Title | Stochastic Programming 84 Part II [electronic resource] / edited by Andras Prรฉkopa, Roger J.- B. Wets |
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Imprint | Berlin, Heidelberg : Springer Berlin Heidelberg, 1986 |

Connect to | http://dx.doi.org/10.1007/BFb0121122 |

Descript | 182 p. online resource |

CONTENT

Algorithms for stochastic programs: The case of nonstochastic tenders -- Decomposing the requirement space of a transporation problem into polyhedral cones -- Multistage stochastic programs with block-separable recourse -- A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming -- A dual method for probabilistic constrained problems -- A method of aggregate stochastic subgradients with on-line stepsize rules for convex stochastic programming problems -- Computation of descent directions and efficient points in stochastic optimization problems without using derivatives -- Linearization methods for optimization of functionals which depend on probability measures

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