Stochastic Programming 84, Part I

Evaluation of a special multivariate gamma distribution function....Pages 1-16 Multidimensional numerical integration using pseudorandom numbers....Pages 17-38 A tight upper bound for the expectation of a convex function of a multivariate random variable....Pages 39-53 Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse....Pages 54-102 A first order approach to a class of multi-time-period stochastic programming problems....Pages 103-117 An approximation scheme for stochastic dynamic optimization problems....Pages 118-132 Stability in stochastic programming with recourse. Contaminated distributions....Pages 133-144 Lipschitz continuity of objective functions in stochastic programs with fixed recourse and its applications....Pages 145-152 Robustness against dependence in PERT: An application of duality and distributions with known marginals....Pages 153-182 An alternating method for stochastic linear programming with simple recourse....Pages 183-190