Two-Stage Stochastic Linear Programming with Recourse: A Characterization of Local Regions Using Response Surface Methodology
Mills, David T
ISBN 10: 1249586763 ISBN 13: 9781249586760
Edité par Biblioscholar, 2012
Neuf(s)
Couverture souple
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A propos de cet article
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N° de réf. du vendeur ABLIING23Mar2411530018012
Synopsis :
The LP recourse problem applies to two-stage optimization problems where uncertainty in resource availability of the second stage hinders informed decision making. The recourse function affords a way to compensate "later" for an error in prediction "now." The literature provides a rich body of work on the optimization of such problems, but little research has been accomplished regarding the characterization of the surface in the local region of optimality, in particular sensitivity analysis. A decision maker faced with considerations other than the modeled objective function must be presented with a way to estimate the impact of operating at non-optimal decision variable values. This work develops and demonstrates a technique for characterizing the surface using response surface methodology. Specifically, the flexibility and utility of RSM techniques applied to this class of problems is demonstrated, and a methodology for characterizing the surface in the local region using a low-order polynomial is developed.
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Titre : Two-Stage Stochastic Linear Programming with...
Éditeur : Biblioscholar
Date d'édition : 2012
Reliure : Couverture souple
Etat : New
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Two-Stage Stochastic Linear Programming with Recourse: A Characterization of Local Regions Using Response Surface Methodology
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Biblioscholar, 2012
ISBN 10 : 1249586763
ISBN 13 : 9781249586760
Neuf
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Two-Stage Stochastic Linear Programming with Recourse: A Characterization of Local Regions Using Response Surface Methodology
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Etat : New. KlappentextrnrnThe LP recourse problem applies to two-stage optimization problems where uncertainty in resource availability of the second stage hinders informed decision making. The recourse function affords a way to compensate later for an e. N° de réf. du vendeur 6487624
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Two-Stage Stochastic Linear Programming with Recourse: A Characterization of Local Regions Using Response Surface Methodology
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Creative Media Partners, LLC Okt 2012, 2012
ISBN 10 : 1249586763
ISBN 13 : 9781249586760
Neuf
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Taschenbuch. Etat : Neu. Neuware - The LP recourse problem applies to two-stage optimization problems where uncertainty in resource availability of the second stage hinders informed decision making. The recourse function affords a way to compensate 'later' for an error in prediction 'now.' The literature provides a rich body of work on the optimization of such problems, but little research has been accomplished regarding the characterization of the surface in the local region of optimality, in particular sensitivity analysis. A decision maker faced with considerations other than the modeled objective function must be presented with a way to estimate the impact of operating at non-optimal decision variable values. This work develops and demonstrates a technique for characterizing the surface using response surface methodology. Specifically, the flexibility and utility of RSM techniques applied to this class of problems is demonstrated, and a methodology for characterizing the surface in the local region using a low-order polynomial is developed. N° de réf. du vendeur 9781249586760
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Two-Stage Stochastic Linear Programming with Recourse: A Characterization of Local Regions Using Response Surface Methodology
Edité par
BiblioScholar, 2012
ISBN 10 : 1249586763
ISBN 13 : 9781249586760
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