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...
Cote: | Libro Electrónico |
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Format: | Électronique eBook |
Langue: | Inglés |
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Wiesbaden :
Vieweg+Teubner Verlag : Imprint: Vieweg+Teubner Verlag,
2009.
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Édition: | 1st ed. 2009. |
Collection: | Stochastic Programming,
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Accès en ligne: | Texto Completo |