stochastic programming von kall peter (75 Ergebnisse)

hardcover. Zustand: Very Good. Springer Verlag; New York, 1976. Hardcover. A Very Good, binding sturdy and intact, spine fade, bumped bottom board corners, mild spine edge wear, bit of age toning to pages, some rubbing to board and spine edges, without Dust wrapper. A nice, clean and unmarked copy. 8vo[octavo or approx. 6 x 9 inches], 95pp., references, indexed. We pack securely and ship daily with delivery confirmation on every book. The picture on the listing page is of the actual book for sale. Additional Scan(s) are available for any item, please inquire.Please note: Oversized books/sets MAY require additional postage then what is quoted for 2.2lb book.

95 pp. Gr. 8°. Orig. cardboard covers. Condition: very good. (Ökonometrie und Unternehmensforschung = Econometrics and Operations Research ; 21).

Hardcover. Zustand: Bon. Ancien livre de bibliothèque. Salissures sur la tranche. Edition 1976. Editeur différent. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Good. Former library book. Stains on the edge. Edition 1976. Different publisher. Ammareal gives back up to 15% of this item's net price to charity organizations.

Softcover. Zustand: Bon. Ancien livre de bibliothèque. Légères traces d'usure sur la couverture. Couverture différente. Edition 1995. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Good. Former library book. Slight signs of wear on the cover. Different cover. Edition 1995. Ammareal gives back up to 15% of this item's net price to charity organizations.

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Unbekannter Einband. Zustand: Gut. 95 Seiten Sofort verfügbar Versand sofort nach durchgeführter Zahlungsverifikation Rechnung mit ausgewiesener MwSt. liegt bei daily shipping worldwide with invoice ex library in good condition aus Bibliothek in guten Zustand Sprache: Englisch Gewicht in Gramm: 550.

Zustand: Très bon. Stochastic Programming Methods and Technical Applications | Marti, Kurt und Peter Kall | Springer, 1998. In-8° broché, 437p. Couverture propre. Dos solide. Intérieur frais sans soulignage ou annotation. Exemplaire de bibliothèque : petit code barre en pied de 1re de couv., cotation au dos, rares et discrets petits tampons à l'intérieur de l'ouvrage. Très bon état général pour cet ouvrage . [Ba 68].

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Zustand: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

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Paperback. Zustand: new. Paperback. This vo1ume contains most of the papers (two of the~ as extended abstracts) presented at a meeting on stochastic programming, held at Oberwolfach, January 28 - February 3, 1979. A1though the number of participants had to be small for technical rea- sons, the area covered by the 1ectures during the meeting was rather broad. lt contains fundamental theoretical problems - e.g. continuity in parametric programming, optima1ity conditions and decision rules for stochastic programming problems and convexity statements also nee- ded for chance constrained problems - as well as very important prac- tical problems, as computational methods for various models and appli- cations to water storage problems, dynamic inventory control, asphalt mixing, portfolio selection, and so on. Without any doubt there are still many theoretical and computational problems of this field unso1ved, and some of them can be discovered in this volume.On the other hand, the papers presented here also show, that during the last two decades knowledge - theoretical and computa- tional - on stochastic programming, and practical experience with it, have been developped so far, that neglecting apriori the stochastic nature of parameters for almost every price - very often done in mo- delling a practical decision situation as deterministic optimization problem - can no longer be justified. This vo1ume contains most of the papers (two of the~ as extended abstracts) presented at a meeting on stochastic programming, held at Oberwolfach, January 28 - February 3, 1979. A1though the number of participants had to be small for technical reaA sons, the area covered by the 1ectures during the meeting was rather broad. lt contains fundamental theoretical problems - e.g. continuity in parametric programming, optima1ity conditions and decision rules for stochastic programming problems and convexity statements also neeA ded for chance constrained problems - as well as very important pracA tical problems, as computational methods for various models and appliA cations to water storage problems, dynamic inventory control, asphalt mixing, portfolio selection, and so on. Without any doubt there are still many theoretical and computational problems of this field unso1ved, and some of them can be discovered in this volume. On the other hand, the papers presented here also show, that during the last two decades knowledge - theoretical and computaA tional - on stochastic programming, and practical experience with it, have been developped so far, that neglecting apriori the stochastic nature of parameters for almost every price - very often done in moA delling a practical decision situation as deterministic optimization problem - can no longer be just Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

