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Author : Lewis Ntaimo
Release :
Genre :
Kind : eBook
Book Rating : 640/5 ( reviews)
Book Synopsis Computational Stochastic Programming by : Lewis Ntaimo
Download or read book Computational Stochastic Programming written by Lewis Ntaimo. This book was released on . Available in PDF, EPUB and Kindle. Book excerpt:
Author : Alexander Shapiro
Release : 2009-01-01
Genre : Mathematics
Kind : eBook
Book Rating : 759/5 ( reviews)
Book Synopsis Lectures on Stochastic Programming by : Alexander Shapiro
Download or read book Lectures on Stochastic Programming written by Alexander Shapiro. This book was released on 2009-01-01. Available in PDF, EPUB and Kindle. Book excerpt: Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their existence compels a need for rigorous ways of formulating, analyzing, and solving such problems. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. Readers will find coverage of the basic concepts of modeling these problems, including recourse actions and the nonanticipativity principle. The book also includes the theory of two-stage and multistage stochastic programming problems; the current state of the theory on chance (probabilistic) constraints, including the structure of the problems, optimality theory, and duality; and statistical inference in and risk-averse approaches to stochastic programming.
Author : Peter Kall
Release : 2010-11-02
Genre : Mathematics
Kind : eBook
Book Rating : 295/5 ( reviews)
Book Synopsis Stochastic Linear Programming by : Peter Kall
Download or read book Stochastic Linear Programming written by Peter Kall. This book was released on 2010-11-02. Available in PDF, EPUB and Kindle. Book excerpt: This new edition of Stochastic Linear Programming: Models, Theory and Computation has been brought completely up to date, either dealing with or at least referring to new material on models and methods, including DEA with stochastic outputs modeled via constraints on special risk functions (generalizing chance constraints, ICC’s and CVaR constraints), material on Sharpe-ratio, and Asset Liability Management models involving CVaR in a multi-stage setup. To facilitate use as a text, exercises are included throughout the book, and web access is provided to a student version of the authors’ SLP-IOR software. Additionally, the authors have updated the Guide to Available Software, and they have included newer algorithms and modeling systems for SLP. The book is thus suitable as a text for advanced courses in stochastic optimization, and as a reference to the field. From Reviews of the First Edition: "The book presents a comprehensive study of stochastic linear optimization problems and their applications. ... The presentation includes geometric interpretation, linear programming duality, and the simplex method in its primal and dual forms. ... The authors have made an effort to collect ... the most useful recent ideas and algorithms in this area. ... A guide to the existing software is included as well." (Darinka Dentcheva, Mathematical Reviews, Issue 2006 c) "This is a graduate text in optimisation whose main emphasis is in stochastic programming. The book is clearly written. ... This is a good book for providing mathematicians, economists and engineers with an almost complete start up information for working in the field. I heartily welcome its publication. ... It is evident that this book will constitute an obligatory reference source for the specialists of the field." (Carlos Narciso Bouza Herrera, Zentralblatt MATH, Vol. 1104 (6), 2007)
Author : Stein W. Wallace
Release : 2005-06-01
Genre : Mathematics
Kind : eBook
Book Rating : 555/5 ( reviews)
Book Synopsis Applications of Stochastic Programming by : Stein W. Wallace
Download or read book Applications of Stochastic Programming written by Stein W. Wallace. This book was released on 2005-06-01. Available in PDF, EPUB and Kindle. Book excerpt: Consisting of two parts, this book presents papers describing publicly available stochastic programming systems that are operational. It presents 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.
Author : David L. Woodruff
Release : 2013-03-14
Genre : Business & Economics
Kind : eBook
Book Rating : 077/5 ( reviews)
Book Synopsis Advances in Computational and Stochastic Optimization, Logic Programming, and Heuristic Search by : David L. Woodruff
Download or read book Advances in Computational and Stochastic Optimization, Logic Programming, and Heuristic Search written by David L. Woodruff. This book was released on 2013-03-14. Available in PDF, EPUB and Kindle. Book excerpt: Computer Science and Operations Research continue to have a synergistic relationship and this book - as a part of the Operations Research and Computer Science Interface Series - sits squarely in the center of the confluence of these two technical research communities. The research presented in the volume is evidence of the expanding frontiers of these two intersecting disciplines and provides researchers and practitioners with new work in the areas of logic programming, stochastic optimization, heuristic search and post-solution analysis for integer programs. The chapter topics span the spectrum of application level. Some of the chapters are highly applied and others represent work in which the application potential is only beginning. In addition, each chapter contains expository material and reviews of the literature designed to enhance the participation of the reader in this expanding interface.
