FINITE CONVERGENCE IN STOCHASTIC-PROGRAMMING

被引：0

作者：

FLAM, SD ^{[1
]}

机构：

[1] UNIV BAYREUTH, W-8580 BAYREUTH, GERMANY

来源：

LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS | 1992年 / 379卷

关键词：

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

A differential inclusion is designed for solving stochastic, finite horizon, convex programs. Under a sharpness condition we demonstrate that the resulting method yields finite convergence.

引用

页码：1 / 14

页数：14

共 50 条

[21] ON DIFFERENTIAL STABILITY IN STOCHASTIC-PROGRAMMING
SHAPIRO, A
MATHEMATICAL PROGRAMMING, 1990, 47 (01) : 107 - 116
[22] STOCHASTIC-PROGRAMMING WITH SIMPLE INTEGER RECOURSE
LOUVEAUX, FV
VANDERVLERK, MH
MATHEMATICAL PROGRAMMING, 1993, 61 (03) : 301 - 325
[23] APPROXIMATION OF DECISION RULES IN STOCHASTIC-PROGRAMMING
LEPP, RE
JOURNAL OF COMPUTER AND SYSTEMS SCIENCES INTERNATIONAL, 1993, 31 (02) : 46 - 49
[24] A STOCHASTIC-PROGRAMMING MODEL FOR MONEY MANAGEMENT
GOLUB, B
HOLMER, M
MCKENDALL, R
POHLMAN, L
ZENIOS, SA
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 1995, 85 (02) : 282 - 296
[25] AN APPLICATION OF STOCHASTIC-PROGRAMMING IN STEEL PRODUCTION
BANERJEE, A
REVIEW OF BUSINESS AND ECONOMIC RESEARCH, 1983, 18 (03): : 58 - 70
[26] MODELS AND MODEL VALUE IN STOCHASTIC-PROGRAMMING
BIRGE, JR
ANNALS OF OPERATIONS RESEARCH, 1995, 59 : 1 - 18
[27] CONFERENCE ON STOCHASTIC-PROGRAMMING (LAXENBURG 1980)
DUPACOVA, J
EKONOMICKO-MATEMATICKY OBZOR, 1981, 17 (02): : 237 - 238
[28] ON STOCHASTIC-PROGRAMMING IN HILBERT-SPACE
NOVIKOVA, NM
LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES, 1986, 81 : 489 - 495
[29] STOCHASTIC-PROGRAMMING - AN INTERACTIVE MULTICRITERIA APPROACH
LECLERCQ, JP
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 1982, 10 (01) : 33 - 41
[30] PROJECTION AND DISCRETIZATION METHODS IN STOCHASTIC-PROGRAMMING
LEPP, R
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 1994, 56 (1-2) : 55 - 64

← 1 2 3 4 5 →