[request_ebook] STOCHASTIC PROGRAMMING (Handbooks in Operations Research and Management Science, Vol.10)

图书介绍

• Author: A. Ruszczynski and A. Shapiro
• Publisher: 978-0-444-50854-6
• Publish Date: SEP-2003
• Pages: 700

Description
This Handbook Volume brings together leading experts in the most important sub-fields of stochastic programming to present a rigorous overview of basic models, methods and applications of stochastic programming. The work is intended for researchers, students, engineers and economists, who encounter in their work optimization problems involving uncertainty.

The area of stochastic programming was created in the middle of the last century, following fundamental achievements in linear and nonlinear programming. However, because of the inherent difficulty of stochastic optimisation problems, it took a long time until efficient solution methods were developed. In the last two decades a dramatic change in our abilities to solve stochastic programming problems took place. It is partially due to the progress in large scale linear and nonlinear programming, in nonsmooth optimization and integer programming, but mainly it follows the development of techniques exploiting specific properties of stochastic programming problems. Computational advances are also due to modern parallel processing technology. Nowadays we can solve stochastic optimization problems involving tens of millions of variables and constraints.

Contents
Preface. Chapters. Stochastic Programming Models (A. Ruszczynski, A. Shapiro). Optimality and Duality in Stochastic Programming (A. Ruszczynski, A. Shapiro). Decomposition Methods (A. Ruszczynski). Stochastic Integer Programming (F.V. Louveaux, R. Schultz). Probabilistic Programming (A. Prékopa). Monte Carlo Sampling Methods (A. Shapiro). Stochastic Optimization and Statistical Inference (G. Ch. Pflug). Stability of Stochastic Programming Problems (W. Römisch). Stochastic Programming in Transportation and Logistics (W.B. Powell, H. Topaloglu). Stochastic Programming Models in Energy (S.W. Wallace, S.-E. Fleten).

ScienceDirect Link: http://tinyurl.com/4z38yu

1. Ebooks list page : 1647
2. [request_ebook] STOCHASTIC PROGRAMMING (Handbooks in Operations Research and Management Science, Vol.10)
3. [request_ebook] STOCHASTIC MODELS (Handbooks in Operations Research and Management Science, Vol.2) - Removed
4. [request_ebook] NETWORK ROUTING (Handbooks in Operations Research and Management Science, Vol.8)
5. [request_ebook] NETWORK MODELS (Handbooks in Operations Research and Management Science, Vol.7)
6. [request_ebook] TRANSPORTATION (Handbooks in Operations Research and Management Science, Vol.12)
7. [request_ebook] SIMULATION (Handbooks in Operations Research and Management Science, Vol.13)
8. [request_ebook] SUPPLY CHAIN MANAGEMENT: DESIGN, COORDINATION AND OPERATION (Handbooks in Operations Research and Management Science, Vol.11)
9. [request_ebook] COMPUTING (Handbooks in Operations Research and Management Science, Vol.3)
10. [request_ebook] LOGISTICS OF PRODUCTION AND INVENTORY (Handbooks in Operations Research and Management Science, Vol.4) - Removed
11. [request_ebook] DISCRETE OPTIMIZATION (Handbooks in Operations Research and Management, Vol.12)
12. Stochastic Programming (Hanbooks in Operations Research and Management Series)
13. Handbooks in Operations Research and Management Science, 2: Stochastic Models
14. [share_ebook] OPTIMIZATION (Handbooks in Operations Research and Management Science, 1)
15. [share_ebook] Financial Engineering (Handbooks in Operations Research and Management Science, Volume 15)
16. [share_ebook] Handbooks in Operations Research and Management Science, 3: Computing
17. [share_ebook] Handbooks in Operations Research and Management Science, 6: Operations Research and the Public Sector
18. [share_ebook] Network Models, Volume 7 (Handbooks in Operations Research and Management Science)
19. [share_ebook] Handbooks in Operations Research and Management Science, 8: Network Routing
20. [share_ebook] Logistics of production and inventory (Handbooks in Operations Research and Management Science, Volume 4)
21. Logistics of production and inventory (Handbooks in Operations Research and Management Science, Volume 4)

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