Recent trends in random number and random vector generation Harald Niederreiter OriginalPaper Pages: 323 - 345
A numerical method for solving stochastic programming problems with moment constraints on a distribution function Alexei A. Gaivoronski OriginalPaper Pages: 347 - 369
Approximate nonlinear programming algorithms for solving stochastic programs with recourse Jinde Wang OriginalPaper Pages: 371 - 384
Applying the progressive hedging algorithm to stochastic generalized networks John M. MulveyHercules Vladimirou OriginalPaper Pages: 399 - 424
Approximate scenario solutions in the progressive hedging algorithm Thorkell HelgasonStein W. Wallace OriginalPaper Pages: 425 - 444
Structural properties of the progressive hedging algorithm Stein W. WallaceThorkell Helgason OriginalPaper Pages: 445 - 455
A single facility stochastic location problem undera-distance Shôgo ShiodeHiroaki Ishii OriginalPaper Pages: 469 - 478
Portfolio theory for the recourse certainty equivalent maximizing investor Aharon Ben-TalMarc Teboulle OriginalPaper Pages: 479 - 499
Growth-security profiles in capital accumulation under risk L. C. MacLeanW. T. Ziemba OriginalPaper Pages: 501 - 509
Use of chance-constrained programming to account for stochastic variation in theA-matrix of large-scale linear programs: A forestry application James B. PickensJohn G. HofBrian M. Kent OriginalPaper Pages: 511 - 526
Stochastic modelling and optimization for environmental management János Pintér OriginalPaper Pages: 527 - 544
A stochastic approach for the optimization of open-loop engine control systems Gianfranco RizzoCesare Pianese OriginalPaper Pages: 545 - 568
