Progress in Mathematics. Volume 11: Probability Theory, Mathematical Statistics and Theoretical Cybernetics.

Gamkrelidze, R V:

ISBN 10: 0306392119 / ISBN 13: 9780306392115

Editore: New York: Plenum, 1971

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Series: Progress in Mathematics. viii 124p cloth with white jacket, a very good copy, light library markings, very good Language: English.

Codice articolo 108233

Dati bibliografici

• Titolo: Progress in Mathematics. Volume 11: Probability Theory, Mathematical Statistics and Theoretical Cybernetics.
• Editore: New York: Plenum
• Data di pubblicazione: 1971
• Lingua: Inglese
• ISBN 10: 0306392119
• ISBN 13: 9780306392115
• Rilegatura: Hardcover
• Edizione: prima edizione
• Condizione: Very Good
• Condizione della sovraccoperta: sovraccoperta
• Cataloghi dei venditori:
  • Computing

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Riassunto

This volume contains two review articles: "Stochastic Pro- gramming" by Vo V. Kolbin, and "Application of Queueing-Theoretic Methods in Operations Research, " by N. Po Buslenko and A. P. Cherenkovo The first article covers almost all aspects of stochastic programming. Many of the results presented in it have not pre- viously been surveyed in the Soviet literature and are of interest to both mathematicians and economists. The second article com- prises an exhaustive treatise on the present state of the art of the statistical methods of queueing theory and the statistical modeling of queueing systems as applied to the analysis of complex systems. Contents STOCHASTIC PROGRAMMING V. V. Kolbin Introduction ...1 1. The Geometry of Stochastic Linear Programming Problems...5 2. Chance-Constrained Problems ...8 3. Rigorous Statement of stochastic Linear Programming Problems ...16 4. Game-Theoretic Statement of Stochastic Linear Programming Problems...18 5. Nonrigorous Statement of SLP Problems ...19 6. Existence of Domains of Stability of the Solutions of SLP Problems ...29 7. Stability of a Solution in the Mean...30 8. Dual Stochastic Linear Programming Problems...37 9. Some Algorithms for the Solution of Stochastic Linear Programming Problems ...40 10. Stochastic Nonlinear Programming: Some First Results ...42 11. The Two-Stage SNLP Problem...47 12. Optimality and Existence of a Plan in Stochastic Nonlinear Programming Problems. 58 Literature Cited ...

Contenuti

Stochastic Programming.- Application of Queueing-Theoretic Methods in Operations Research.