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Annals of Operations Research, Volume 64
Volume 64, Number 1, 1996
- Stein W. Wallace, Julia L. Higle, Suvrajeet Sen:
Preface. - Nils Jacob Berland, Kjetil K. Haugen
:
Mixing stochastic dynamic programming and scenario aggregation. 1-19 - Jitka Dupacová:
Scenario-based stochastic programs: Resistance with respect to sample. 21-38 - John R. Birge
, Charles H. Rosa:
Parallel decomposition of large-scale stochastic nonlinear programs. 39-65 - Willem K. Klein Haneveld, Leen Stougie, Maarten H. van der Vlerk:
An algorithm for the construction of convex hulls in simple integer recourse programming. 67-81 - Horand I. Gassmann, A. M. Ireland:
On the formulation of stochastic linear programs using algebraic modelling languages. 83-112 - Xiaojun Chen, Robert S. Womersley:
A parallel inexact newton method for stochastic programs with recourse. 113-141 - N. C. P. Edirisinghe, G.-M. You:
Second-order scenario approximation and refinement in optimization under uncertainty. 143-178 - Sjur Didrik Flåm, Charles Horvath:
Network games; adaptations to Nash-Cournot equilibrium. 179-195 - Saied Ghannadan, Stein W. Wallace:
Feasibility in uncapacitated networks: The effect of individual arcs and nodes. 197-210 - David P. Morton
:
An enhanced decomposition algorithm for multistage stochastic hydroelectric scheduling. 211-235 - Horand I. Gassmann, Stein W. Wallace:
Solving linear programs with multiple right-hand sides: Pricing and ordering schemes. 237-259 - Linos F. Frantzeskakis, Warren B. Powell:
Restricted recourse strategies for bounding the expected network recourse function. 261-287 - Charles H. Rosa, Andrzej Ruszczynski:
On augmented Lagrangian decomposition methods for multistage stochastic programs. 289-309
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