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Recent Results in Stochastic Programming

Proceedings, Oberwolfach, January 28 – February 3, 1979

  • Conference proceedings
  • © 1980

Overview

Editors:
  1. Peter Kall

    1. Institut für Operations Research und mathematische Methoden der Wirtschaftswissenschaften, Universität Zürich, Zürich, Schweiz

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  2. András Prékopa

    1. Computer and Automation Institute, Hungarian Academy of Sciences, Budapest, Hungary

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    You can also search for this editor in PubMed   Google Scholar

Part of the book series: Lecture Notes in Economics and Mathematical Systems (LNE, volume 179)

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Table of contents (15 papers)

  1. Front Matter

    Pages I-IX
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  3. Applications and Methods

    1. Front Matter

      Pages 105-105
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    2. Computation of Multiple Normal Probabilities

      • I. Deak
      Pages 107-120

    3. Water Resources System Modelling Using Stochastic Programming with Recourse

      • Jitka Dupačová
      Pages 121-133

    4. Solving Complete Fixed Recourse Problems by Successive Discretization

      • P. Kall
      Pages 135-138

    5. An Extended Frank-Wolfe Algorithm with Application to Portfolio Selection Problems

      • J. G. Kallberg, W. T. Ziemba
      Pages 139-162

    6. Duality in Stochastic Programming Applied to the Design and Operation of Reservoirs

      • H. F. Karreman
      Pages 163-178

    7. Chance Constrained Inventory Model for an Asphalt Mixing Problem

      • P. Kelle
      Pages 179-189

    8. Solving Stochastic Linear Programs by Semi-Stochastic Approximation Algorithms

      • Kurt Marti
      Pages 191-213

    9. Network Planning Using Two-Stage Programming under Uncertainty

      • András Prékopa
      Pages 215-237
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Keywords

Editors and Affiliations

  • Institut für Operations Research und mathematische Methoden der Wirtschaftswissenschaften, Universität Zürich, Zürich, Schweiz

    Peter Kall

  • Computer and Automation Institute, Hungarian Academy of Sciences, Budapest, Hungary

    András Prékopa

Bibliographic Information

  • Book Title: Recent Results in Stochastic Programming

  • Book Subtitle: Proceedings, Oberwolfach, January 28 – February 3, 1979

  • Editors: Peter Kall, András Prékopa

  • Series Title: Lecture Notes in Economics and Mathematical Systems

  • DOI: https://doi.org/10.1007/978-3-642-51572-9

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1980

  • Softcover ISBN: 978-3-540-10013-3Published: 01 July 1980

  • eBook ISBN: 978-3-642-51572-9Published: 09 March 2013

  • Series ISSN: 0075-8442

  • Series E-ISSN: 2196-9957

  • Edition Number: 1

  • Number of Pages: IX, 237

  • Topics: Operations Research/Decision Theory

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