Recent Results in Stochastic Programming Proceedings, Oberwolfach, J
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179 Recent Results in Stochastic Programming Proceedings,Oberwolfach January 28 - February 3,1979
Edited by P. Kali and A. Pn3kopa
Springer-Verlag Berlin Heidelberg GmbH
Editorial Board
H. Albach A. V. Balakrishnan M. Beckmann (Managing Editor) P. Dhrymes J. Green W. Hildenbrand W. Krelle H. P. Künzi (Managing Editor) K. Ritter R. Sato H. Schelbert P. Schönfeld Managing Editors Prof. Dr. M. Beckmann Brown University Providence, RI 02912/USA
Prof. Dr. H. P. Künzi Universität Zürich CH-8090 Zürich/Schweiz
Editors
Prof. Dr. Peter Kali Institut für Operations Research und mathematische Methoden der Wirtschaftswissenschaften Universität Zürich Weinbergstraße 59 CH-8006 Zürich/Schweiz
Prof. Dr. Andras Pn§kopa Computer and Automation Institute Hungarian Academy of Sciences XI. Kende utca 13-17 Budapest 1502/Hungary
AMS Subject Classifications (1970): 90C15, 90C50, 90C30, 90C35, 62C99, 62P20, 62C05
ISBN 978-3-540-10013-3 ISBN 978-3-642-51572-9 (eBook) DOI 10.1007/978-3-642-51572-9 Library of Congress Cataloging in Publication Data. Main entry under title: Recent results in stochastic programming. (Lecture notes in economics and mathematical systems; 179) Bibliography: p. Includes index. 1. Stochastic programming·-Congresses. I. Kali, Peter. 11. Prekopa, Andras. 111. Series. T57.79.R42. 519.7. 80·18650 This workis subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically those of translation, reprinting, re-use of illustrations, broadcasting, reproduction by photocopying machine or _similar means, and storage in data banks. Under § 54 of the German Copyright Law where co pies are made for other than private use, a fee is payable to the publisher, the amount of the fee to be determined by agreement with the publisher.
© by Springer-Verlag Berlin Heidelberg 1980 2142/3140-543210
PREFACE This vo1ume contains most of the papers (two of the~ as extended abstracts) presented at a meeting on stochastic programming, held at Oberwolfach, January 28 - February 3, 1979. A1though the number of participants had to be small for technical reasons, the area covered by the 1ectures during the meeting was rather broad. lt contains fundamental theoretical problems - e.g. continuity in parametric programming, optima1ity conditions and decision rules for stochastic programming problems and convexity statements also needed for chance constrained problems - as well as very important practical problems, as computational methods for various models and applications to water storage problems, dynamic inventory control, asphalt mixing, portfolio selection, and so on. Without any doubt there are still many theoretical and computational problems of this field unso1ved, and some of them can be discovered in this volume. On the other hand, the papers presented here also show, that during the last two decades knowledge - theoretical and computational - on stochastic programming, and practical experience with it, have been developped so far, that neglecting apriori the stochastic nature
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