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TitleStochastic Programming 84 Part I [electronic resource] / edited by Andras Prรฉkopa, Roger J.- B. Wets
ImprintBerlin, Heidelberg : Springer Berlin Heidelberg, 1986
Connect tohttp://dx.doi.org/10.1007/BFb0121110
Descript 190 p. online resource

CONTENT

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


Mathematics Computer science -- Mathematics Mathematical optimization Mathematics Optimization Mathematics of Computing



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