Planning Under Uncertainty: Solving Large-Scale Stochastic Linear Programs (The Scientific Press Series) - Hardcover
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Efficient technologies have been developed to solve large deterministic dynamic linear systems, but deterministic methodologies cannot account for real uncertainties. Stochastic models avoid this shortcoming but are often computationally expensive or intractable. An approach devised by George Dantzig, P. Glynn, and Gerd Infanger and explained in this book is capable of solving large scale stochastic linear problems with numerous stochastic parameters. The method hs been successfully tested on facility expansions and financial planning problems. In one case a problem whose deterministic equivalant would appear as a linear programming problem with approxiamately 10/27 constraints and variables was solved on a laptop 80386 computer.
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Planning Under Uncertainty : Solving Large-Scale Stochastic Linear Programs [NOT a library discard]
Verlag:
Boyd & Fraser, Danvers, Massachusetts, 1994
ISBN 10: 0894262491
ISBN 13: 9780894262494
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Hardcover. Zustand: Fine condition. Zustand des Schutzumschlags: No jacket, as issued. First Printing of the First Edition. Danvers, Massachusetts: Boyd & Fraser, 1994. NOT a library discard. Appears unread. Fine condition. Square and tight. NOT a library discard. NO owner's name or bookplate. Pages are fresh and crisp -- apparently never read. NO underlining. No highlighting. NO margin notes. 1994. First Printing of the First Edition. A volume from The Scientific Press Series. Equations. Tables. Includes a bibliography with 132 entries. Bound in the original black pictorial laminated boards. 7.5" wide by 9.5" tall. First Printing of the First Edition. Hardcover. Fine condition/No jacket, as issued. xvi, 140pp. Great Packaging, Fast Shipping. Bestandsnummer des Verkäufers 019872
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Planning Under Uncertainty: Solving Large-Scale Stochastic Linear Programs (The Scientific Press Series)
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