Elsevier < Decision Sciences Publications < Handbooks in Operations Research and Management Science < Volume 10: Stochastic Programming  < Chapter 5

STOCHASTIC PROGRAMMING
Edited by A. Ruszczynski and A. Shapiro

CHAPTER 5
Probabilistic Programming
A. Prékopa

1. Model constructions*

2. Convexity theory

3. Numerical solution of probabilistic constrained stochastic programming problems

4. Dynamic type stochastic programming problems with probabilistic constraints

5. Bounding, approximation and simulation of probabilities

6. Duality and stability

7. Selected applications

References

* The first two pages of the chapters are available as PDF file.

 Complete chapters on ScienceDirect
 
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