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Stochastic Decomposition: A Statistical Method for Large Scale Stochastic Linear Programming - Softcover

Higle, Julia L.; Sen, S.

 
9781461541165: Stochastic Decomposition: A Statistical Method for Large Scale Stochastic Linear Programming
Softcover
ISBN 10: 1461541166 ISBN 13: 9781461541165
Publisher: Springer, 2013

This specific ISBN edition is currently not available.

Synopsis

Preface. 1. Two Stage Stochastic Linear Programs. 2. Sampling Within Stochastic Linear Programming. 3. Foundations of Stochastic Decomposition. 4. Stabilizing Stochastic Decomposition. 5. Stopping Rules for Stochastic Decomposition. 6. Guidelines for Computer Implementation. 7. Illustrative Computational Experiments. Glossary.

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Publisher
Springer
Publication date
2013
Language
English
ISBN 10 
1461541166
ISBN 13 
9781461541165
Binding
Paperback
Number of pages
248

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Other Popular Editions of the Same Title

9780792338406: Stochastic Decomposition: A Statistical Method for Large Scale Stochastic Linear Programming: 8 (Nonconvex Optimization and Its Applications, 8)

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ISBN 10:  0792338405 ISBN 13:  9780792338406
Publisher: Springer, 1996
Hardcover