Volume 142, Issue 1 | Annals of Operations Research

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Volume 142, Issue 1

February 2006

Stochastic Programming

Issue Editors:

Werner Romisch,
Rudiger Schultz

15 articles in this issue

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