Del 76 - Lecture Notes in Control and Information Sciences

Stochastic Programming

Häftad, Engelska, 1985

Av Francesco Archetti, G. Di Pillo, M. Lucertini

709 kr

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Produktinformation

Utgivningsdatum1985-12-01
Mått170 x 244 x 17 mm
Vikt515 g
FormatHäftad
SpråkEngelska
SerieLecture Notes in Control and Information Sciences
Antal sidor287
FörlagSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN9783540160441

Tillhör följande kategorier

Minimal time detection of parameter change in a counting process.- Simulation for passage times in non-Markovian networks of queues.- Simulation uses of the exponential distribution.- A probabilistic analysis of Monte Carlo algorithms for a class of counting problems.- An algorithm for solving linear random differential and integral equations.- Growth versus security in a risky investment model.- Queue predictors for stochastic traffic flows control.- Iterative approximations for networks of queues.- Convergence theories of distributed iterative processes: A survey.- Stochastic integer programming: The distribution problem.- The duality between expected utility and penalty in stochastic linear programming.- A feasible solution to dynamic team problems with a common past and application to decentralized dynamic routing.- Stochastic construction of (q,M) problems.- Asymptotically stable solutions to stochastic optimization problems.- On integrated chance constraints.- Algorithms based upon generalized linear programming for stochastic programs with recourse.- On the use of nested decomposition for solving nonlinear multistage stochastic programs.- Contributions to the methodology of stochastic optimization.- A method of feasible directions for solving nonsmooth stochastic programming problems.- A probabilistic analysis of the set packing problem.

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