Stochastic Programming 84, Part I

Inhaltsverzeichnis

• Evaluation of a special multivariate gamma distribution function.
• Multidimensional numerical integration using pseudorandom numbers.
• A tight upper bound for the expectation of a convex function of a multivariate random variable.
• Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse.
• A first order approach to a class of multi-time-period stochastic programming problems.
• An approximation scheme for stochastic dynamic optimization problems.
• Stability in stochastic programming with recourse. Contaminated distributions.
• Lipschitz continuity of objective functions in stochastic programs with fixed recourse and its applications.
• Robustness against dependence in PERT: An application of duality and distributions with known marginals.
• An alternating method for stochastic linear programming with simple recourse.