Stochastic programming

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Detalles Bibliográficos
Outros autores: Archetti, Francesco (Directeur de la publication), Di Pillo, Gianni (Directeur de la publication), Lucertini, Mario, 19..- (Directeur de la publication)
Formato: Livre numérique
Idioma:Anglais
Publicado: Berlin [etc.] : Springer-Verlag : Springer e-books [20..].
Cham : Springer Nature
Series:Lecture notes in control and information sciences 76
Sujets:
Acceso en liña:Accès sur la plateforme de l'éditeur
Accès sur la plateforme Istex
Accès Université d'Orléans
Accès INSA CVL
Nota: Actes d'une conférence tenue à Gargnano du 15 au 21 1983, d'après la préface
Archives Springer e-books (Licence nationale)
Archives Springer e-books (Licence nationale)
Autres localisations: Voir dans le Sudoc
Edition sous un autre format:• Stochastic Programming, Texte imprimé, 9783540160441
• Stochastic Programming, Texte imprimé, 9783662186893
Table des matières:
  • 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.