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ORCIDAnnals of Operations Research, Volume 31
Volume 31, Number 1, December 1991
- Harald Niederreiter:
Recent trends in random number and random vector generation. 323-345 - Alexei A. Gaivoronski:
A numerical method for solving stochastic programming problems with moment constraints on a distribution function. 347-369 - Jinde Wang:
Approximate nonlinear programming algorithms for solving stochastic programs with recourse. 371-384 - Stephen M. Robinson:
Extended scenario analysis. 385-397 - John M. Mulvey, Hercules Vladimirou:
Applying the progressive hedging algorithm to stochastic generalized networks. 399-424 - Thorkell Helgason, Stein W. Wallace:
Approximate scenario solutions in the progressive hedging algorithm - A numerical study with an application to fisheries management. 425-444 - Stein W. Wallace, Thorkell Helgason:
Structural properties of the progressive hedging algorithm. 445-455 - Richard D. Wollmer:
Investments in stochastic maximum flow networks. 457-467 - Shogo Shiode, Hiroaki Ishii:
A single facility stochastic location problem undera-distance. 469-478 - Aharon Ben-Tal, Marc Teboulle:
Portfolio theory for the recourse certainty equivalent maximizing investor. 479-499 - Leonard C. MacLean, William T. Ziemba:
Growth-security profiles in capital accumulation under risk. 501-509 - James B. Pickens, John G. Hof, Brian M. Kent:
Use of chance-constrained programming to account for stochastic variation in theA-matrix of large-scale linear programs: A forestry application. 511-526 - János D. Pintér:
Stochastic modelling and optimization for environmental management. 527-544 - Gianfranco Rizzo, Cesare Pianese
:
A stochastic approach for the optimization of open-loop engine control systems. 545-568
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