Optimization Online


Stochastic Programming Submissions - 2005

January 2005

Two-Stage Stochastic Semidefinite Programming and Decomposition Based Interior Point Methods
Sanjay Mehrotra, M. Gokhan Ozevin

On Complexity of Multistage Stochastic Programs
Alexander Shapiro

March 2005

A Perturbed Gradient Algorithm in Hilbert Spaces
Kengy Barty, Jean-Sebastien Roy, Cyrille Strugarek

April 2005

The value of multi-stage stochastic programming in capacity planning under uncertainty
Kai Huang, Shabbir Ahmed

June 2005

Linear Stochastic Fractional Programming with Sum-of-Probabilistic-Fractional Objective
V Charles, D Dutta

Non-Linear Stochastic Fractional Programming Models of Financial Derivatives
V Charles, D Dutta

October 2005

On the Implementation of Interior Point Decomposition Algorithms for Two-Stage Stochastic Conic
Sanjay Mehortra, Gokhan Ozevin

November 2005

Reducing Bias in Stochastic Linear Programming with Sampling Methods
Michael Freimer, Doug Thomas, Jeff Linderoth

December 2005

Uniform Laws of Large Numbers for Set-Valued Mappings and Subdifferentials of Random Functions
Alexander Shapiro, Huifu Xu

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