Modeling with Stochastic Programming - Couverture souple

King, Alan J. J.; Wallace, Stein W.

 
9781489992123: Modeling with Stochastic Programming

Synopsis

While there are several texts on how to solve and analyze stochastic programs, this is the first text to address basic questions about how to model uncertainty, and how to reformulate a deterministic model so that it can be analyzed in a stochastic setting. This text would be suitable as a stand-alone or supplement for a second course in OR/MS or in optimization-oriented engineering disciplines where the instructor wants to explain where models come from and what the fundamental issues are. The book is easy-to-read, highly illustrated with lots of examples and discussions. It will be suitable for graduate students and researchers working in operations research, mathematics, engineering and related departments where there is interest in learning how to model uncertainty. Alan King is a Research Staff Member at IBM's Thomas J. Watson Research Center in New York. Stein W. Wallace is a Professor of Operational Research at Lancaster University Management School in England.

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Présentation de l'éditeur

This book bridges theory and application of stochastic programming in operations research. It describes various methods of formulating stochastic optimization problems, and illustrates their advantages and disadvantages with examples and case studies.

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Autres éditions populaires du même titre

9780387878164: Modeling with Stochastic Programming

Edition présentée

ISBN 10 :  0387878165 ISBN 13 :  9780387878164
Editeur : Springer-Verlag New York Inc., 2012
Couverture rigide