Book
© 1986

Stochastic Programming 84, Part II

Editors:

Andras Prékopa,
Roger J.- B. Wets

Andras Prékopa

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Roger J.- B. Wets

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Part of the book series: Mathematical Programming Studies (MATHPROGRAMM, volume 28)

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Table of contents
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Table of contents (8 chapters)

Front Matter

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Algorithms for stochastic programs: The case of nonstochastic tenders
- J. L. Nazareth, R. J.-B. Wets
Pages 1-28
Decomposing the requirement space of a transporation problem into polyhedral cones
- Stein W. Wallace
Pages 29-47
Multistage stochastic programs with block-separable recourse
- François V. Louveaux
Pages 48-62
A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming
- R. T. Rockafellar, R. J.-B. Wets
Pages 63-93
A dual method for probabilistic constrained problems
- é. Komáromi
Pages 94-112
A method of aggregate stochastic subgradients with on-line stepsize rules for convex stochastic programming problems
- Andrzej Ruszczyński, Wojciech Syski
Pages 113-131
Computation of descent directions and efficient points in stochastic optimization problems without using derivatives
- K. Marti, E. Fuchs
Pages 132-156
Linearization methods for optimization of functionals which depend on probability measures
- A. Gaivoronski
Pages 157-181

Keywords

Bibliographic Information

Book Title: Stochastic Programming 84, Part II
Editors: Andras Prékopa, Roger J.- B. Wets
Series Title: Mathematical Programming Studies
DOI: https://doi.org/10.1007/BFb0121122
Publisher: Springer Berlin, Heidelberg
eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 1986
eBook ISBN: 978-3-642-00927-3Published: 07 March 2009
Series ISSN: 0303-3929
Series E-ISSN: 2364-8201
Edition Number: 1
Number of Pages: 182
Topics: Optimization, Mathematics of Computing

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