Applications of Stochastic Programming - Brossura

Brossura

ISBN 10: 0898715555 ISBN 13: 9780898715552

Casa editrice: Society for Industrial and Applied Mathematics, 2005

Riassunto

This is the first book devoted to the full scale of applications of stochastic programming, and to provide access to publicly available algorithmic systems. The 32 contributed papers are written by leading stochastic programming specialists and reflect the recent advanced research on algorithms and applications. The book consists of two parts: the first presents papers describing publicly available stochastic programming systems that are currently operational. All the codes have been extensively tested and developed and will appeal to researchers and developers wanting to make models without extensive programming and other implementation costs. The second part of the book is a diverse collection of application papers in areas such as production, supply chain and scheduling, gaming, environmental and pollution control, financial modeling, telecommunications, and electricity. It contains the most complete collection of real applications using stochastic programming available in the literature.

Su questo libro

Descrizione del libro

This is the first book devoted to the full scale of applications of stochastic programming and also the first to provide access to publicly available algorithmic systems. The 32 contributed papers are written by leading stochastic programming specialists and reflect recent advanced research on algorithms and applications.

L'autore

About the Editors Stein W. Wallace is Professor of Quantitative Logistics at Molde University College, Norway. He has held visiting positions at institutions in both Europe and the United States. He is co-author, with Peter Kall of Zürich, of the first textbook in stochastic programming, and he has published more than 50 articles in refereed journals. William T. Ziemba is Alumni Professor of Financial Modeling and Stochastic Optimization at the Sauder School of Business at the University of British Columbia. He has held visiting positions at universities in Europe, the United States, and Asia and is a consultant in the financial and investment industries. He has served as CORS editor of INFOR and department of finance editor of Management Science. He is author or editor of over 20 books and has published over 200 papers in refereed journals.

Dettagli dell?edizione

• Editore: Society for Industrial and Applied Mathematics
• Data di pubblicazione: 2005
• ISBN 10: 0898715555
• ISBN 13: 9780898715552
• Rilegatura: Copertina flessibile
• Lingua: Inglese
• Numero di pagine: 184
• Redattore: Wallace Stein W., Ziemba William T.