Recent Results in Stochastic Programming: Proceedings, Oberwolfach, January 28 – February 3, 1979

Front Matter....Pages I-IX
Front Matter....Pages 1-1
Stochastic — Parametric Linear Programs II....Pages 3-20
A Necessary Condition for Continuity in Parametric Linear Programming....Pages 21-29
On Parametric Linear Optimization IV. Differentiable Parameter Functions....Pages 31-39
Conditions for Optimality in Multi-Stage Stochastic Programming Problems....Pages 41-57
A Note on Sequential Minimax Rules for Stochastic Linear Programs....Pages 59-65
A Dual of a Dynamic Inventory Control Model: The Deterministic and Stochastic Case....Pages 67-98
Convexity and Optimization in Certain Problems in Statistics....Pages 99-103
Front Matter....Pages 105-105
Computation of Multiple Normal Probabilities....Pages 107-120
Water Resources System Modelling Using Stochastic Programming with Recourse....Pages 121-133
Solving Complete Fixed Recourse Problems by Successive Discretization....Pages 135-138
An Extended Frank-Wolfe Algorithm with Application to Portfolio Selection Problems....Pages 139-162
Duality in Stochastic Programming Applied to the Design and Operation of Reservoirs....Pages 163-178
Chance Constrained Inventory Model for an Asphalt Mixing Problem....Pages 179-189
Solving Stochastic Linear Programs by Semi-Stochastic Approximation Algorithms....Pages 191-213
Network Planning Using Two-Stage Programming under Uncertainty....Pages 215-237