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Theory and Practice of Uncertain Programming

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Release : 2013-04-17
Genre : Computers
Kind : eBook
Book Rating : 813/5 ( reviews)

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Book Synopsis Theory and Practice of Uncertain Programming by : Baoding Liu

Download or read book Theory and Practice of Uncertain Programming written by Baoding Liu. This book was released on 2013-04-17. Available in PDF, EPUB and Kindle. Book excerpt: Real-life decisions are usually made in the state of uncertainty (randomness, fuzziness, roughness, etc.). How do we model optimization problems in uncertain environments? How do we solve these models? In order to answer these questions, this book provides a self-contained, comprehensive and up-to-date presentation of uncertain programming theory. It includes numerous modeling ideas, hybrid intelligent algorithms, and various applications in transportation problem, inventory system, facility location & allocation, capital budgeting, topological optimization, vehicle routing problem, redundancy optimization, and scheduling. Researchers, practitioners and students in operations research, management science, information science, system science, and engineering will find this work a stimulating and useful reference.

Theory and Practice of Uncertain Programming

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Author :
Release : 2009-03-17
Genre : Business & Economics
Kind : eBook
Book Rating : 837/5 ( reviews)

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Book Synopsis Theory and Practice of Uncertain Programming by : Baoding Liu

Download or read book Theory and Practice of Uncertain Programming written by Baoding Liu. This book was released on 2009-03-17. Available in PDF, EPUB and Kindle. Book excerpt: This book provides comprehensive coverage of uncertain programming theory, including numerous modeling ideas, hybrid intelligent algorithms, and applications in system reliability design, vehicle routing problem, and machine scheduling problem.

Uncertain Programming

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Author :
Release : 1999
Genre : Computers
Kind : eBook
Book Rating : /5 ( reviews)

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Book Synopsis Uncertain Programming by : Baoding Liu

Download or read book Uncertain Programming written by Baoding Liu. This book was released on 1999. Available in PDF, EPUB and Kindle. Book excerpt: An up-to-date, authoritative, comprehensive look at optimization theory in uncertain environments Real-life management decisions, such as buy/sell decisions in the stock market, are almost always made in uncertain environments. Is it possible to make model decision problems to fit these circumstances? Once constructed, can these models be solved? In Uncertain Programming, Baoding Liu answers both of these questions in the affirmative and goes on to lay a solid foundation for optimization in generally uncertain environments. Uncertain Programming describes the basic concepts of mathematical programming, provides a genetic algorithm for optimization problems, and introduces the techniques of stochastic and fuzzy simulation. After examining some basic results of expected value models, the book moves on to explore chance-constrained programming with stochastic parameters and illustrate applications of chance-constrained programming models. Dr. Liu discusses dependent-chance programming in stochastic environments and extends both chance-constrained and dependent-chance programming from stochastic to fuzzy environments. He then constructs a theoretical framework for fuzzy programming with fuzzy rather than crisp decisions. This remarkable and revolutionary book: * Lays a foundation for optimization theory in uncertain environments * Provides a unifying principle for dealing with stochastic and fuzzy programming * Incorporates the most recent developments in the field * Emphasizes modeling ideas, evolutionary computation, and applications of uncertain programming Uncertain Programming is a reliable, authoritative, and eye-opening guide for researchers and engineers in operations research, management science, business management, information and systems science, and computer science.

Lectures on Stochastic Programming

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Author :
Release : 2009-01-01
Genre : Mathematics
Kind : eBook
Book Rating : 759/5 ( reviews)

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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.

Uncertainty Theory

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Release : 2007-09-14
Genre : Technology & Engineering
Kind : eBook
Book Rating : 652/5 ( reviews)

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Book Synopsis Uncertainty Theory by : Baoding Liu

Download or read book Uncertainty Theory written by Baoding Liu. This book was released on 2007-09-14. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a self-contained, comprehensive and up-to-date presentation of uncertainty theory. The purpose is to equip the readers with an axiomatic approach to deal with uncertainty. For this new edition the entire text has been totally rewritten. The chapters on chance theory and uncertainty theory are completely new. Mathematicians, researchers, engineers, designers, and students will find this work a stimulating and useful reference.

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