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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Progress in Mathematics: Probability Theory, Mathematical Statistics, and Theoretical Cybernetics

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

Gamkrelidze, R. V.

Paperback

Series: Progress in Mathematics, Book 11

AlgebraGeneral MathematicsProbability & Statistics

ISBN10: 1468433113
ISBN13: 9781468433111
Publisher: Springer Nature
Published: Dec 24 2012
Pages: 124
Weight: 0.42
Height: 0.29 Width: 6.00 Depth: 9.00
Language: English
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 . . . . . . . . . . . . . . . . .. . . . . . . . . .

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