Titlebook: Stochastic Programming; F. Archetti,G. Pillo,M. Lucertini Conference proceedings 1986 Springer-Verlag Berlin Heidelberg 1986 algorithms.co

Aerate

An algorithm for solving linear random differential and integral equations,

Lacunar-Stroke

Growth versus security in a risky investment model,

周年纪念日

adroit

On the use of nested decomposition for solving nonlinear multistage stochastic programs,

Aviary

琐事

critic

Stochastic integer programming: The distribution problem,A brief summary is given of recent insights into the distribution problem for structured stochastic integer programming problems, as surveyed during the Gargnano conference. The application of these results within a heuristic approach to certain hierarchical planning problems is discussed as well.

chuckle

The duality between expected utility and penalty in stochastic linear programming,We study the dual problem corresponding to a linear program in which the stochastic objective function is replaced by its expected utility, and discuss its relevance as a penalty method to a stochastically constrained dual linear program.

褪色

Stochastic construction of (q,M) problems,This paper is concerned with the pseudorandom generation of linear complementarity problems that possess a solution and are not easy to solve.

Iatrogenic