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Advances in Linear Stochastic Programming: The Two-Level Decomposition Principle Via Dual Central Pricing - Couverture souple
Synopsis
Multi-stage Stochastic Programming (MSP) has many practical applications for solving problems whose current resolution must be made while taking into account future uncertainty. A variety of methods exist for solving stochastic programming problems, among them are: direct methods such as simplex and interior point methods, and decomposition methods such as ACCPM (Analytic Center Cutting Plane Method), Dantzig-Wolfe and Benders decompositions, and L-shaped method. Moreover, approximation methods such as Monte Carlo simulation, as well as combinatorial heuristics are employed to solve this class of problems. In addition to extensive discussion on methods for solving multi-stage stochastic program, this book addresses two important production planning challenges namely, stochastic capacity planning; and stochastic in-house production and outsourcing planning. Problems are formulated as large-scale, Multi-stage Stochastic programs and solved implementing an innovative two-level, interior-point decomposition algorithm based on ACCPM.
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Advances in Linear Stochastic Programming
Edité par
VDM Verlag Dr. Müller, 2009
ISBN 10 : 3639218809
ISBN 13 : 9783639218800
Neuf
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Kartoniert / Broschiert. Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Rasekh LilaLila Rasekh holds a Ph. D. degree in Management Science from HEC- Montreal and McGill University in Canada. She currently works in the Decision Science team of Revenue Management at Walt Disney World. Her work focuses on. N° de réf. du vendeur 4968204
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Advances in Linear Stochastic Programming The TwoLevel Decomposition Principle Via Dual Central Pricing
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Advances in Linear Stochastic Programming: The Two-Level Decomposition Principle Via Dual Central Pricing
Edité par
VDM Verlag Dr. M�ller 2009-12-08, 2009
ISBN 10 : 3639218809
ISBN 13 : 9783639218800
Neuf
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Advances in Linear Stochastic Programming: The Two-Level Decomposition Principle Via Dual Central Pricing
Edité par
VDM Verlag Dr. Müller, 2009
ISBN 10 : 3639218809
ISBN 13 : 9783639218800
Neuf
Couverture souple
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Advances in Linear Stochastic Programming : The Two-Level Decomposition Principle Via Dual Central Pricing
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Taschenbuch. Etat : Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Multi-stage Stochastic Programming (MSP) has many practical applications for solving problems whose current resolution must be made while taking into account future uncertainty. A variety of methods exist for solving stochastic programming problems, among them are: direct methods such as simplex and interior point methods, and decomposition methods such as ACCPM (Analytic Center Cutting Plane Method), Dantzig-Wolfe and Benders decompositions, and L-shaped method. Moreover, approximation methods such as Monte Carlo simulation, as well as combinatorial heuristics are employed to solve this class of problems. In addition to extensive discussion on methods for solving multi-stage stochastic program, this book addresses two important production planning challenges namely, stochastic capacity planning; and stochastic in-house production and outsourcing planning. Problems are formulated as large-scale, Multi-stage Stochastic programs and solved implementing an innovative two-level, interior-point decomposition algorithm based on ACCPM. N° de réf. du vendeur 9783639218800
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Advances in Linear Stochastic Programming: The Two-Level Decomposition Principle Via Dual Central Pricing
Edité par
VDM Verlag Dr. Müller, 2009
ISBN 10 : 3639218809
ISBN 13 : 9783639218800
Neuf
Couverture souple
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Advances in Linear Stochastic Programming: The Two-Level Decomposition Principle Via Dual Central Pricing
Edité par
VDM Verlag Dr. Müller, 2009
ISBN 10 : 3639218809
ISBN 13 : 9783639218800
Ancien ou d'occasion
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