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Introduction to Stochastic Programming
The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research, mathematics, and probability. At the same time, it is now being applied in a wi...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York, NY :
Springer New York : Imprint: Springer,
2011.
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| Edición: | 2nd ed. 2011. |
| Colección: | Springer Series in Operations Research and Financial Engineering,
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| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
| LEADER | 00000nam a22000005i 4500 | ||
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| 001 | 978-1-4614-0237-4 | ||
| 003 | DE-He213 | ||
| 005 | 20220116125356.0 | ||
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| 008 | 110614s2011 xxu| s |||| 0|eng d | ||
| 020 | |a 9781461402374 |9 978-1-4614-0237-4 | ||
| 024 | 7 | |a 10.1007/978-1-4614-0237-4 |2 doi | |
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| 100 | 1 | |a Birge, John R. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Introduction to Stochastic Programming |h [electronic resource] / |c by John R. Birge, François Louveaux. |
| 250 | |a 2nd ed. 2011. | ||
| 264 | 1 | |a New York, NY : |b Springer New York : |b Imprint: Springer, |c 2011. | |
| 300 | |a XXV, 485 p. 44 illus. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 1 | |a Springer Series in Operations Research and Financial Engineering, |x 2197-1773 | |
| 505 | 0 | |a Introduction and Examples -- Uncertainty and Modeling Issues -- Basic Properties and Theory -- The Value of Information and the Stochastic Solution -- Two-Stage Recourse Problems -- Multistage Stochastic Programs -- Stochastic Integer Programs -- Evaluating and Approximating Expectations -- Monte Carlo Methods -- Multistage Approximations -- Sample Distribution Functions -- References. | |
| 520 | |a The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research, mathematics, and probability. At the same time, it is now being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks. This textbook provides a first course in stochastic programming suitable for students with a basic knowledge of linear programming, elementary analysis, and probability. The authors aim to present a broad overview of the main themes and methods of the subject. Its prime goal is to help students develop an intuition on how to model uncertainty into mathematical problems, what uncertainty changes bring to the decision process, and what techniques help to manage uncertainty in solving the problems. In this extensively updated new edition there is more material on methods and examples including several new approaches for discrete variables, new results on risk measures in modeling and Monte Carlo sampling methods, a new chapter on relationships to other methods including approximate dynamic programming, robust optimization and online methods. The book is highly illustrated with chapter summaries and many examples and exercises. Students, researchers and practitioners in operations research and the optimization area will find it particularly of interest. Review of First Edition: "The discussion on modeling issues, the large number of examples used to illustrate the material, and the breadth of the coverage make 'Introduction to Stochastic Programming' an ideal textbook for the area." (Interfaces, 1998) . | ||
| 650 | 0 | |a Operations research. | |
| 650 | 0 | |a Management science. | |
| 650 | 0 | |a Mathematical statistics-Data processing. | |
| 650 | 0 | |a Mathematical optimization. | |
| 650 | 1 | 4 | |a Operations Research, Management Science . |
| 650 | 2 | 4 | |a Statistics and Computing. |
| 650 | 2 | 4 | |a Optimization. |
| 700 | 1 | |a Louveaux, François. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9781461402367 |
| 776 | 0 | 8 | |i Printed edition: |z 9781461402381 |
| 776 | 0 | 8 | |i Printed edition: |z 9781493937035 |
| 830 | 0 | |a Springer Series in Operations Research and Financial Engineering, |x 2197-1773 | |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1007/978-1-4614-0237-4 |z Texto Completo |
| 912 | |a ZDB-2-SMA | ||
| 912 | |a ZDB-2-SXMS | ||
| 950 | |a Mathematics and Statistics (SpringerNature-11649) | ||
| 950 | |a Mathematics and Statistics (R0) (SpringerNature-43713) | ||