Auflistung Volume 2005 nach Schlagwort "stochastic programming"
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2005-12-28BuchAggregation and Discretization in Multistage Stochastic Programming Multistage stochastic programs have applications in many areas and support policy makers in finding rational decisions that hedge against unforeseen neg- ative events. In order to ensure computational tractability, ...
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2005-06-21BuchStructural Properties of Linear Probabilistic Constraints The paper provides a structural analysis of the feasible set defined by linear probabilistic constraints. Emphasis is laid on single (individual) probabilistic constraints. A classical convexity result by Van de Panna/Popp ...