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Stochastic Programming 84 Part I

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目次 Evaluation of a special multivariate gamma distribution function
Multidimensional numerical integration using pseudorandom numbers
A tight upper bound for the expectation of a convex function of a multivariate random variable
Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
A first order approach to a class of multi-time-period stochastic programming problems
An approximation scheme for stochastic dynamic optimization problems
Stability in stochastic programming with recourse. Contaminated distributions
Lipschitz continuity of objective functions in stochastic programs with fixed recourse and its applications
Robustness against dependence in PERT: An application of duality and distributions with known marginals
An alternating method for stochastic linear programming with simple recourse.
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登録日 2020.06.27
更新日 2020.06.28