Lectures on Stochastic Programming: Modeling and Theory - Rilegato

Alexander Shapiro (author); Darinka Dentcheva (author) & Andrzej Ruszczski (author)

 
9781611976588: Lectures on Stochastic Programming: Modeling and Theory
Rilegato
ISBN 10: 1611976588 ISBN 13: 9781611976588
Casa editrice: SIAM - Society for Industrial and Applied Mathematics, 2021

Sinossi

Lectures on Stochastic Programming: Modeling and Theory, Third Edition covers optimization problems involving uncertain parameters for which stochastic models are available. These problems occur in almost all areas of science and engineering.

This substantial revision of the previous edition presents a modern theory of stochastic programming, including expanded coverage of sample complexity, risk measures, and distributionally robust optimization:

  • Chapter 6 is updated and the interchangeability principle for risk measures is discussed in detail.
  • Two new chapters, 'Distributionally Robust Stochastic Programming' (DRSP) and 'Computational Methods' provide readers with a solid understanding of emerging topics.
  • Chapter 8 presents new material on formulation and numerical approaches to solving periodical multistage stochastic programs.


This book is written for researchers and graduate students working on theory and applications of optimization.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Editore
SIAM - Society for Industrial and Applied Mathematics
Data di pubblicazione
2021
Lingua
Inglese
ISBN 10 
1611976588
ISBN 13 
9781611976588
Rilegatura
Copertina rigida
Numero edizione
3
Numero di pagine
527
Contatto del produttore
non disponibile
Persona responsabile
non disponibile