Introduction to Stochastic Programming:
Gespeichert in:
1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
New York, NY
Springer New York
1997
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Schriftenreihe: | Springer Series in Operations Research and Financial Engineering
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Schlagworte: | |
Online-Zugang: | Volltext |
Beschreibung: | The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research, mathematics, and probability. Conversely, it is being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks. This textbook provides a first course in stochastic programming suitable for students with a basic knowledge of linear programming, elementary analysis, and probability. The authors aim to present a broad overview of the main themes and methods of the subject. Its prime goal is to help students develop an intuition on how to model uncertainty into mathematical problems, what uncertainty changes bring to the decision process, and what techniques help to manage uncertainty in solving the problems. The first chapters introduce some worked examples of stochastic programming and demonstrate how a stochastic model is formally built. Subsequent chapters develop the properties of stochastic programs and the basic solution techniques used to solve them. Three chapters cover approximation and sampling techniques and the final chapter presents a case study in depth. A wide range of students from operations research, industrial engineering, and related disciplines will find this a well-paced and wide-ranging introduction to this subject |
Beschreibung: | 1 Online-Ressource (XIX, 421 p) |
ISBN: | 9780387226187 9780387982175 |
ISSN: | 1431-8598 |
DOI: | 10.1007/b97617 |
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Datensatz im Suchindex
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author | Birge, John R. |
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discipline | Mathematik Wirtschaftswissenschaften |
doi_str_mv | 10.1007/b97617 |
format | Electronic eBook |
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isbn | 9780387226187 9780387982175 |
issn | 1431-8598 |
language | English |
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spelling | Birge, John R. Verfasser aut Introduction to Stochastic Programming by John R. Birge, François Louveaux New York, NY Springer New York 1997 1 Online-Ressource (XIX, 421 p) txt rdacontent c rdamedia cr rdacarrier Springer Series in Operations Research and Financial Engineering 1431-8598 The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research, mathematics, and probability. Conversely, it is being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks. This textbook provides a first course in stochastic programming suitable for students with a basic knowledge of linear programming, elementary analysis, and probability. The authors aim to present a broad overview of the main themes and methods of the subject. Its prime goal is to help students develop an intuition on how to model uncertainty into mathematical problems, what uncertainty changes bring to the decision process, and what techniques help to manage uncertainty in solving the problems. The first chapters introduce some worked examples of stochastic programming and demonstrate how a stochastic model is formally built. Subsequent chapters develop the properties of stochastic programs and the basic solution techniques used to solve them. Three chapters cover approximation and sampling techniques and the final chapter presents a case study in depth. A wide range of students from operations research, industrial engineering, and related disciplines will find this a well-paced and wide-ranging introduction to this subject Economics Economics/Management Science Operations Research/Decision Theory Management Wirtschaft Stochastische Optimierung (DE-588)4057625-5 gnd rswk-swf 1\p (DE-588)4123623-3 Lehrbuch gnd-content Stochastische Optimierung (DE-588)4057625-5 s 2\p DE-604 Louveaux, François Sonstige oth https://doi.org/10.1007/b97617 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Birge, John R. Introduction to Stochastic Programming Economics Economics/Management Science Operations Research/Decision Theory Management Wirtschaft Stochastische Optimierung (DE-588)4057625-5 gnd |
subject_GND | (DE-588)4057625-5 (DE-588)4123623-3 |
title | Introduction to Stochastic Programming |
title_auth | Introduction to Stochastic Programming |
title_exact_search | Introduction to Stochastic Programming |
title_full | Introduction to Stochastic Programming by John R. Birge, François Louveaux |
title_fullStr | Introduction to Stochastic Programming by John R. Birge, François Louveaux |
title_full_unstemmed | Introduction to Stochastic Programming by John R. Birge, François Louveaux |
title_short | Introduction to Stochastic Programming |
title_sort | introduction to stochastic programming |
topic | Economics Economics/Management Science Operations Research/Decision Theory Management Wirtschaft Stochastische Optimierung (DE-588)4057625-5 gnd |
topic_facet | Economics Economics/Management Science Operations Research/Decision Theory Management Wirtschaft Stochastische Optimierung Lehrbuch |
url | https://doi.org/10.1007/b97617 |
work_keys_str_mv | AT birgejohnr introductiontostochasticprogramming AT louveauxfrancois introductiontostochasticprogramming |