Stochastic Decomposition: A Statistical Method for Large Scale Stochastic Linear Programming: 8 - Brossura

Higle, Julia L. L.; Sen, S.

 
9781461368458: Stochastic Decomposition: A Statistical Method for Large Scale Stochastic Linear Programming: 8
Brossura
ISBN 10: 1461368456 ISBN 13: 9781461368458
Casa editrice: Springer, 2013

Sinossi

Motivation Stochastic Linear Programming with recourse represents one of the more widely applicable models for incorporating uncertainty within in which the SLP optimization models. There are several arenas model is appropriate, and such models have found applications in air­ line yield management, capacity planning, electric power generation planning, financial planning, logistics, telecommunications network planning, and many more. In some of these applications, modelers represent uncertainty in terms of only a few seenarios and formulate a large scale linear program which is then solved using LP software. However, there are many applications, such as the telecommunications planning problem discussed in this book, where a handful of seenarios do not capture variability well enough to provide a reasonable model of the actual decision-making problem. Problems of this type easily exceed the capabilities of LP software by several orders of magnitude. Their solution requires the use of algorithmic methods that exploit the structure of the SLP model in a manner that will accommodate large scale applications.

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Recensione

`... can be highly recommended to anyone who wants to understand what stochastic decomposition is all about ...'
Mathematical Reviews, 98d

Contenuti

Preface. 1. Two Stage Stochastic Linear Programs. 2. Sampling Within Stochastic Linear Programming. 3. Foundations of Stochastic Decomposition. 4. Stabilizing Stochastic Decomposition. 5. Stopping Rules for Stochastic Decomposition. 6. Guidelines for Computer Implementation. 7. Illustrative Computational Experiments. Glossary.

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Editore
Springer
Data di pubblicazione
2013
Lingua
Inglese
ISBN 10 
1461368456
ISBN 13 
9781461368458
Rilegatura
Copertina flessibile
Numero di pagine
248
Contatto del produttore
Springer Nature Customer Service Center GmbH
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Altre edizioni note dello stesso titolo

9780792338406: Stochastic Decomposition: A Statistical Method for Large Scale Stochastic Linear Programming: 8

Edizione in evidenza

ISBN 10:  0792338405 ISBN 13:  9780792338406
Casa editrice: SPRINGER NATURE, 1996
Rilegato