Stochastic Programming

Minimal time detection of parameter change in a counting process....Pages 1-12
Simulation for passage times in non-Markovian networks of queues....Pages 13-40
Simulation uses of the exponential distribution....Pages 41-52
A probabilistic analysis of Monte Carlo algorithms for a class of counting problems....Pages 53-68
An algorithm for solving linear random differential and integral equations....Pages 69-77
Growth versus security in a risky investment model....Pages 78-87
Queue predictors for stochastic traffic flows control....Pages 88-94
Iterative approximations for networks of queues....Pages 95-106
Convergence theories of distributed iterative processes: A survey....Pages 107-139
Stochastic integer programming: The distribution problem....Pages 140-150
The duality between expected utility and penalty in stochastic linear programming....Pages 151-161
A feasible solution to dynamic team problems with a common past and application to decentralized dynamic routing....Pages 162-176
Stochastic construction of (q,M) problems....Pages 177-183
Asymptotically stable solutions to stochastic optimization problems....Pages 184-193
On integrated chance constraints....Pages 194-209
Algorithms based upon generalized linear programming for stochastic programs with recourse....Pages 210-234
On the use of nested decomposition for solving nonlinear multistage stochastic programs....Pages 235-246
Contributions to the methodology of stochastic optimization....Pages 247-257
A method of feasible directions for solving nonsmooth stochastic programming problems....Pages 258-271
A probabilistic analysis of the set packing problem....Pages 272-285