, ,

Stochastic Programming

Modeling Decision Problems Under Uncertainty

Gebonden Engels 2019 9783030292188
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

This book provides an essential introduction to Stochastic Programming, especially intended for graduate students. The book begins by exploring a linear programming problem with random parameters, representing a decision problem under uncertainty. Several models for this problem are presented, including the main ones used in Stochastic Programming: recourse models and chance constraint models. The book not only discusses the theoretical properties of these models and algorithms for solving them, but also explains the intrinsic differences between the models. In the book’s closing section, several case studies are presented, helping students apply the theory covered to practical problems.

The book is based on lecture notes developed for an Econometrics and Operations Research course for master students at the University of Groningen, the Netherlands - the longest-standing Stochastic Programming course worldwide. 

Specificaties

ISBN13:9783030292188
Taal:Engels
Bindwijze:gebonden
Uitgever:Springer International Publishing

Lezersrecensies

Wees de eerste die een lezersrecensie schrijft!

Inhoudsopgave

Introduction.- Random Objective Functions.- Recourse Models.- Stochastic Mixed-integer Programming.- Chance Constraints.- Integrated Chance Constraints.- Assignments.- Case Studies.

Managementboek Top 100

Rubrieken

Populaire producten

    Personen

      Trefwoorden

        Stochastic Programming