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Könyv Stochastic Decomposition Julia L. Higle

Stochastic Decomposition

A Statistical Method for Large Scale Stochastic Linear Programming

Szerző: Julia L. Higle, S. Sen
Nyelv: Angol
Kötés: Kemény kötésű
Kiadó: Springer
Elérhetőség: Beszállítói készleten alacsony példányszámban
Küldés 11-15 napon belül
40 171 Ft
Motivation Stochastic Linear Programming with recourse represents one of the more widely applicable...

Információk a könyvről

Szerző
Julia L. Higle, S. Sen
Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
1996
oldal
222
EAN
9780792338406
ISBN
0792338405
Enbook ID
02705350
Kiadó
Springer
Súly
1160
Méretek
155 x 235 x 22

Teljes leírás

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.

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