Lecture Notes in Control and Information Sciences - Stochastic Programming
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Published By Springer Berlin Heidelberg

9783540160441, 9783540397298

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Contributions to the methodology of stochastic optimization

Lecture Notes in Control and Information Sciences - Stochastic Programming ◽

10.1007/bfb0006876 ◽

1986 ◽

pp. 247-257

Author(s):

János Pintér

Keyword(s):

Stochastic Optimization

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Growth versus security in a risky investment model

Lecture Notes in Control and Information Sciences - Stochastic Programming ◽

10.1007/bfb0006864 ◽

1986 ◽

pp. 78-87

Author(s):

L.C. MacLean ◽

W.T. Ziemba

Keyword(s):

Investment Model ◽

Risky Investment

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An algorithm for solving linear random differential and integral equations

Lecture Notes in Control and Information Sciences - Stochastic Programming ◽

10.1007/bfb0006863 ◽

1986 ◽

pp. 69-77

Author(s):

Melvin D. Lax

Keyword(s):

Integral Equations ◽

Differential And Integral Equations

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Simulation for passage times in non-Markovian networks of queues

Lecture Notes in Control and Information Sciences - Stochastic Programming ◽

10.1007/bfb0006860 ◽

1986 ◽

pp. 13-40

Author(s):

Donald L. Iglehart ◽

Gerarld S. Shedler

Keyword(s):

Networks Of Queues ◽

Passage Times

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Iterative approximations for networks of queues

Lecture Notes in Control and Information Sciences - Stochastic Programming ◽

10.1007/bfb0006866 ◽

1986 ◽

pp. 95-106

Author(s):

Jan van Doremalen ◽

Jaap Wessels

Keyword(s):

Networks Of Queues

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Minimal time detection of parameter change in a counting process

Lecture Notes in Control and Information Sciences - Stochastic Programming ◽

10.1007/bfb0006859 ◽

1986 ◽

pp. 1-12

Author(s):

A. V. Balakrishnan

Keyword(s):

Counting Process ◽

Parameter Change ◽

Minimal Time

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The duality between expected utility and penalty in stochastic linear programming

Lecture Notes in Control and Information Sciences - Stochastic Programming ◽

10.1007/bfb0006869 ◽

1986 ◽

pp. 151-161

Author(s):

Aharon Ben-Tal ◽

Marc Teboulle

Keyword(s):

Linear Programming ◽

Expected Utility ◽

Stochastic Linear Programming

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Algorithms based upon generalized linear programming for stochastic programs with recourse

Lecture Notes in Control and Information Sciences - Stochastic Programming ◽

10.1007/bfb0006874 ◽

1986 ◽

pp. 210-234 ◽

Cited By ~ 2

Author(s):

J. L. Nazareth

Keyword(s):

Linear Programming ◽

Stochastic Programs ◽

Generalized Linear Programming

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A probabilistic analysis of Monte Carlo algorithms for a class of counting problems

Lecture Notes in Control and Information Sciences - Stochastic Programming ◽

10.1007/bfb0006862 ◽

1986 ◽

pp. 53-68 ◽

Cited By ~ 1

Author(s):

A. Frigessi ◽

C. Vercellis

Keyword(s):

Monte Carlo ◽

Probabilistic Analysis ◽

Counting Problems ◽

Monte Carlo Algorithms

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Queue predictors for stochastic traffic flows control

Lecture Notes in Control and Information Sciences - Stochastic Programming ◽

10.1007/bfb0006865 ◽

1986 ◽

pp. 88-94

Author(s):

M. Peruggia ◽

F. Schoen ◽

M. G. Speranza

Keyword(s):

Traffic Flows

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Lecture Notes in Control and Information Sciences - Stochastic ProgrammingLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

Contributions to the methodology of stochastic optimization

Growth versus security in a risky investment model

An algorithm for solving linear random differential and integral equations

Simulation for passage times in non-Markovian networks of queues

Iterative approximations for networks of queues

Minimal time detection of parameter change in a counting process

The duality between expected utility and penalty in stochastic linear programming

Algorithms based upon generalized linear programming for stochastic programs with recourse

A probabilistic analysis of Monte Carlo algorithms for a class of counting problems

Queue predictors for stochastic traffic flows control

Lecture Notes in Control and Information Sciences - Stochastic Programming
Latest Publications