Skip to main content
SpringerLink
Log in

Preface

  • Published:
Annals of Operations Research Aims and scope Submit manuscript

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Books and collections of papers on Stochastic Programming (primary classification: 90C15)

A. The known ones in English, including translations

  • Archetti, F., G. Di Pillo and M. Lucertini (eds.), Stochastic Programming, LN in Control and Information Science 76, Springer, Berlin, 1986.

    Google Scholar 

  • Andreatta, G.B., G. Salinetti and R.J-B. Wets (eds.), Stochastic Programming, Annals of Operations Research 56(1995).

  • Birge, J.R., C. Edirisinghe and W.T. Ziemba (eds.), Research in Stochastic Programming, Annals of Operations Research (1999), forthcoming.

  • Birge, J.R. and F. Louveaux, Introduction to Stochastic Programming, Springer, New York, 1997.

    Google Scholar 

  • Birge, J.R., and R.J-B Wets (eds.), Stochastic Programming, Annals of Operations Research 30 and 31 (1991).

  • Bouza, C. (ed.), Stochastic Programming: The State of the Art, Revista Investigacion Operational 14(2–3)(1993).

  • Dempster, M.A.H. (ed.), Stochastic Programming, Academic Press, London, 1980.

    Google Scholar 

  • Dempster, M.A.H. (ed.), Proceedings of the IIASA Task Force Meeting in Stochastic Optimization, Stochastics 10(3–4)(1983).

  • Ermoliev, Yu. and R.J-B Wets (eds.), Numerical Techniques for Stochastic Optimization Problems, Springer, Berlin, 1988.

    Google Scholar 

  • Frauendorfer, K., Stochastic Two-Stage Programming, LN in Economics and Math. Systems 392, Springer, Berlin, 1992.

    Google Scholar 

  • Guddat, J., F. Guerra, K. Tammer and K. Wendler, Multiobjective and Stochastic Optimization Based on Parametric Optimization, Akademie-Verlag, Berlin, 1985.

    Google Scholar 

  • Hellwig, G., P. Kall and P. Abel (eds.), Statistical Methods for Decission Processes, Daimler Benz AG, Stuttgart-Möhringen, 1994.

    Google Scholar 

  • Higle, J. and S. Sen, Stochastic Decomposition. A Statistical Method for Large-Scale Stochastic Linear Programming, Kluwer, Dordrecht, 1996.

    Google Scholar 

  • Infanger, G., Planning under Uncertainty: Solving Large-Scale Stochastic Linear Programs, Boyd and Fraser, Danvers, 1994.

    Google Scholar 

  • Kall, P., Stochastic Linear Programming, Springer, Berlin, 1976.

    Google Scholar 

  • Kall, P. and A. Prékopa (eds.), Recent Results in Stochastic Programming, LN in Economics and Math. Systems 179, Springer, Berlin, 1980.

    Google Scholar 

  • Kall, P. and S.W. Wallace, Stochastic Programming, Wiley, Chichester, 1994.

    Google Scholar 

  • Kibzun, A.I. and Y.S. Kan, Stochastic Programming Problems with Probability and Quantile Functions, Wiley, Chichester, 1996.

    Google Scholar 

  • King, A.J. (ed.), Approximation and Computation in Stochastic Programming, Mathematical Programming B75, No. 2 (1996).

  • Klein Haneveld, W.K., Duality in Stochastic Linear and Dynamic Programming, LN in Economics and Math. Systems 274, Springer, Berlin, 1985.

    Google Scholar 

  • Kolbin, V.V., Stochastic Programming, Reidel, Dordrecht, 1977.

    Google Scholar 

  • Marti, K., Descent Directions and Efficient Solutions in Discretely Distributed Stochastic Programs, LN in Economics and Math. Systems 299, Springer, Berlin, 1988.

    Google Scholar 

  • Marti, K. (ed.), Stochastic Optimization. Numerical Methods and Technical Applications, LN in Economics and Math. Systems 379, Springer, Berlin, 1992.

    Google Scholar 

  • Marti, K. and P. Kall (eds.), Stochastic Optimization: Numerical Techniques and Engineering Applications, LN in Economics and Math. Systems 423, Springer, Berlin, 1995.

    Google Scholar 

  • Marti, K. and P. Kall (eds.), Stochastic Programming Methods and Technical Applications, LN in Economics and Math. Systems 458, Springer, Berlin, 1998.

    Google Scholar 

  • Mayer, J., Stochastic Linear Programming Algorithms: A Comparison Based on Model Management Systems, Gordon and Breach, 1998.

  • Pflug, G.Ch., Optimization of Stochastic Models. The Interface between Simulation and Optimization, Kluwer, Dordrecht, 1996.

