Stochastic Programming

by Francesco Archetti (Editor), G. Di Pillo (Editor), M. Lucertini (Editor)

Overview

Working Conference on Stochastic Programming held in Gargnano (Italy), September 15-21, 1983

Product Details

ISBN-13:	9783540160441
Publisher:	Springer Berlin Heidelberg
Publication date:	12/20/1985
Series:	Lecture Notes in Control and Information Sciences , #76
Pages:	287
Product dimensions:	6.69(w) x 9.61(h) x 0.02(d)

Table of Contents

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 shastic traffic flows control.- Iterative approximations for networks of queues.- Convergence theories of distributed iterative processes: A survey.- Shastic integer programming: The distribution problem.- The duality between expected utility and penalty in shastic linear programming.- A feasible solution to dynamic team problems with a common past and application to decentralized dynamic routing.- Shastic construction of (q,M) problems.- Asymptotically stable solutions to shastic optimization problems.- On integrated chance constraints.- Algorithms based upon generalized linear programming for shastic programs with recourse.- On the use of nested decomposition for solving nonlinear multistage shastic programs.- Contributions to the methodology of shastic optimization.- A method of feasible directions for solving nonsmooth shastic programming problems.- A probabilistic analysis of the set packing problem.