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Modelling Solution Methods Stochastic by Zverovich Victor (5 results)
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Modelling and solution methods for stochastic optimisation: Computational methods for optimisation under uncertainty
Language: English
Published by LAP LAMBERT Academic Publishing, 2012
ISBN 10: 3659255769 ISBN 13: 9783659255762
Condition: New.
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Modelling and solution methods for stochastic optimisation
Language: English
Published by LAP LAMBERT Academic Publishing, 2012
ISBN 10: 3659255769 ISBN 13: 9783659255762
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Zverovich VictorDr Zverovich received his PhD in 2011 from Brunel University, UK. His main research interests are stochastic programming and algebraic modelling languages. He is currently working at AMPL, a leading provider of modell.
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Modelling and solution methods for stochastic optimisation: Computational methods for optimisation under uncertainty
Language: English
Published by LAP LAMBERT Academic Publishing, 2012
ISBN 10: 3659255769 ISBN 13: 9783659255762
Condition: New. Print on Demand.
-
Modelling and solution methods for stochastic optimisation: Computational methods for optimisation under uncertainty
Language: English
Published by LAP LAMBERT Academic Publishing, 2012
ISBN 10: 3659255769 ISBN 13: 9783659255762
Condition: New. PRINT ON DEMAND.
-
Modelling and solution methods for stochastic optimisation : Computational methods for optimisation under uncertainty
Language: English
Published by LAP Lambert Academic Publishing, 2012
ISBN 10: 3659255769 ISBN 13: 9783659255762
Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Stochastic programming (SP) is an area of mathematical optimisation which deals with problems that involve uncertainty. Its foundation was laid out by a seminal work of Dantzig published in 1955 which introduced linear programming under uncertainty. In this book we consider two research problems, namely, (i) language constructs for modelling SP problems and (ii) solution methods for processing instances of different classes of SP problems. We first describe a new design of an SP modelling system which provides greater extensibility and reuse. We also investigate in detail the following important classes of SP problems: single-stage SP with risk constraints, two-stage linear and stochastic integer programming problems.
