Lecture Notes in Economics and Mathematical Systems

Stochastic Optimization

Numerical Methods and Technical Applications

Editors: Marti, Kurt (Ed.)

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Table of contents (9 chapters)

Table of contents (9 chapters)
  • Finite Convergence in Stochastic Programming

    Pages 1-14

    Flåm, Sjur D.

  • Lattice Rules for Multiple Integration

    Pages 15-26

    Niederreiter, Harald

  • Limit theorems on the Robbins-Monro process for different variance behaviors of the stochastic gradient

    Pages 27-80

    Plöchinger, Ernst

  • Continuity and Stability in Two-Stage Stochastic Integer Programming

    Pages 81-92

    Schultz, Rüdiger

  • Three Approaches for Solving the Stochastic Multiobjective Programming Problem

    Pages 93-109

    Baba, Norio (et al.)

Buy this book

eBook $99.00
price for USA in USD
  • ISBN 978-3-642-88267-8
  • Digitally watermarked, DRM-free
  • Included format:
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $129.00
price for USA in USD
  • ISBN 978-3-540-55225-3
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
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Bibliographic Information

Bibliographic Information
Book Title
Stochastic Optimization
Book Subtitle
Numerical Methods and Technical Applications
Editors
  • Kurt Marti
Series Title
Lecture Notes in Economics and Mathematical Systems
Series Volume
379
Copyright
1992
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-88267-8
DOI
10.1007/978-3-642-88267-8
Softcover ISBN
978-3-540-55225-3
Series ISSN
0075-8442
Edition Number
1
Number of Pages
VIII, 182
Topics