Stochastic Programming 84, Part II

Bibliographic Details
Other Authors: Prékopa, A. (Editor), Wets, Roger J.-B. (Editor)
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 1986, 1986
Edition:1st ed. 1986
Series:Mathematical Programming Studies
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • Algorithms for stochastic programs: The case of nonstochastic tenders
  • Decomposing the requirement space of a transporation problem into polyhedral cones
  • Multistage stochastic programs with block-separable recourse
  • A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming
  • A dual method for probabilistic constrained problems
  • A method of aggregate stochastic subgradients with on-line stepsize rules for convex stochastic programming problems
  • Computation of descent directions and efficient points in stochastic optimization problems without using derivatives
  • Linearization methods for optimization of functionals which depend on probability measures