Stochastic Programming

Edited by Gerd Infanger ()

in International Series in Operations Research and Management Science from Springer, currently edited by Camille C. Price, Joe Zhu and Frederick S. Hillier

Date: 2011
ISBN: 978-1-4419-1642-6
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Citations: View citations in EconPapers (10)

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Chapters in this book:

Ch Chapter 1 Linear Programming Under Uncertainty

George B. Dantzig

Ch Chapter 10 Single-Period Mean–Variance Analysis in a Changing World

Harry Markowitz and Erik L. Dijk

Ch Chapter 11 Mean–Absolute Deviation Model

Hiroshi Konno

Ch Chapter 12 Multistage Financial Planning Models: Integrating Stochastic Programs and Policy Simulators

John M. Mulvey and Woo Chang Kim

Ch Chapter 13 Growth–Security Models and Stochastic Dominance

Leonard C. MacLean, Yonggan Zhao and William T. Ziemba

Ch Chapter 14 Production Planning Under Supply and Demand Uncertainty: A Stochastic Programming Approach

Julia L. Higle and Karl G. Kempf

Ch Chapter 15 Global Climate Decisions Under Uncertainty

Alan Manne

Ch Chapter 16 Control of Diffusions via Linear Programming

Jiarui Han and Benjamin Roy

Ch Chapter 2 A Probabilistic Lower Bound for Two-Stage Stochastic Programs

George B. Dantzig and Gerd Infanger

Ch Chapter 3 Simulation-Based Optimality Tests for Stochastic Programs

Güzin Bayraksan, David P. Morton and Amit Partani

Ch Chapter 4 Stochastic Decomposition and Extensions

Suvrajeet Sen, Zhihong Zhou and Kai Huang

Ch Chapter 5 Barycentric Bounds in Stochastic Programming: Theory and Application

Karl Frauendorfer, Daniel Kuhn and Michael Schürle

Ch Chapter 6 Stochastic Programming Approximations Using Limited Moment Information, with Application to Asset Allocation

N. Chanaka P. Edirisinghe

Ch Chapter 7 Stability and Scenario Trees for Multistage Stochastic Programs

Holger Heitsch and Werner Römisch

Ch Chapter 8 Risk Aversion in Two-Stage Stochastic Integer Programming

Rüdiger Schultz

Ch Chapter 9 Portfolio Optimization with Risk Control by Stochastic Dominance Constraints

Darinka Dentcheva and Andrzej Ruszczyński

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DOI: 10.1007/978-1-4419-1642-6

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