Recent Results in Stochastic Programming

Language: English

Published by Springer, J.B. Metzler Jul 1980, 1980

354010013X / 9783540100133

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This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 248 pp. Englisch.

Seller Inventory # 9783540100133

Title
Recent Results in Stochastic Programming
Author
P. Kall
Publisher
Springer, J.B. Metzler Jul 1980
Publication year
1980
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
354010013X
ISBN 13
9783540100133
Item weight
614 grams
Dimensions
279x210x14 mm

buchversandmimpf2000

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