Stochastic Programming

296 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

Minimal time detection of parameter change in a counting process.- Simulation for passage times in non-Markovian networks of queues.- Simulation uses of the exponential distribution.- A probabilistic analysis of Monte Carlo algorithms for a class of counting problems.- An algorithm for solving linear random differential and integral equations.- Growth versus security in a risky investment model.- Queue predictors for stochastic traffic flows control.- Iterative approximations for networks of queues.- Convergence theories of distributed iterative processes: A survey.- Stochastic integer programming: The distribution problem.- The duality between expected utility and penalty in stochastic linear programming.- A feasible solution to dynamic team problems with a common past and application to decentralized dynamic routing.- Stochastic construction of (q,M) problems.- Asymptotically stable solutions to stochastic optimization problems.- On integrated chance constraints.- Algorithms based upon generalized linear programming for stochastic programs with recourse.- On the use of nested decomposition for solving nonlinear multistage stochastic programs.- Contributions to the methodology of stochastic optimization.- A method of feasible directions for solving nonsmooth stochastic programming problems.- A probabilistic analysis of the set packing problem.

• Reihe: Lecture Notes in Control and Information Sciences
• Themen: Informatik und Informationstechnologie Computerprogrammierung und Softwareentwicklung Software Engineering
• ISBN: 9783540160441
• Sprache: Englisch
• Erscheinungsdatum: 01.12.1985
• Größe: 244 x 170 mm
• Verlag: Springer
• Herausgegeben von: M. Lucertini, Francesco Archetti, G. Di Pillo