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Stochastic Programming: The State of the Art in Honor of George B. Dantzig

Stochastic Programming: The State of the Art in Honor of George B. Dantzig

Paperback

Series: International Operations Research & Management Science, Book 150

Business GeneralGeneral MathematicsProbability & Statistics

ISBN10: 1461427622
ISBN13: 9781461427629
Publisher: Springer Nature
Published: Dec 27 2012
Pages: 362
Weight: 1.19
Height: 0.80 Width: 6.14 Depth: 9.21
Language: English
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.

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