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Theory and Practice of Uncertain Programming

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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.

Theory and Practice of Uncertain Programming

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Author :
Release : 2008-12-28
Genre : Technology & Engineering
Kind : eBook
Book Rating : 845/5 ( 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 2008-12-28. Available in PDF, EPUB and Kindle. Book excerpt: Real-life decisions are usually made in the state of uncertainty such as randomness and fuzziness. 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, including numerous modeling ideas, hybrid intelligent algorithms, and applications in system reliability design, project scheduling problem, vehicle routing problem, facility location problem, and machine scheduling problem. 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 : 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.

Introduction to Stochastic Programming

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Author :
Release : 2006-04-06
Genre : Mathematics
Kind : eBook
Book Rating : 184/5 ( reviews)

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Book Synopsis Introduction to Stochastic Programming by : John R. Birge

Download or read book Introduction to Stochastic Programming written by John R. Birge. This book was released on 2006-04-06. Available in PDF, EPUB and Kindle. Book excerpt: This rapidly developing field encompasses many disciplines including operations research, mathematics, and probability. Conversely, it is being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks. This textbook provides a first course in stochastic programming suitable for students with a basic knowledge of linear programming, elementary analysis, and probability. The authors present a broad overview of the main themes and methods of the subject, thus helping students develop an intuition for how to model uncertainty into mathematical problems, what uncertainty changes bring to the decision process, and what techniques help to manage uncertainty in solving the problems. The early chapters introduce some worked examples of stochastic programming, demonstrate how a stochastic model is formally built, develop the properties of stochastic programs and the basic solution techniques used to solve them. The book then goes on to cover approximation and sampling techniques and is rounded off by an in-depth case study. A well-paced and wide-ranging introduction to this subject.

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