Stochastic Programming The State of the Art In Honor of George B. Dantzig
From the Preface… The preparation of this book started in 2004, when George B. Dantzig and I, following a long-standing invitation by Fred Hillier to contribute a volume to his International Series in Operations Research and Management Science, decided finally to go ahead with editing a volume on st...
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| Format: | eBook |
| Language: | English |
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New York, NY
Springer New York
2011, 2011
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| Edition: | 1st ed. 2011 |
| Series: | International Series in Operations Research & Management Science
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Linear Programming Under Uncertainty
- A Probabilistic Lower Bound for Two-Stage Stochastic Programs
- Simulation-Based Optimality Tests for Stochastic Programs
- Stochastic Decomposition and Extensions
- Barycentric Bounds in Stochastic Programming: Theory and Application
- Stochastic Programming Apporximations Using Limited Moment Information, with Application to Asset Allocation
- Stability and Scenario Trees for Multistage Stochastic Programs
- Risk Aversion in Two-Stage Stochastic Integer Programming
- Risk-Averse Portfolio Optimization via Stochastic Dominance Constraints
- Single Period Mean-Variance Analysis in a Changing World
- Mean-Absolute Deviation Model
- Multi-Stage Financial Planning Models: Integrating Stochastic Programs and Policy Simulators
- Growth-Security Models and Stochastic Dominance
- Production Planning Under Supply and Demand Uncertainty: A Stochastic Programming Approach
- Global Climate Decisions under Uncertainty
- Control of Diffusions via Linear Programming