Stochastic Programming - Index of
Stochastic Programming - Index of
Stochastic Programming - Index of
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240 STOCHASTIC PROGRAMMING<br />
J.-B. (eds) Numerical Techniques for <strong>Stochastic</strong> Optimization, pages 33–64.<br />
Springer-Verlag, Berlin.<br />
[50] Kall P. and Stoyan D. (1982) Solving stochastic programming problems<br />
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Opt. 13: 431–447.<br />
[51] Karr A. F. (1983) Extreme points <strong>of</strong> certain sets <strong>of</strong> probability measures,<br />
with applications. Math. Oper. Res. 8: 74–85.<br />
[52] Kemperman J. M. B. (1968) The general moment problem, a geometric<br />
approach. Ann. Math. Statist. 39: 93–122.<br />
[53] Laporte G. and Louveaux F. V. (1993) The integer L-shaped method for<br />
stochastic integer programs. Oper. Res. Lett. 13: 133–142.<br />
[54] Louveaux F. V. (1986) Multistage stochastic linear programs with block<br />
separable recourse. Math. Prog. Study 28: 48–62.<br />
[55] Lustig I. J., Mulvey J. M., and Carpenter T. J. (1991) Formulating twostage<br />
stochastic programs for interior point methods. Oper. Res. 39: 757–<br />
770.<br />
[56] Madansky A. (1959) Bounds on the expectation <strong>of</strong> a convex function <strong>of</strong> a<br />
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[58] Marti K. and Fuchs E. (1986) Computation <strong>of</strong> descent directions<br />
and efficient points in stochastic optimization problems without using<br />
derivatives. Math. Prog. Study 28: 132–156.<br />
[59] Marti K. and Fuchs E. (1986) Rates <strong>of</strong> convergence <strong>of</strong> semi-stochastic<br />
approximation procedures for solving stochastic optimization problems.<br />
Optimization 17: 243–265.<br />
[60] Mulvey J. M. and Ruszczyński A. (1992) A new scenario decomposition<br />
method for large-scale stochastic optimization. Technical Report SOR-91-<br />
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[61] Ruszczyński A. (1986) A regularized decomposition method for minimizing<br />
a sum <strong>of</strong> polyhedral functions. Math. Prog. 35: 309–333.<br />
[62] Ruszczyński A. (1993) Regularized decomposition <strong>of</strong> stochastic programs:<br />
Algorithmic techniques and numerical results. Working Paper WP-93-21,<br />
IIASA, Laxenburg.<br />
[63] Van Slyke R. and Wets R. J.-B. (1969) L-shaped linear programs with<br />
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Appl. Math. 17: 638–663.<br />
[64] Wallace S. W. (1986) Decomposing the requirement space <strong>of</strong> a<br />
transportation problem into polyhedral cones. Math. Prog. Study 28: 29–47.<br />
[65] Wallace S. W. (1986) Solving stochastic programs with network recourse.<br />
Networks 16: 295–317.<br />
[66] Wallace S. W. (1987) A piecewise linear upper bound on the network
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