Numerical techniques for stochastic optimization

Numerical techniques for stochastic optimization

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CHAPTER 10 A COMPUTER CODE FOR SOLUTION OF PROBABILISTIC- CONSTRAINED STOCHASTIC PROGRAMMING PROBLEMS T. Szantai 10.1 Introduction The theory of ... 2], Due to this theory it became possible to handle joint probabilistic constraints in the stochastic programming problems. ... The tape contains a Usera#39;s Manual for each program as well. 10.2 The Solution Method We solve probabilistic-constrained stochastic programming problems A Computer Code foranbsp;...

Title:Numerical techniques for stochastic optimization
Author:Roger J.-B. Wets
Publisher:Springer Verlag - 1988


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