Stochastic Programming

Language: English

Published by Springer, 1985

3540160442 / 9783540160441

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Druck auf Anfrage Neuware - Printed after ordering - 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.

Seller Inventory # 9783540160441

Title
Stochastic Programming
Author
M. Lucertini
Publisher
Springer
Publication year
1985
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3540160442
ISBN 13
9783540160441
Item weight
515 grams
Dimensions
244x170x17 mm

AHA-BUCH GmbH

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