Modelling and solution methods for stochastic optimisation

Name: Modelling and solution methods for stochastic optimisation
Brand: LAP Lambert Academic Publishing
SKU: 9783659255762
Price: 23736 HUF
Availability: InStock

Computational methods for optimisation under uncertainty

Szerző: Victor Zverovich

Nyelv:

Kötés: Puha kötésű

Kiadó: LAP Lambert Academic Publishing

Elérhetőség: Kiadói készleten rendelésre

Küldés 17-27 napon belül

23 736 Ft

Stochastic programming (SP) is an area of mathematical optimisation which deals with problems that i...

Információk a könyvről

Szerző

Victor Zverovich

Nyelv

Angol

Kötés

Könyv - Puha kötésű

Kiadva

2012

oldal

168

EAN

9783659255762

Enbook ID

07166337

Kiadó

LAP Lambert Academic Publishing

Súly

267

Méretek

150 x 220 x 10

Teljes leírás

Stochastic programming (SP) is an area of mathematical optimisation which deals with problems that involve uncertainty. Its foundation was laid out by a seminal work of Dantzig published in 1955 which introduced linear programming under uncertainty. In this book we consider two research problems, namely, (i) language constructs for modelling SP problems and (ii) solution methods for processing instances of different classes of SP problems. We first describe a new design of an SP modelling system which provides greater extensibility and reuse. We also investigate in detail the following important classes of SP problems: single-stage SP with risk constraints, two-stage linear and stochastic integer programming problems.

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Modelling and solution methods for stochastic optimisation

Computational methods for optimisation under uncertainty

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