Modeling with Stochastic Programming

• Κύριοι συγγραφείς: King, Alan J. (Συγγραφέας), Wallace, Stein W. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York : Imprint: Springer, 2012.
• Σειρά: Springer Series in Operations Research and Financial Engineering,
• Θέματα: Mathematics.; Operations research.; Decision making.; Numerical analysis.; Mathematical optimization.; Probabilities.; Probability Theory and Stochastic Processes.; Operation Research/Decision Theory.; Optimization.; Numerical Analysis.

While there are several texts on how to solve and analyze stochastic programs, this is the first text to address basic questions about how to model uncertainty, and how to reformulate a deterministic model so that it can be analyzed in a stochastic setting. This text would be suitable as a  stand-al...

Πίνακας περιεχομένων:

• Uncertainty in Optimization.-Modeling Feasibility and Dynamics.-Modeling the Objective Function
• Scenario tree generation, With Michal Kaut.-Service network design, With Arnt-Gunnar Lium and Teodor Gabriel Crainic
• A multi-dimensional newsboy problem with substitution, With Hajnalka Vaagen
• Stochastic Discount Factors
• Long Lead Time Production, With Aliza Heching
• References
• Index<.