Planning Under Uncertainty: Solving Large-Scale Stochastic Linear Programs - Couverture rigide

Infanger, Gerd

 
9780894262494: Planning Under Uncertainty: Solving Large-Scale Stochastic Linear Programs
Couverture rigide
ISBN 10 : 0894262491 ISBN 13 : 9780894262494
Editeur : Scientific Press Inc, 1998

Synopsis

Efficient technologies have been developed to solve large deterministic dynamic linear systems, but deterministic methodologies cannot account for real uncertainties. Stochastic models avoid this shortcoming but are often computationally expensive or intractable. An approach devised by George Dantzig, P. Glynn, and Gerd Infanger and explained in this book is capable of solving large scale stochastic linear problems with numerous stochastic parameters. The method hs been successfully tested on facility expansions and financial planning problems. In one case a problem whose deterministic equivalant would appear as a linear programming problem with approxiamately 10/27 constraints and variables was solved on a laptop 80386 computer.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Scientific Press Inc
Date d'édition
1998
Langue
anglais
ISBN 10 
0894262491
ISBN 13 
9780894262494
Reliure
Relié
Nombre de pages
108
Coordonnées du fabricant
non disponible
Personne responsable
non disponible