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Infanger, Gerd

Stochastic Programming

Infanger, Gerd - Stochastic Programming, ebook

173,60€

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ISBN: 9781441916426
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Table of contents

1. Linear Programming Under Uncertainty
George B. Dantzig

2. A Probabilistic Lower Bound for Two-Stage Stochastic Programs
George B. Dantzig, Gerd Infanger

3. Simulation-Based Optimality Tests for Stochastic Programs
Güzin Bayraksan, David P. Morton, Amit Partani

4. Stochastic Decomposition and Extensions
Suvrajeet Sen, Zhihong Zhou, Kai Huang

5. Barycentric Bounds in Stochastic Programming: Theory and Application
Karl Frauendorfer, Daniel Kuhn, Michael Schürle

6. Stochastic Programming Approximations Using Limited Moment Information, with Application to Asset Allocation
N. Chanaka P. Edirisinghe

7. Stability and Scenario Trees for Multistage Stochastic Programs
Holger Heitsch, Werner Römisch

8. Risk Aversion in Two-Stage Stochastic Integer Programming
Rüdiger Schultz

9. Portfolio Optimization with Risk Control by Stochastic Dominance Constraints
Darinka Dentcheva, Andrzej Ruszczyński

10. Single-Period Mean–Variance Analysis in a Changing World
Harry M. Markowitz, Erik L. Dijk

11. Mean–Absolute Deviation Model
Hiroshi Konno

12. Multistage Financial Planning Models: Integrating Stochastic Programs and Policy Simulators
John M. Mulvey, Woo Chang Kim

13. Growth–Security Models and Stochastic Dominance
Leonard C. MacLean, Yonggan Zhao, William T. Ziemba

14. Production Planning Under Supply and Demand Uncertainty: A Stochastic Programming Approach
Julia L. Higle, Karl G. Kempf

15. Global Climate Decisions Under Uncertainty
Alan S. Manne

16. Control of Diffusions via Linear Programming
Jiarui Han, Benjamin Roy

Keywords: Mathematics, Probability Theory and Stochastic Processes, Operations Research, Mathematical Programming, Operations Research/Decision Theory

Author(s)
Publisher
Springer
Publication year
2011
Language
en
Edition
1
Series
International Series in Operations Research & Management Science
Page amount
23 pages
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9781441916426

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