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ORCIDAnnals of Operations Research, Volume 142
Volume 142, Number 1, February 2006
- Werner Römisch, Rüdiger Schultz:
Preface. 17-18 - Jan Arild Audestad, Alexei A. Gaivoronski, Adrian S. Werner
:
Extending the stochastic programming framework for the modeling of several decision makers: pricing and competition in the telecommunication sector. 19-39 - Kengy Barty, Jean-Philippe Chancelier, Guy Cohen, Michel De Lara, Thérèse Guilbaud, Pierre Carpentier:
Dual effect free stochastic controls. 41-62 - Marida Bertocchi, Vittorio Moriggia, Jitka Dupacová:
Horizon and stages in applications of stochastic programming in finance. 63-78 - István Deák:
Two-stage stochastic problems with correlated normal variables: computational experiences. 79-97 - Robert Fourer, Leo Lopes:
A management system for decompositions in stochastic programming. 99-118 - Kjetil K. Haugen, Stein W. Wallace:
Stochastic programming: Potential hazards when random variables reflect market interaction. 119-127 - Julia L. Higle, Suvrajeet Sen:
Multistage stochastic convex programs: Duality and its implications. 129-146 - Peter Kall, János Mayer:
Some insights into the solution algorithms for SLP problems. 147-164 - Lisa A. Korf:
Approximating infinite horizon stochastic optimal control in discrete time with constraints. 165-186 - Petr Lachout:
Epi-convergence almost surely, in probability and in distribution. 187-214 - Jeff T. Linderoth, Alexander Shapiro, Stephen J. Wright:
The empirical behavior of sampling methods for stochastic programming. 215-241 - Vincenzina Messina, Valentina Bosetti:
Integrating stochastic programming and decision tree techniques in land conversion problems. 243-258 - Teemu Pennanen, Markku Kallio:
A splitting method for stochastic programs. 259-268 - Silvia Vogel:
Semiconvergence in distribution of random closed sets with application to random optimization problems. 269-282
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