Stochastic Decomposition
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Stochastic Decomposition
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Author : Julia L. Higle
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-27
Stochastic Decomposition written by Julia L. Higle 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 2013-11-27 with Mathematics categories.
Motivation Stochastic Linear Programming with recourse represents one of the more widely applicable models for incorporating uncertainty within in which the SLP optimization models. There are several arenas model is appropriate, and such models have found applications in air line yield management, capacity planning, electric power generation planning, financial planning, logistics, telecommunications network planning, and many more. In some of these applications, modelers represent uncertainty in terms of only a few seenarios and formulate a large scale linear program which is then solved using LP software. However, there are many applications, such as the telecommunications planning problem discussed in this book, where a handful of seenarios do not capture variability well enough to provide a reasonable model of the actual decision-making problem. Problems of this type easily exceed the capabilities of LP software by several orders of magnitude. Their solution requires the use of algorithmic methods that exploit the structure of the SLP model in a manner that will accommodate large scale applications.
Stochastic Decomposition
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Author : Julia L. Higle
language : en
Publisher:
Release Date : 2014-09-01
Stochastic Decomposition written by Julia L. Higle and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-09-01 with categories.
Stability Approximation And Decomposition In Two And Multistage Stochastic Programming
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Author : Christian Küchler
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-05-30
Stability Approximation And Decomposition In Two And Multistage Stochastic Programming written by Christian Küchler 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 2010-05-30 with Mathematics categories.
Christian Küchler studies various aspects of the stability of stochastic optimization problems as well as approximation and decomposition methods in stochastic programming. In particular, the author presents an extension of the Nested Benders decomposition algorithm related to the concept of recombining scenario trees.
A Stochastic Decomposition Method For Stochastic Two Stage Linear Programming Problems With Random Recourse
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Author : Jiapu Zhang
language : en
Publisher:
Release Date : 2000
A Stochastic Decomposition Method For Stochastic Two Stage Linear Programming Problems With Random Recourse written by Jiapu Zhang and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with categories.
Upper And Lower Bounds For Stochastic Processes
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Author : Michel Talagrand
language : en
Publisher: Springer Nature
Release Date : 2022-01-01
Upper And Lower Bounds For Stochastic Processes written by Michel Talagrand and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-01-01 with Mathematics categories.
This book provides an in-depth account of modern methods used to bound the supremum of stochastic processes. Starting from first principles, it takes the reader to the frontier of current research. This second edition has been completely rewritten, offering substantial improvements to the exposition and simplified proofs, as well as new results. The book starts with a thorough account of the generic chaining, a remarkably simple and powerful method to bound a stochastic process that should belong to every probabilist’s toolkit. The effectiveness of the scheme is demonstrated by the characterization of sample boundedness of Gaussian processes. Much of the book is devoted to exploring the wealth of ideas and results generated by thirty years of efforts to extend this result to more general classes of processes, culminating in the recent solution of several key conjectures. A large part of this unique book is devoted to the author’s influential work. While many of the results presented are rather advanced, others bear on the very foundations of probability theory. In addition to providing an invaluable reference for researchers, the book should therefore also be of interest to a wide range of readers.
Research In Stochastic Programming
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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.
Applied Mathematical Programming And Modeling Iv Apmod 98
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Author : Hercules Vladimirou
language : en
Publisher:
Release Date : 2001
Applied Mathematical Programming And Modeling Iv Apmod 98 written by Hercules Vladimirou and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Computer programming categories.
Algorithmic Methods In Retrial Queues
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Author : Jesus R. Artalejo
language : en
Publisher:
Release Date : 2006
Algorithmic Methods In Retrial Queues written by Jesus R. Artalejo and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Algorithms categories.
Applied Mathematical Programming And Modelling
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Author : Gautam Mitra
language : en
Publisher:
Release Date : 2003
Applied Mathematical Programming And Modelling written by Gautam Mitra and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Operations research categories.
Sensitivity Analysis And Optimization Of Discrete Event Systems
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Author :
language : en
Publisher:
Release Date : 1992
Sensitivity Analysis And Optimization Of Discrete Event Systems written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with Discrete-time systems categories.