    Google Scholar 

  • Pflug, G.Ch. and A. Ruszczyński (eds.), 13th EURO Summer Institute: Stochastic Optimization, EJOR 101(2) (1997).

    Google Scholar 

  • Prékopa, A., Stochastic Programming, Kluwer, Dordrecht and Academiai Kiado, Budapest, 1995.

    Google Scholar 

  • Prékopa, A. (ed.), Studies in Applied Stochastic Programming, MTA SzTAKI, Budapest, 80/1978 and 167, 1985.

    Google Scholar 

  • Prékopa, A. and R.J-B Wets (eds.), Stochastic Programming 84, Math. Progr. Study 27 and 28 (1986).

  • Rachev, S.T. and W. Römisch (eds.), Stochastic Programming: Stability, Numerical Methods and Applications, J. of Computational and Applied Mathematics 56(1994)1–20.

  • Rubinstein, R.Y. and A. Shapiro, Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method, Wiley, New York, 1993.

    Google Scholar 

  • Sengupta, J.K., Stochastic Programming: Methods and Applications, North-Holland, Amsterdam, 1972.

    Google Scholar 

  • Sengupta, J.K., Optimal Decisions under Uncertainty, LN in Economics and Math. Systems 193, Springer, Berlin, 1981.

    Google Scholar 

  • Sengupta, J.K., Decision Models in Stochastic Programming: Operational Methods of Decision Making under Uncertainty, North-Holland Series in System Science and Engineering, vol. 7, New York, 1982.

  • Stancu-Minasian, I.M., Stochastic Programming with Multiple Objective Functions, Editura Academiei and Reidel, Dordrecht, 1984.

    Google Scholar 

  • Stougie, L., Design and Analysis of Algorithms for Stochastic Integer Programming, CWI Tract. 37, Stichting Math. Centrum, Amsterdam, 1987.

    Google Scholar 

  • Van der Vlerk, M.H., Stochastic Programming with Integer Recourse, Labyrint, 1995.

  • Vajda, S., Probabilistic Programming, Academic Press, New York, 1972.

    Google Scholar 

  • Vladimirou, H., S.A. Zenios and R.J-B Wets (eds.), Models for Planning under Uncertainty, Annals of Operations Research 59(1995).

  • Wallace, S.W., J. Higle and S. Sen (eds.), Stochastic Programming, Algorithms and Models, Annals of Operations Research 64(1996).

B. Books in other languages (whose translation is not listed under A)

  • Abel, P., Stochastische Optimierung bei partieller Information, Math. Systems in Economics 96, Atheneum/Hein/Hanstein, Königstein/Ts, 1984 (in German).

    Google Scholar 

  • Abel, T. and R. Thiel, Mehrstufige stochastische Produktionsmodelle — Eine praxisorientierte Darstellung mit programmierten Beispielen, Fischer Verlag, Frankfurt am Main, 1981 (in German).

    Google Scholar 

  • Arnold, K.-P., Stochastische Transportprobleme, Dr. Kovac, Hamburg, 1987 (in German).

    Google Scholar 

  • Böttcher, J., Stochastische lineare Programme mit Kompensation, Athenaum, Frankfurt am Main, 1989 (in German).

    Google Scholar 

  • Dupačova, J., Stochastic Programming, MSCSR, Prague, 1986 (in Czech).

    Google Scholar 

  • Ermoliev, Yu.M., Methods of Stochastic Programming, Nauka, Moscow, 1976 (in Russian).

    Google Scholar 

  • Ermoliev, Yu.M. and A.I. Yastremski, Stochastic Models and Methods in Economic Planning, Nauka, Moscow, 1979 (in Russian).

    Google Scholar 

  • Faber, M.M., Stochastisches Programmieren, Physica-Verlag, Würzburg-Wien, 1970 (in German).

    Google Scholar 

  • Kaniovski, Yu.M., P.S. Knopov and Z.V. Nekrylova, Limit Theorems for Stochastic Programming Processes, Naukova dumka, Kiev, 1980 (in Russian).

    Google Scholar 

  • Kovalenko, I.N., Probabilistic Calculation and Optimization, Naukova dumka, Kiev, 1989 (in Russian).

    Google Scholar 

  • Marti, K., Approximationen stochastischer Optimierungsprobleme, Math. Systems in Economics 43, A. Hain, Königstein/Ts., 1979 (in German).

    Google Scholar 

  • Mirzoakhmedov, F., Mathematical Models and Methods for Production Control Taking Random Factors into Account, Naukova dumka, Kiev, 1991 (in Russian).

