Modelling and solution methods for stochastic optimisation

Name: Modelling and solution methods for stochastic optimisation
Brand: LAP Lambert Academic Publishing
SKU: 9783659255762
Price: 66.84 EUR
Availability: InStock

Computational methods for optimisation under uncertainty

Autor: Victor Zverovich

Jazyk:

Väzba: Brožovaná

Vydavateľ: LAP Lambert Academic Publishing

Dostupnosť: U vydavateľa na objednávku

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66.84 €

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

Informácie o knihe

Autor

Victor Zverovich

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2012

Stránok

168

EAN

9783659255762

Enbook ID

07166337

Vydavateľ

LAP Lambert Academic Publishing

Hmotnosť

267

Rozmery

150 x 220 x 10

Kompletný popis

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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