Modelling and solution methods for stochastic optimisation: Computational methods for optimisation under uncertainty - Couverture souple

Zverovich, Victor

 
9783659255762: Modelling and solution methods for stochastic optimisation: Computational methods for optimisation under uncertainty
Couverture souple
ISBN 10 : 3659255769 ISBN 13 : 9783659255762
Editeur : LAP LAMBERT Academic Publishing, 2012

Synopsis

Stochastic programming (SP) is an area of mathematical optimisation which deals with problems that involve uncertainty. Its foundation was laid out by a seminal work of Dantzig published in 1955 which introduced linear programming under uncertainty. In this book we consider two research problems, namely, (i) language constructs for modelling SP problems and (ii) solution methods for processing instances of different classes of SP problems. We first describe a new design of an SP modelling system which provides greater extensibility and reuse. We also investigate in detail the following important classes of SP problems: single-stage SP with risk constraints, two-stage linear and stochastic integer programming problems.

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Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2012
Langue
anglais
ISBN 10 
3659255769
ISBN 13 
9783659255762
Reliure
Broché
Nombre de pages
168
Coordonnées du fabricant
non disponible
Personne responsable
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