Recent Results in Stochastic Programming

Proceedings, Oberwolfach, January 28 - February 3, 1979

248 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

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.

• Reihe: Lecture Notes in Economics and Mathematical Systems
• Themen: Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management Betriebswirtschaft und Management Management und Managementtechniken Entscheidungstheorie
• ISBN: 9783540100133
• Sprache: Englisch
• Erscheinungsdatum: 01.07.1980
• Größe: 279 x 210 mm
• Verlag: Springer
• Herausgegeben von: P. Kall, Pr, AAe, A. Kopa