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Stochastic Programming

  • Conference proceedings
  • © 1986

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Editors:
  1. F. Archetti
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  2. G. Pillo
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  3. M. Lucertini
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Part of the book series: Lecture Notes in Control and Information Sciences (LNCIS, volume 76)

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Table of contents (20 papers)

  1. Front Matter

    Download chapter PDF

  2. Minimal time detection of parameter change in a counting process

    • A. V. Balakrishnan
    Pages 1-12

  3. Simulation for passage times in non-Markovian networks of queues

    • Donald L. Iglehart, Gerarld S. Shedler
    Pages 13-40

  4. Simulation uses of the exponential distribution

    • Sheldon M. Ross, Zvi Schechner
    Pages 41-52

  5. A probabilistic analysis of Monte Carlo algorithms for a class of counting problems

    • A. Frigessi, C. Vercellis
    Pages 53-68

  6. An algorithm for solving linear random differential and integral equations

    • Melvin D. Lax
    Pages 69-77

  7. Growth versus security in a risky investment model

    • L.C. MacLean, W.T. Ziemba
    Pages 78-87

  8. Queue predictors for stochastic traffic flows control

    • M. Peruggia, F. Schoen, M. G. Speranza
    Pages 88-94

  9. Iterative approximations for networks of queues

    • Jan van Doremalen, Jaap Wessels
    Pages 95-106

  10. Convergence theories of distributed iterative processes: A survey

    • Dimitri P. Bertsekas, John N. Tsitsiklis, Michael Athans
    Pages 107-139

  11. Stochastic integer programming: The distribution problem

    • A. H. G. Rinnooy Kan
    Pages 140-150

  12. The duality between expected utility and penalty in stochastic linear programming

    • Aharon Ben-Tal, Marc Teboulle
    Pages 151-161

  13. A feasible solution to dynamic team problems with a common past and application to decentralized dynamic routing

    • G. Casalino, F. Davoli, R. Minciardi, R. Zoppoli
    Pages 162-176

  14. Stochastic construction of (q,M) problems

    • M. Cirinà
    Pages 177-183

  15. Asymptotically stable solutions to stochastic optimization problems

    • Sjur D. FlÃ¥m
    Pages 184-193

  16. On integrated chance constraints

    • W. K. Klein Haneveld
    Pages 194-209

  17. Algorithms based upon generalized linear programming for stochastic programs with recourse

    • J. L. Nazareth
    Pages 210-234

  18. On the use of nested decomposition for solving nonlinear multistage stochastic programs

    • Marie Cécile Noël, Yves Smeers
    Pages 235-246

  19. Contributions to the methodology of stochastic optimization

    • János Pintér
    Pages 247-257

  20. A method of feasible directions for solving nonsmooth stochastic programming problems

    • Andrzej RuszczyÅ„ski
    Pages 258-271
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