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Paperback. Zustand: new. Paperback. This new edition of Stochastic Linear Programming: Models, Theory and Computation has been brought completely up to date, either dealing with or at least referring to new material on models and methods, including DEA with stochastic outputs modeled via constraints on special risk functions (generalizing chance constraints, ICCs and CVaR constraints), material on Sharpe-ratio, and Asset Liability Management models involving CVaR in a multi-stage setup.To facilitate use as a text, exercises are included throughout the book, and web access is provided to a student version of the authors SLP-IOR software. Additionally, the authors have updated the Guide to Available Software, and they have included newer algorithms and modeling systems for SLP. The book is thus suitable as a text for advanced courses in stochastic optimization, and as a reference to the field.From Reviews of the First Edition:"The book presents a comprehensive study of stochastic linear optimization problems and their applications. The presentation includes geometric interpretation, linear programming duality, and the simplex method in its primal and dual forms. The authors have made an effort to collect the most useful recent ideas and algorithms in this area. A guide to the existing software is included as well." (Darinka Dentcheva, Mathematical Reviews, Issue 2006 c)"This is a graduate text in optimisation whose main emphasis is in stochastic programming. The book is clearly written. This is a good book for providing mathematicians, economists and engineers with an almost complete start up information for working in the field. I heartily welcome its publication. It is evident that this book will constitute an obligatory reference source for the specialists of the field." (Carlos Narciso Bouza Herrera, Zentralblatt MATH, Vol. 1104 (6), 2007) Authored by two of the field's most prominent researchers, this new edition has been comprehensively updated, with new material on contemporary models and methods including stochastic DEA models, material on Sharpe-ratio, and asset liability management. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Zustand: New.

Hardcover. Zustand: new. Hardcover. This new edition of Stochastic Linear Programming: Models, Theory and Computation has been brought completely up to date, either dealing with or at least referring to new material on models and methods, including DEA with stochastic outputs modeled via constraints on special risk functions (generalizing chance constraints, ICCs and CVaR constraints), material on Sharpe-ratio, and Asset Liability Management models involving CVaR in a multi-stage setup.To facilitate use as a text, exercises are included throughout the book, and web access is provided to a student version of the authors SLP-IOR software. Additionally, the authors have updated the Guide to Available Software, and they have included newer algorithms and modeling systems for SLP. The book is thus suitable as a text for advanced courses in stochastic optimization, and as a reference to the field.From Reviews of the First Edition:"The book presents a comprehensive study of stochastic linear optimization problems and their applications. The presentation includes geometric interpretation, linear programming duality, and the simplex method in its primal and dual forms. The authors have made an effort to collect the most useful recent ideas and algorithms in this area. A guide to the existing software is included as well." (Darinka Dentcheva, Mathematical Reviews, Issue 2006 c)"This is a graduate text in optimisation whose main emphasis is in stochastic programming. The book is clearly written. This is a good book for providing mathematicians, economists and engineers with an almost complete start up information for working in the field. I heartily welcome its publication. It is evident that this book will constitute an obligatory reference source for the specialists of the field." (Carlos Narciso Bouza Herrera, Zentralblatt MATH, Vol. 1104 (6), 2007) Authored by two of the field's most prominent researchers, this new edition has been comprehensively updated, with new material on contemporary models and methods including stochastic DEA models, material on Sharpe-ratio, and asset liability management. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Zustand: New.

Zustand: New.

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Paperback. Zustand: new. Paperback. Optimization problems arising in practice usually contain several random parameters. Hence, in order to obtain optimal solutions being robust with respect to random parameter variations, the mostly available statistical information about the random parameters should be considered already at the planning phase. The original problem with random parameters must be replaced by an appropriate deterministic substitute problem, and efficient numerical solution or approximation techniques have to be developed for those problems. This proceedings volume contains a selection of papers on modelling techniques, approximation methods, numerical solution procedures for stochastic optimization problems and applications to the reliability-based optimization of concrete technical or economic systems. Optimization problems arising in practice usually contain several random parameters. The original problem with random parameters must be replaced by an appropriate deterministic substitute problem, and efficient numerical solution or approximation techniques have to be developed for those problems. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Zustand: As New. Unread book in perfect condition.

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Paperback. Zustand: New.