Modelling and solution methods for stochastic optimisation

Name: Modelling and solution methods for stochastic optimisation
Brand: LAP Lambert Academic Publishing
SKU: 9783659255762
Price: 70.13 EUR
Availability: InStock

Computational methods for optimisation under uncertainty

Автор: Victor Zverovich

Език:

Корици: С меки корици

Издател: LAP Lambert Academic Publishing

Наличност: Налично при издателя, по поръчка

Изпращаме след 17-27 дни

70.13 € 137.16 лв

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

Информация за книгата

Автор

Victor Zverovich

Език

Английски език

Корици

Книга - С меки корици

Издадена

2012

страници

168

EAN

9783659255762

Enbook ID

07166337

Издател

LAP Lambert Academic Publishing

Теглоt

267

Размери

150 x 220 x 10

Пълно описание

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

Информация за книгата

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