Sinossi
Stochastic programming - the science that provides us with tools to design and control stochastic systems with the aid of mathematical programming techniques - lies at the intersection of statistics and mathematical programming. This study is an introduction to the field and its basic mathematical tools. While the mathematics is of a high level, the developed models offer powerful applications, as revealed by the large number of examples presented. The material ranges form basic linear programming to algorithmic solutions of sophisticated systems problems and applications in water resources and power systems, shipbuilding, inventory control, and so forth. Students and researchers who need to solve practical and theoretical problems in operations research, mathematics, statistics, engineering, economics, insurance, finance, biology and environmental protection should find this work useful.
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Contenuti
1. General Theory of Linear Programming. 2. Convex Polyhedra. 3. Special Problems and Methods. 4. Logconcave and Quasi-Concave Measures. 5. Moment Problems. 6. Bounding and Approximation of Probabilities. 7. Statistical Decisions. 8. Static Stochastic Programming Models. 9. Solutions of the Simple Recourse Problem. 10. Convexity Theory of Probabilistic Constrained Problems. 11. Programming under Probabilistic Constraint and Maximizing Probabilities under Constraints. 12. Two-Stage Stochastic Programming Problems. 13. Multi-Stage Stochastic Programming Problems. 14. Special Cases and Selected Applications. 15. Distribution Problems. The Multivariate Normal Distribution.
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Book by Prkopa Andrs
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Stochastic Programming (Mathematics and Its Applications, 324, Band 324)
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Kluwer Academic Publishers : Dordrecht,, 1995
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ISBN 13: 9780792334828
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Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Stochastic programming - the science that provides us with tools to design and control stochastic systems with the aid of mathematical programming techniques - lies at the intersection of statistics and mathematical programming. The book Stochastic. Codice articolo 5967432
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Stochastic Programming
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Springer Netherlands, Springer Netherlands Jul 1995, 1995
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Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Stochastic programming - the science that provides us with tools to design and control stochastic systems with the aid of mathematical programming techniques - lies at the intersection of statistics and mathematical programming. The book Stochastic Programming is a comprehensive introduction to the field and its basic mathematical tools. While the mathematics is of a high level, the developed models offer powerful applications, as revealed by the large number of examples presented. The material ranges form basic linear programming to algorithmic solutions of sophisticated systems problems and applications in water resources and power systems, shipbuilding, inventory control, etc. Audience: Students and researchers who need to solve practical and theoretical problems in operations research, mathematics, statistics, engineering, economics, insurance, finance, biology and environmental protection. 620 pp. Englisch. Codice articolo 9780792334828
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Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Stochastic programming - the science that provides us with tools to design and control stochastic systems with the aid of mathematical programming techniques - lies at the intersection of statistics and mathematical programming. The book Stochastic Programming is a comprehensive introduction to the field and its basic mathematical tools. While the mathematics is of a high level, the developed models offer powerful applications, as revealed by the large number of examples presented. The material ranges form basic linear programming to algorithmic solutions of sophisticated systems problems and applications in water resources and power systems, shipbuilding, inventory control, etc.Audience: Students and researchers who need to solve practical and theoretical problems in operations research, mathematics, statistics, engineering, economics, insurance, finance, biology and environmental protection.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 620 pp. Englisch. Codice articolo 9780792334828
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