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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.