Stochastic Programming 84, Part II | ISBN 9783642009273

Stochastic Programming 84, Part II

herausgegeben von A. Prékopa und Roger J.-B. Wets
Mitwirkende
Herausgegeben vonA. Prékopa
Herausgegeben vonRoger J.-B. Wets
Buchcover Stochastic Programming 84, Part II  | EAN 9783642009273 | ISBN 3-642-00927-1 | ISBN 978-3-642-00927-3

Stochastic Programming 84, Part II

herausgegeben von A. Prékopa und Roger J.-B. Wets
Mitwirkende
Herausgegeben vonA. Prékopa
Herausgegeben vonRoger J.-B. Wets

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.