Stochastic Programming The State of the Art In Honor of George B. Dantzig /

From the Preface... The preparation of this book started in 2004, when George B. Dantzig and I, following a long-standing invitation by Fred Hillier to contribute a volume to his International Series in Operations Research and Management Science, decided finally to go ahead with editing a volume on...

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Bibliographic Details
Call Number:Libro Electrónico
Corporate Author: SpringerLink (Online service)
Other Authors: Infanger, Gerd (Editor)
Format: Electronic eBook
Language:Inglés
Published: New York, NY : Springer New York : Imprint: Springer, 2011.
Edition:1st ed. 2011.
Series:International Series in Operations Research & Management Science, 150
Subjects:
Probabilities.
Operations research.
Management science.
Probability Theory.
Operations Research, Management Science .
Operations Research and Decision Theory.
Online Access:Texto Completo
Table of Contents:
  • Linear Programming Under Uncertainty
  • A Probabilistic Lower Bound for Two-Stage Stochastic Programs
  • Simulation-Based Optimality Tests for Stochastic Programs
  • Stochastic Decomposition and Extensions
  • Barycentric Bounds in Stochastic Programming: Theory and Application
  • Stochastic Programming Apporximations Using Limited Moment Information, with Application to Asset Allocation
  • Stability and Scenario Trees for Multistage Stochastic Programs
  • Risk Aversion in Two-Stage Stochastic Integer Programming
  • Risk-Averse Portfolio Optimization via Stochastic Dominance Constraints
  • Single Period Mean-Variance Analysis in a Changing World
  • Mean-Absolute Deviation Model
  • Multi-Stage Financial Planning Models: Integrating Stochastic Programs and Policy Simulators
  • Growth-Security Models and Stochastic Dominance
  • Production Planning Under Supply and Demand Uncertainty: A Stochastic Programming Approach
  • Global Climate Decisions under Uncertainty
  • Control of Diffusions via Linear Programming.

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