Applications of stochastic programming. (English) Zbl 1068.90002

Wallace, Stein W. (ed.); Ziemba, William T. (ed.)

MPS/SIAM Series on Optimization 5. Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM). Philadelphia, PA: MPS, Mathematical Programming Society (ISBN 0-89871-555-5/pbk; 978-0-89871-879-9/ebook). xv, 709 p. (2005).

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The articles of this volume will be reviewed individually.
Indexed articles:
Gassmann, Horand I.; Wallace, Stein W.; Ziemba, William T., Stochastic programming computer implementations, 3-8 [Zbl 1105.90050]
Gassmann, Horand I., The SMPS format for stochastic linear programs, 9-19 [Zbl 1105.90339]
King, Alan J.; Wright, Stepehn E.; Parija, Gyana R.; Entriken, Robert, The IBM stochastic programming system, 21-36 [Zbl 1105.90343]
Gaivoronski, Alexei A., SQG: software for solving stochastic programming problems with stochastic quasi-gradient methods, 37-60 [Zbl 1105.90338]
Linderoth, Jeff; Wright, Stephen J., Computational grids for stochastic programming, 61-77 [Zbl 1105.90344]
Kall, Peter; Mayer, János, Building and solving stochastic linear programming models with SLP-IOR, 79-93 [Zbl 1105.90342]
Fragnière, Emmanuel; Gondzio, Jacek, Stochastic programming from modeling languages, 95-113 [Zbl 1105.90337]
Valente, P.; Mitra, G.; Poojari, C. A., A stochastic programming integrated environment, 115-136 [Zbl 1105.90346]
Dempster, M. A. H.; Scott, J. E.; Thompson, G. W. P., Stochastic modeling and optimization using Stochastics, 137-157 [Zbl 1215.90043]
Gassmann, Horand I.; Gay, David M., An integrated modeling environment for stochastic programming, 159-175 [Zbl 1105.90340]
Gassmann, Horand I.; Schwartz, Sandra L.; Wallace, Stein W.; Ziemba, William T., Introduction to stochastic programming applications, 179-184 [Zbl 1105.90341]
Powell, Warren B.; Topaloglu, Huseyin, Fleet management, 185-215 [Zbl 1137.90559]
Alonso-Ayuso, A.; Escudero, L. F.; Ortuño, M. T., Modeling production planning and scheduling under uncertainty, 217-252 [Zbl 1105.90315]
Tomasgard, A.; Høeg, E., A supply chain optimization model for the Norwegian meat cooperative, 253-276 [Zbl 1105.90314]
Dupačová, Jitka; Popela, Pavel, Melt control: charge optimization via stochastic programming, 277-297 [Zbl 1190.90063]
Higle, Julia L.; Sen, Suvrajeet, A stochastic programming model for network resource utilization in the presence of multiclass demand uncertainty, 299-313 [Zbl 1105.90051]
Philpott, A. B., Stochastic optimization and yacht racing, 315-336 [Zbl 1105.90054]
Berglann, H.; Flåm, S. D., Stochastic approximation, momentum, and Nash play, 337-345 [Zbl 1117.90055]
King, Alan J.; Somlyódy, László; Wets, Roger J.-B., Stochastic optimization for lake eutrophication management, 347-378 [Zbl 1137.90632]
Yohe, Gary W., Mitigating anthropogenic climate change, 379-407 [Zbl 1137.90635]
Watkins, David W. jun.; McKinney, Daene C.; Morton, David P., Groundwater pollution control, 409-424 [Zbl 1137.93399]
Ermolieva, Tatiana; Ermoliev, Yuri, Catastrophic risk management: flood and seismic risks case studies, 425-444 [Zbl 1103.91043]
Frauendorfer, Karl; Schürle, Michael, Refinancing mortgages in Switzerland, 445-469 [Zbl 1137.91562]
Zenios, Stavros A., Optimization models for structuring index funds, 471-501 [Zbl 1137.90636]
Mulvey, John M.; Erkan, Hafize Gaye, Decentralized risk management of global property and casualty insurance companies, 503-530 [Zbl 1137.91499]
MacLean, Leonard C.; Zhao, Yonggan; Ziemba, William T., Wealth goals investing, 531-544 [Zbl 1126.91373]
Mausser, Helmut; Rosen, Dan, Scenario-based risk management tools, 545-574 [Zbl 1105.91010]
Medova, E. A.; Sembos, A., Price protection strategies for an oil company, 575-607 [Zbl 1105.90326]
Krokhmal, P.; Uryasev, S.; Zrazhevsky, G., Numerical comparison of conditional value-at-risk and conditional drawdown-at-risk approaches: application to hedge funds, 609-631 [Zbl 1105.90323]
Gröwe-Kuska, Nicole; Römisch, Werner, Stochastic unit commitment in hydrothermal power production planning, 633-653 [Zbl 1137.90466]
Deng, Shi-Jie; Oren, Shmuel S., Valuation of electricity generation capacity, 655-667 [Zbl 1105.90112]
Gaivoronski, Alexei A., Stochastic optimization problems in telecommunications, 669-704 [Zbl 1137.90629]

MSC:

90-06	Proceedings, conferences, collections, etc. pertaining to operations research and mathematical programming
90C15	Stochastic programming
00B15	Collections of articles of miscellaneous specific interest