Stochastic Programming

List of 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.

Product details

• Assisted by: Francesco Archetti (Editor), Di Pillo (Editor), G Di Pillo (Editor), G. Di Pillo (Editor), M Lucertini (Editor), M. Lucertini (Editor)
• Publisher: Springer, Berlin
• Languages: English
• Product format: Paperback / Softback
• Released: 15.10.2013
• EAN: 9783540160441
• ISBN: 978-3-540-16044-1
• No. of pages: 287
• Weight: 514 g
• Illustrations: V, 287 p. 1 illus.
• Series: Lecture Notes in Control and Information Sciences; Lecture Notes in Control and Information Sciences
• Subject: Natural sciences, medicine, IT, technology > Technology > Electronics, electrical engineering, communications engineering