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Stochastic programming

Author: Francesco Archetti; G Di Pillo; M Lucertini
Publisher: Berlin ; New York : Springer-Verlag, ©1986.
Series: Lecture notes in control and information sciences, 76.
Edition/Format:   Print book : Conference publication : EnglishView all editions and formats
Summary:

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

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Genre/Form: Kongress
Conference papers and proceedings
Gargnano (1983)
Congresses
Additional Physical Format: Online version:
Stochastic programming.
Berlin ; New York : Springer-Verlag, ©1986
(OCoLC)567913700
Material Type: Conference publication, Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Francesco Archetti; G Di Pillo; M Lucertini
ISBN: 0387160442 9780387160443 3540160442 9783540160441
OCLC Number: 12947557
Notes: Selection of papers based on the contributions discussed at the Working Conference on Stochastic Programming held in Gargnano (Italy), September 15-21, 1983.
Description: v, 285 pages : illustrations ; 25 cm.
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 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.
Series Title: Lecture notes in control and information sciences, 76.
Responsibility: edited by F. Archetti, G. Di Pillo, and M. Lucertini.

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