Modeling with Stochastic Programming
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-al...
Clasificación: | Libro Electrónico |
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Autores principales: | , |
Autor Corporativo: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
New York, NY :
Springer New York : Imprint: Springer,
2012.
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Edición: | 1st ed. 2012. |
Colección: | Springer Series in Operations Research and Financial Engineering,
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Temas: | |
Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- Uncertainty in Optimization.-Modeling Feasibility and Dynamics.-Modeling the Objective Function
- Scenario tree generation, With Michal Kaut.-Service network design, With Arnt-Gunnar Lium and Teodor Gabriel Crainic
- A multi-dimensional newsboy problem with substitution, With Hajnalka Vaagen
- Stochastic Discount Factors
- Long Lead Time Production, With Aliza Heching
- References
- Index.