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Stochastic Programming 84 Part II

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目次 Algorithms for stochastic programs: The case of nonstochastic tenders
Decomposing the requirement space of a transporation problem into polyhedral cones
Multistage stochastic programs with block-separable recourse
A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming
A dual method for probabilistic constrained problems
A method of aggregate stochastic subgradients with on-line stepsize rules for convex stochastic programming problems
Computation of descent directions and efficient points in stochastic optimization problems without using derivatives
Linearization methods for optimization of functionals which depend on probability measures.
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登録日 2020.06.27
更新日 2020.06.28