Modelling and solution methods for stochastic optimisation: Computational methods for optimisation under uncertainty - Softcover

Zverovich, Victor

 
9783659255762: Modelling and solution methods for stochastic optimisation: Computational methods for optimisation under uncertainty
Softcover
ISBN 10: 3659255769 ISBN 13: 9783659255762
Verlag: LAP LAMBERT Academic Publishing, 2012

Inhaltsangabe

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.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
LAP LAMBERT Academic Publishing
Erscheinungsdatum
2012
Sprache
Englisch
ISBN 10 
3659255769
ISBN 13 
9783659255762
Einband
Taschenbuch
Anzahl der Seiten
168
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Fastbook Publishing
customerservice@vdm-vsg.de

Brivibas gatve 197
Riga
1039
Lettland