This volume contains two review articles: "Stochastic Pro gramming"
by Vo V. Kolbin, and "Application of Queueing-Theoretic Methods in
Operations Research, " by N. Po Buslenko and A. P. Cherenkovo The
first article covers almost all aspects of stochastic programming.
Many of the results presented in it have not pre viously been
surveyed in the Soviet literature and are of interest to both
mathematicians and economists. The second article com prises an
exhaustive treatise on the present state of the art of the
statistical methods of queueing theory and the statistical modeling
of queueing systems as applied to the analysis of complex systems.
Contents STOCHASTIC PROGRAMMING V. V. Kolbin Introduction . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . 1 1. The
Geometry of Stochastic Linear Programming Problems. . . . . . . . .
. . . . . . . . . . . 5 2. Chance-Constrained Problems . . . . . .
. . . 8 3. Rigorous Statement of stochastic Linear Programming
Problems . . . . . . . . . . 16 4. Game-Theoretic Statement of
Stochastic Linear Programming Problems. . . . . . . . 18 5.
Nonrigorous Statement of SLP Problems . . . 19 6. Existence of
Domains of Stability of the Solutions of SLP Problems . . . . . . .
. . 29 7. Stability of a Solution in the Mean. . . . . . . . . . .
. 30 8. Dual Stochastic Linear Programming Problems. . . 37 9. Some
Algorithms for the Solution of Stochastic Linear Programming
Problems . . . . . . . . . . 40 10. Stochastic Nonlinear
Programming: Some First Results . . . . . . . . . . . . . . . . . .
. . . . 42 11. The Two-Stage SNLP Problem. . . . . . . . . . . . 47
12. Optimality and Existence of a Plan in Stochastic Nonlinear
Programming Problems. 58 Literature Cited . . . . . . . . . . . . .
. . . . . . . . . . . . . ."
General
Imprint: |
Springer-Verlag New York
|
Country of origin: |
United States |
Series: |
Progress in Mathematics, 11 |
Release date: |
December 2012 |
First published: |
1971 |
Authors: |
R. V Gamkrelidze
|
Dimensions: |
229 x 152 x 7mm (L x W x T) |
Format: |
Paperback
|
Pages: |
124 |
Edition: |
Softcover reprint of the original 1st ed. 1971 |
ISBN-13: |
978-1-4684-3311-1 |
Categories: |
Books >
Science & Mathematics >
Mathematics >
Probability & statistics
|
LSN: |
1-4684-3311-3 |
Barcode: |
9781468433111 |
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