Mathematical Programming Studies - Stochastic Programming 84 Part I
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Published By Springer Berlin Heidelberg

9783642009242, 9783642009259

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Evaluation of a special multivariate gamma distribution function

Mathematical Programming Studies - Stochastic Programming 84 Part I ◽

10.1007/bfb0121111 ◽

1986 ◽

pp. 1-16 ◽

Cited By ~ 29

Author(s):

T. Szántai

Keyword(s):

Distribution Function ◽

Gamma Distribution ◽

Gamma Distribution Function ◽

Multivariate Gamma Distribution

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Robustness against dependence in PERT: An application of duality and distributions with known marginals

Mathematical Programming Studies - Stochastic Programming 84 Part I ◽

10.1007/bfb0121119 ◽

1986 ◽

pp. 153-182 ◽

Cited By ~ 22

Author(s):

Willem K. Klein Haneveld

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Stability in stochastic programming with recourse. Contaminated distributions

Mathematical Programming Studies - Stochastic Programming 84 Part I ◽

10.1007/bfb0121117 ◽

1986 ◽

pp. 133-144 ◽

Cited By ~ 23

Author(s):

J. DupaČová

Keyword(s):

Stochastic Programming ◽

Stochastic Programming With Recourse

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Lipschitz continuity of objective functions in stochastic programs with fixed recourse and its applications

Mathematical Programming Studies - Stochastic Programming 84 Part I ◽

10.1007/bfb0121118 ◽

1986 ◽

pp. 145-152 ◽

Cited By ~ 7

Author(s):

Jinde Wang

Keyword(s):

Lipschitz Continuity ◽

Objective Functions ◽

Stochastic Programs

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A tight upper bound for the expectation of a convex function of a multivariate random variable

Mathematical Programming Studies - Stochastic Programming 84 Part I ◽

10.1007/bfb0121113 ◽

1986 ◽

pp. 39-53 ◽

Cited By ~ 37

Author(s):

H. Gassmann ◽

W. T. Ziemba

Keyword(s):

Convex Function ◽

Upper Bound ◽

Random Variable

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Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse

Mathematical Programming Studies - Stochastic Programming 84 Part I ◽

10.1007/bfb0121114 ◽

1986 ◽

pp. 54-102 ◽

Cited By ~ 139

Author(s):

John R. Birge ◽

Roger J.-B. Wets

Keyword(s):

Stochastic Optimization ◽

Optimization Problems ◽

Approximation Schemes ◽

Stochastic Programs

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An approximation scheme for stochastic dynamic optimization problems

Mathematical Programming Studies - Stochastic Programming 84 Part I ◽

10.1007/bfb0121116 ◽

1986 ◽

pp. 118-132

Author(s):

Giovanni Andreatta ◽

Wolfgang J. Runggaldier

Keyword(s):

Dynamic Optimization ◽

Approximation Scheme ◽

Optimization Problems ◽

Stochastic Dynamic ◽

Dynamic Optimization Problems ◽

Stochastic Dynamic Optimization

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An alternating method for stochastic linear programming with simple recourse

Mathematical Programming Studies - Stochastic Programming 84 Part I ◽

10.1007/bfb0121120 ◽

1986 ◽

pp. 183-190 ◽

Cited By ~ 4

Author(s):

Liqun Qi

Keyword(s):

Linear Programming ◽

Stochastic Linear Programming ◽

Alternating Method ◽

Simple Recourse

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Multidimensional numerical integration using pseudorandom numbers

Mathematical Programming Studies - Stochastic Programming 84 Part I ◽

10.1007/bfb0121112 ◽

1986 ◽

pp. 17-38 ◽

Cited By ~ 15

Author(s):

Harald Niederreiter

Keyword(s):

Numerical Integration ◽

Pseudorandom Numbers

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A first order approach to a class of multi-time-period stochastic programming problems

Mathematical Programming Studies - Stochastic Programming 84 Part I ◽

10.1007/bfb0121115 ◽

1986 ◽

pp. 103-117 ◽

Cited By ~ 10

Author(s):

E. M. L. Beale ◽

G. B. Dantzig ◽

R. D. Watson

Keyword(s):

Stochastic Programming ◽

First Order ◽

Time Period

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Mathematical Programming Studies - Stochastic Programming 84 Part ILatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

Evaluation of a special multivariate gamma distribution function

Robustness against dependence in PERT: An application of duality and distributions with known marginals

Stability in stochastic programming with recourse. Contaminated distributions

Lipschitz continuity of objective functions in stochastic programs with fixed recourse and its applications

A tight upper bound for the expectation of a convex function of a multivariate random variable

Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse

An approximation scheme for stochastic dynamic optimization problems

An alternating method for stochastic linear programming with simple recourse

Multidimensional numerical integration using pseudorandom numbers

A first order approach to a class of multi-time-period stochastic programming problems

Mathematical Programming Studies - Stochastic Programming 84 Part I
Latest Publications