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

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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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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