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ORCIDAnnals of Operations Research, Volume 56
Volume 56, Number 1, 1995
- Giovanni Andreatta, G. Salinetti, Roger J.-B. Wets:
Preface. - J. O. Berger, G. Salinetti:
Approximations of Bayes decision problems: the epigraphical approach. 1-13 - John R. Birge
, Liqun Qi:
Continuous approximation schemes for stochastic programs. 15-38 - Bock Jin Chun, Stephen M. Robinson:
Scenario analysis via bundle decomposition. 39-63 - Jitka Dupacová:
Postoptimality for multistage stochastic linear programs. 65-78 - Olga Fiedler, Werner Römisch:
Stability in multistage stochastic programming. 79-93 - Andreas Futschik, Georg Pflug:
Confidence sets for discrete stochastic optimization. 95-108 - Alexei A. Gaivoronski, Enza Messina, Anna Sciomachen:
A stochastic optimization approach for robot scheduling. 109-133 - Onésimo Hernández-Lerma, C. Piovesan, Wolfgang J. Runggaldier:
Numerical aspects of monotone approximations in convex stochastic control problems. 135-156 - Julia L. Higle, Suvrajeet Sen:
Statistical approximations for recourse constrained stochastic programs. 157-175 - Hiroaki Ishii, Shogo Shiode:
Chance constrained bottleneck spanning tree problem. 177-187 - Yuri M. Kaniovski, Alan J. King, Roger J.-B. Wets:
Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems. 189-208 - Willem K. Klein Haneveld, Leen Stougie, Maarten H. van der Vlerk:
On the convex hull of the simple integer recourse objective function. 209-224 - Pavel S. Knopov, E. J. Kasitskaya:
Properties of empirical estimates in stochastic optimization and identification problems. 225-239 - Petr Lachout:
On multifunction transforms of probability measures. 241-249 - Liqun Qi, Robert S. Womersley:
An SQP algorithm for extended linear-quadratic problems in stochastic programming. 251-285 - Stanislav Uryasev:
Derivatives of probability functions and some applications. 287-311 - Jinde Wang:
Stability of multistage stochastic programming. 313-322
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