    Google Scholar 

  • Mirozakhmedov, F. and M.V. Mikhalevich, Applied Aspects of Stochastic Programming, Maorif, Dushanbe, 1989 (in Russian).

    Google Scholar 

  • Rembold, J.T., Stochastische lineare Optimierung. Mathematical Systems in Economics, No. 31, A. Hain, Meisenheim am Glan, 1977 (in German).

    Google Scholar 

  • Schneeweiss, A.H., Entscheidungskriterien bei Risiko, Springer, Berlin, 1967 (in German).

    Google Scholar 

  • Uryasev, S.P., Adaptive Algorithms of Stochastic Optimization and Game Theory, Nauka, Moscow, 1990 (in Russian).

    Google Scholar 

  • Wang, J., Stochastic Programming, Chinese Presses, Beijing, 1990 (in Chinese).

    Google Scholar 

  • Werner, M., Stochastische lineare Optimierungsmodelle, Akademische Verlagsgesellschaft, Frankfurt am Main, 1973 (in German).

    Google Scholar 

  • Wolf, H., Entscheidungsfindung bei der stochastischen linearen Optimierung durch Entscheidungsmodelle mit mehrfacher Zielsetzung, Math. Systems in Economics 84, Atheneum/Hein/Hanstein, Königstein/Ts., 1983 (in German).

    Google Scholar 

  • Yastremski, A.I., Stochastic Models of Mathematical Economics, Lybid, Kiev, 1983 (in Russian).

    Google Scholar 

  • Yudin, D.B., Mathematical Methods of Management under Incomplete Information (Problems and Methods of Stochastic Programming), Soviet Radio, Moscow, 1974 (in Russian).

    Google Scholar 

  • Yudin, D.B., Problems and Methods of Stochastic Programming, Soviet Radio, Moscow, 1979 (in Russian).

    Google Scholar 

C. Books and collections of papers with secondary classification 90C15

  • Arkin, V.I., and I.V. Estigneev, Stochastic Models of Control and Economic Dynamics, Nauka, Moscow, 1979 (in Russian). English translation by E.A. Medova-Dempster and M.A.H. Dempster, Academic Press, London, 1987.

    Google Scholar 

  • Arkin, VI., A. Shiraev and R. Wets (eds.), Stochastic Optimization, Proceedings of the International Conference, Kiev, 1984, LN in Control and Information Sciences 81, Springer, Berlin, 1986.

    Google Scholar 

  • Bäck, T., Evolutionary Algorithms in Theory and Practice, Clarendon Press/Oxford University Press, New York, 1996.

    Google Scholar 

  • Batukhtin, V.D. and L.A. Maboroda, Optimization of Discontinuous Functions, Nauka, Moscow, 1984 (in Russian).

    Google Scholar 

  • Bodner, V.A., N.E. Rodnishchev and E.P. Yurikov, Optimization of Terminal Stochastic Systems, Mashinostroenie, Moscow, 1987 (in Russian).

    Google Scholar 

  • Cairoli, R. and R.C. Dalang, Sequential Stochastic Optimization, Wiley, New York, 1996.

    Google Scholar 

  • Christer, A.H., S. Osaki and L.C. Thomas (eds.), Stochastic Modelling in Innovative Manufacturing, LN in Economics and Math. Systems 445, Springer, Berlin, 1997.

    Google Scholar 

  • Dantzig, G.B., M.A.H. Dempster and M. Kallio (eds.), Large-Scale Linear Programming, vols. 1 and 2, IIASA, Laxenburg, 1981.

    Google Scholar 

  • Davis, M.H.A., Markov Models and Optimization, Chapman & Hall, London, 1993.

    Google Scholar 

  • Dinkelbach, W., Entscheidungsmodelle, W. de Gruyter, Berlin, 1982 (in German).

    Google Scholar 

  • Dynkin, E.B. and A.A. Yushkevich, Controllable Markov Processes and their Applications, Nauka, Moscow, 1975 (in Russian).

    Google Scholar 

  • Gupal, A.M., Stochastic Methods for Solving Nonsmooth Extremal Problems, Naukova dumka, Kiev, 1979 (in Russian).

    Google Scholar 

  • Ivashchenko, P.A., Adaptation in Economics, Vishcha Shkola, Kharkov, 1986 (in Russian).

    Google Scholar 

  • Jacobs, O.L.R., M.H.A. Davis, M.A.H. Dempster, C.J. Harris and P.C. Parks (eds.), Analysis and Optimization of Stochastic Systems, Academic Press, London, 1980.

    Google Scholar 

  • Katkovnik, V.Ya., Numerical Methods for Solving Deterministic and Stochastic Minimax Problems, Naukova dumka, Kiev, 1979 (in Russian).

