten, eBook
Kall / Pr;&AAe;kopa Recent Results in Stochastic Programming
Erscheinungsjahr 2013
ISBN: 978-3-642-51572-9
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
Proceedings, Oberwolfach, January 28 – February 3, 1979
E-Book, Englisch, Band 179, 237 Seiten, eBook
Reihe: Lecture Notes in Economics and Mathematical Systems
ISBN: 978-3-642-51572-9
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
Zielgruppe
Research
Autoren/Hrsg.
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.
