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

9783642009266, 9783642009273

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Linearization methods for optimization of functionals which depend on probability measures

Mathematical Programming Studies - Stochastic Programming 84 Part II ◽

10.1007/bfb0121130 ◽

1986 ◽

pp. 157-181 ◽

Cited By ~ 13

Author(s):

A. Gaivoronski

Keyword(s):

Probability Measures ◽

Linearization Methods

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A dual method for probabilistic constrained problems

Mathematical Programming Studies - Stochastic Programming 84 Part II ◽

10.1007/bfb0121127 ◽

1986 ◽

pp. 94-112 ◽

Cited By ~ 7

Author(s):

é. Komáromi

Keyword(s):

Dual Method ◽

Constrained Problems

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A method of aggregate stochastic subgradients with on-line stepsize rules for convex stochastic programming problems

Mathematical Programming Studies - Stochastic Programming 84 Part II ◽

10.1007/bfb0121128 ◽

1986 ◽

pp. 113-131 ◽

Cited By ~ 22

Author(s):

Andrzej Ruszczyński ◽

Wojciech Syski

Keyword(s):

Stochastic Programming ◽

On Line

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Multistage stochastic programs with block-separable recourse

Mathematical Programming Studies - Stochastic Programming 84 Part II ◽

10.1007/bfb0121125 ◽

1986 ◽

pp. 48-62 ◽

Cited By ~ 25

Author(s):

François V. Louveaux

Keyword(s):

Stochastic Programs ◽

Multistage Stochastic Programs

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Computation of descent directions and efficient points in stochastic optimization problems without using derivatives

Mathematical Programming Studies - Stochastic Programming 84 Part II ◽

10.1007/bfb0121129 ◽

1986 ◽

pp. 132-156 ◽

Cited By ~ 3

Author(s):

K. Marti ◽

E. Fuchs

Keyword(s):

Stochastic Optimization ◽

Optimization Problems ◽

Efficient Points ◽

Descent Directions

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Algorithms for stochastic programs: The case of nonstochastic tenders

Mathematical Programming Studies - Stochastic Programming 84 Part II ◽

10.1007/bfb0121123 ◽

1986 ◽

pp. 1-28 ◽

Cited By ~ 14

Author(s):

J. L. Nazareth ◽

R. J.-B. Wets

Keyword(s):

Stochastic Programs

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A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming

Mathematical Programming Studies - Stochastic Programming 84 Part II ◽

10.1007/bfb0121126 ◽

1986 ◽

pp. 63-93 ◽

Cited By ~ 78

Author(s):

R. T. Rockafellar ◽

R. J.-B. Wets

Keyword(s):

Stochastic Programming ◽

Linear Quadratic ◽

Finite Generation ◽

Generation Technique

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Decomposing the requirement space of a transporation problem into polyhedral cones

Mathematical Programming Studies - Stochastic Programming 84 Part II ◽

10.1007/bfb0121124 ◽

1986 ◽

pp. 29-47 ◽

Cited By ~ 9

Author(s):

Stein W. Wallace

Keyword(s):

Polyhedral Cones

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Mathematical Programming Studies - Stochastic Programming 84 Part IILatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

Linearization methods for optimization of functionals which depend on probability measures

A dual method for probabilistic constrained problems

A method of aggregate stochastic subgradients with on-line stepsize rules for convex stochastic programming problems

Multistage stochastic programs with block-separable recourse

Computation of descent directions and efficient points in stochastic optimization problems without using derivatives

Algorithms for stochastic programs: The case of nonstochastic tenders

A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming

Decomposing the requirement space of a transporation problem into polyhedral cones

Mathematical Programming Studies - Stochastic Programming 84 Part II
Latest Publications