Introduction to stochastic programming
The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research, mathematics, and probability. At the same time, it is now being applied in a wi...
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| Glavni autori: | , |
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| Format: | Livre numérique |
| Jezik: | Anglais |
| Izdano: |
New York, NY :
Springer New York
2011.
Cham : Springer Nature |
| Serija: | Springer Series in Operations Research and Financial Engineering
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| Teme: | |
| Online pristup: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Bilješka: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Introduction to Stochastic Programming, Texte imprimé, 9781461402381 • Introduction to Stochastic Programming, Texte imprimé, 9781493937035 • Introduction to stochastic programming, John R. Birge, François Louveaux, 2nd edition, New York, Springer, 2011, 1 vol. (XXV-485 p.), Springer series in operations research and financial engineering, 978-1-4614-0236-7 |
Sadržaj:
- Introduction and Examples
- Uncertainty and Modeling Issues
- Basic Properties and Theory
- The Value of Information and the Stochastic Solution
- Two-Stage Recourse Problems
- Multistage Stochastic Programs
- Stochastic Integer Programs
- Evaluating and Approximating Expectations
- Monte Carlo Methods
- Multistage Approximations
- Sample Distribution Functions
- References.