Recent Results in Stochastic Programming

Inhaltsverzeichnis

• 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.