    Google Scholar 

  • Kovalenko, I.N. and A.A. Nakonechny, Approximate Calculation and Optimization of Reliability, Naukova dumka, Kiev, 1989 (in Russian).

    Google Scholar 

  • Kulkarni, V.G., Modeling and Analysis of Stochastic Systems, Chapman & Hall, London, 1995.

    Google Scholar 

  • Marti, K. (ed.), Structural Reliability and Stochastic Structural Optimization, Math. Methods Oper. Res. 46, No. 3, Physica-Verlag, Heidelberg, 1997 (in German).

    Google Scholar 

  • Mikhalevich, V.S., A.M. Gupal and V.I. Norkin, Methods of Nonconvex Optimization, Nauka, Moscow, 1987 (in Russian).

    Google Scholar 

  • Mockus, J., W. Eddy, A. Mockus, L. Mockus and G. Reklaitis, Bayesian Heuristic Approach to Discrete and Global optimization, Nonconvex Optimization and its Applications 17, Kluwer, Dordrecht, 1997.

    Google Scholar 

  • Mockus, J., Bayesian Approach to Global Optimization. Mathematics and its Applications (Soviet Series) 37, Kluwer, Dordrecht, 1989.

    Google Scholar 

  • Mihoc, G. and I. Nadejde, Mathematical Programming: Parametric, Nonlinear and Stochastic, Edutura Stiintifica, Bucurest, 1966 (in Rumanian).

    Google Scholar 

  • Nurminsky, E.A., Numerical Methods for Solution of Deterministic and Stochastic Minimax Problems, Naukova dumka, Kiev, 1979 (in Russian).

    Google Scholar 

  • Osaki S., D.N.P. Murthy and R.J. Wilson (eds.), Stochastic Models in Engineering, Technology and Management, Papers from the Australian-Japan Workshop held on the Gold Coast, July 14–16, 1994, Math. Comput. Modelling 22, No. 10–12, Pergamon Press, Exeter, 1995.

    Google Scholar 

  • Rastrigin, L.A., Adaptation of Complex Systems, Zinatne, Riga, 1981 (in Russian).

    Google Scholar 

  • Slowinski, R. and J. Teghem (eds.), Stochastic versus Fuzzy Approaches to Multiobjective Mathematical Programming under Uncertainty, Theory and Decision Library, Series D: System Theory, Knowledge Engineering and Problem Solving 6, Kluwer, Dordrecht, 1990.

  • Tarasenko, G.S., Stochastic Optimization in the Soviet Union. Random Search Algorithms, Monograph Series on Soviet Union, Delphic Associates, Falls Church, 1985.

    Google Scholar 

  • Woodruff, D.L. (ed.), Advances in Computational and Stochastic Optimization, Logic Programming, and Heuristic Search, Kluwer, Boston, 1998.

    Google Scholar 

  • Yin, G. and Q. Zhang (eds.), Recent Advances in Control and Optimization of Manufacturing Systems, LN in Control and Information Science 214, Springer, London, 1996.

    Google Scholar 

  • Zavrieva, M.K., A Combined Penalty and Stochastic Quasigradient Method for the Search for a Connected Maximin, Akad. Nauk SSSR, Vychisl. Tsentr, Moscow, 1989 (in Russian).

    Google Scholar 

  • Zenios, S.A. and W.T. Ziemba (eds.), Financial Modeling, Focused Issue, Manag. Sci. 38 (No. 11)(1992).

  • Zhigljavsky, A.A. (ed.), Stochastic Optimization, Acta Appl. Math. 33, No. 1, Kluwer, Dordrecht, 1993.

    Google Scholar 

  • Zhigljavsky, A.A., Theory of Global Random Search. Mathematics and its Applications (Soviet Series) 65, Kluwer, Dordrecht, 1991.

    Google Scholar 

  • Zielinsky, R. and P. Neumann, Stochastic Methods in the Search for the Minimum of a Function, Mathematical Research 16, Akademie-Verlag, Berlin, 1983 (in German).

    Google Scholar 

  • Ziemba, W.T. and J.M. Mulvey (eds.), Worldwide Asset and Liability Management, Cambridge University Press, 1998.

  • Ziemba, W.T. and R.G. Vickson (eds.), Stochastic Optimization Models in Finance, Academic Press, New York, 1975.

    Google Scholar 

Download references

Rights and permissions

Reprints and permissions

About this article

Cite this article

Preface. Annals of Operations Research 85, 0 (1999). https://doi.org/10.1023/A:1018986230846

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1018986230846

Search

Navigation