Introduction To Stochastic Programming
DOWNLOAD
Download Introduction To Stochastic Programming PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Introduction To Stochastic Programming book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Introduction To Stochastic Programming
DOWNLOAD
Author : John R. Birge
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-04-06
Introduction To Stochastic Programming written by John R. Birge and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-04-06 with Mathematics categories.
This rapidly developing field encompasses many disciplines including operations research, mathematics, and probability. Conversely, it is being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks. This textbook provides a first course in stochastic programming suitable for students with a basic knowledge of linear programming, elementary analysis, and probability. The authors present a broad overview of the main themes and methods of the subject, thus helping students develop an intuition for how to model uncertainty into mathematical problems, what uncertainty changes bring to the decision process, and what techniques help to manage uncertainty in solving the problems. The early chapters introduce some worked examples of stochastic programming, demonstrate how a stochastic model is formally built, develop the properties of stochastic programs and the basic solution techniques used to solve them. The book then goes on to cover approximation and sampling techniques and is rounded off by an in-depth case study. A well-paced and wide-ranging introduction to this subject.
Introduction To Stochastic Programming
DOWNLOAD
Author : John R. Birge
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-06-15
Introduction To Stochastic Programming written by John R. Birge and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-06-15 with Business & Economics categories.
The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research, mathematics, and probability. At the same time, it is now being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks. This textbook provides a first course in stochastic programming suitable for students with a basic knowledge of linear programming, elementary analysis, and probability. The authors aim to present a broad overview of the main themes and methods of the subject. Its prime goal is to help students develop an intuition on how to model uncertainty into mathematical problems, what uncertainty changes bring to the decision process, and what techniques help to manage uncertainty in solving the problems. In this extensively updated new edition there is more material on methods and examples including several new approaches for discrete variables, new results on risk measures in modeling and Monte Carlo sampling methods, a new chapter on relationships to other methods including approximate dynamic programming, robust optimization and online methods. The book is highly illustrated with chapter summaries and many examples and exercises. Students, researchers and practitioners in operations research and the optimization area will find it particularly of interest. Review of First Edition: "The discussion on modeling issues, the large number of examples used to illustrate the material, and the breadth of the coverage make 'Introduction to Stochastic Programming' an ideal textbook for the area." (Interfaces, 1998)
Introduction To Stochastic Programming
DOWNLOAD
Author : John R. Birge
language : en
Publisher:
Release Date : 1997
Introduction To Stochastic Programming written by John R. Birge and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with categories.
Introduction To Stochastic Dynamic Programming
DOWNLOAD
Author : Sheldon M. Ross
language : en
Publisher: Elsevier
Release Date : 1995-08-24
Introduction To Stochastic Dynamic Programming written by Sheldon M. Ross and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995-08-24 with Mathematics categories.
Introduction to Stochastic Dynamic Programming
Applications Of Stochastic Programming
DOWNLOAD
Author : Stein W. Wallace
language : en
Publisher: SIAM
Release Date : 2005-06-01
Applications Of Stochastic Programming written by Stein W. Wallace and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-06-01 with Mathematics categories.
Consisting of two parts, this book presents papers describing publicly available stochastic programming systems that are operational. It presents a diverse collection of application papers in areas such as production, supply chain and scheduling, gaming, environmental and pollution control, financial modeling, telecommunications, and electricity.
Stochastic Programming
DOWNLOAD
Author : Willem K. Klein Haneveld
language : en
Publisher: Springer Nature
Release Date : 2019-10-24
Stochastic Programming written by Willem K. Klein Haneveld and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-10-24 with Business & Economics categories.
This book provides an essential introduction to Stochastic Programming, especially intended for graduate students. The book begins by exploring a linear programming problem with random parameters, representing a decision problem under uncertainty. Several models for this problem are presented, including the main ones used in Stochastic Programming: recourse models and chance constraint models. The book not only discusses the theoretical properties of these models and algorithms for solving them, but also explains the intrinsic differences between the models. In the book’s closing section, several case studies are presented, helping students apply the theory covered to practical problems. The book is based on lecture notes developed for an Econometrics and Operations Research course for master students at the University of Groningen, the Netherlands - the longest-standing Stochastic Programming course worldwide.
Stochastic Programming
DOWNLOAD
Author : Michael Alan Howarth Dempster
language : en
Publisher:
Release Date : 1980
Stochastic Programming written by Michael Alan Howarth Dempster and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1980 with Mathematics categories.
Introduction To Stochastic Programming
DOWNLOAD
Author : Antonio Alonso-Ayuso
language : en
Publisher:
Release Date : 2009-04-24
Introduction To Stochastic Programming written by Antonio Alonso-Ayuso and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-04-24 with Computers categories.
Optimization is one of the most reliable mathematical tool for decisión making. Since the 50 ́s, it is well known that traditional deterministic optimaztion is not appropriate for capturing the uncertain behavior present in most real world applications. Moreover, it was not until the 80 ́s when stochastic programming was broad applied in real-world applications. Moreover, it was not until the 80 ́s when stochastic programming was broad applied in real-world applications. Uncertainty is the key ingredient in many decision problemas. Financial planing, airline scheduling and unit commitmen in power systems are just few examples of aereas in wich ignoring uncertainty may lead to inferior or simply wrong decisions. There are several ways in wich uncertainty can be formalized and over the past thirty years varioud approaches to optimization under uncertainty have been developed. The fiel of Stochastic programming (SP) appears as a response to the need of incorporating uncertainty in mathematical models. Basically, it deals with mathematical programs in which some parameters are random variables.
Research In Stochastic Programming
DOWNLOAD
Author : John R. Birge
language : en
Publisher:
Release Date : 2001
Research In Stochastic Programming written by John R. Birge and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Operations research categories.
Stochastic Programming
DOWNLOAD
Author : Andras Prekopa
language : en
Publisher:
Release Date : 2014-01-15
Stochastic Programming written by Andras Prekopa and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-15 with categories.