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Stochastic Programming 84 Part I

Stochastic Programming 84 Part I
Catalogue Information
Field name Details
Dewey Class 519.6
Title Stochastic Programming 84 Part I ([EBook] /) / edited by Andras Prékopa, Roger J.- B. Wets.
Added Personal Name Prékopa, András editor.
Wets, Roger J.- B. editor.
Other name(s) SpringerLink (Online service)
Publication Berlin, Heidelberg : : Springer Berlin Heidelberg, , 1986.
Physical Details 190 p. : online resource.
Series Mathematical Programming Studies 0303-3929 ; ; 27
ISBN 9783642009259
Contents note Evaluation of a special multivariate gamma distribution function -- Multidimensional numerical integration using pseudorandom numbers -- A tight upper bound for the expectation of a convex function of a multivariate random variable -- Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse -- A first order approach to a class of multi-time-period stochastic programming problems -- An approximation scheme for stochastic dynamic optimization problems -- Stability in stochastic programming with recourse. Contaminated distributions -- Lipschitz continuity of objective functions in stochastic programs with fixed recourse and its applications -- Robustness against dependence in PERT: An application of duality and distributions with known marginals -- An alternating method for stochastic linear programming with simple recourse.
System details note Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site http://dx.doi.org/10.1007/BFb0121110
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