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

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Infanger, Gerd (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York : Imprint: Springer, 2011.
• Σειρά: International Series in Operations Research & Management Science, 150
• Θέματα: Mathematics.; Operations research.; Decision making.; Management science.; Probabilities.; Probability Theory and Stochastic Processes.; Operations Research, Management Science.; Operation Research/Decision Theory.

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 st...

Πίνακας περιεχομένων:

• 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.