Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming
Stochastic programming provides a framework for modelling, analyzing, and solving optimization problems with some parameters being not known up to a probability distribution. Such problems arise in a variety of applications, such as inventory control, financial planning and portfolio optimization, a...
Call Number: | Libro Electrónico |
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Main Author: | |
Corporate Author: | |
Format: | Electronic eBook |
Language: | Inglés |
Published: |
Wiesbaden :
Vieweg+Teubner Verlag : Imprint: Vieweg+Teubner Verlag,
2009.
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Edition: | 1st ed. 2009. |
Series: | Stochastic Programming,
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Subjects: | |
Online Access: | Texto Completo |