Stochastic Programming 84, Part II

Inhaltsverzeichnis

• 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.