UID:
almahu_9947363029602882
Format:
182 p.
,
online resource.
ISBN:
9783642009273
Series Statement:
Mathematical Programming Studies, 28
Note:
Algorithms for stochastic programs: The case of nonstochastic tenders -- Decomposing the requirement space of a transporation problem into polyhedral cones -- Multistage stochastic programs with block-separable recourse -- A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming -- A dual method for probabilistic constrained problems -- A method of aggregate stochastic subgradients with on-line stepsize rules for convex stochastic programming problems -- Computation of descent directions and efficient points in stochastic optimization problems without using derivatives -- Linearization methods for optimization of functionals which depend on probability measures.
In:
Springer eBooks
Additional Edition:
Printed edition: ISBN 9783642009266
Language:
English
URL:
http://dx.doi.org/10.1007/BFb0121122
