书目名称 | Computational Stochastic Programming | 副标题 | Models, Algorithms, | 编辑 | Lewis Ntaimo | 视频video | | 概述 | Contains detailed numerical examples.Models real world problems using stochastic programming.Implements each algorithm using the latest optimization software | 丛书名称 | Springer Optimization and Its Applications | 图书封面 |  | 描述 | .This book provides a foundation in stochastic, linear, and mixed-integer programming algorithms with a focus on practical computer algorithm implementation. The purpose of this book is to provide a foundational and thorough treatment of the subject with a focus on models and algorithms and their computer implementation. The book’s most important features include a focus on both risk-neutral and risk-averse models, a variety of real-life example applications of stochastic programming, decomposition algorithms, detailed illustrative numerical examples of the models and algorithms, and an emphasis on computational experimentation. With a focus on both theory and implementation of the models and algorithms for solving practical optimization problems, this monograph is suitable for readers with fundamental knowledge of linear programming, elementary analysis, probability and statistics, and some computer programming background. Several examples of stochastic programming applications areincluded, providing numerical examples to illustrate the models and algorithms for both stochastic linear and mixed-integer programming, and showing the reader how to implement the models and algorithms | 出版日期 | Book 2024 | 关键词 | Mean-risk linear and integer models; Risk Measures; Risk-Averse Models; computational experimentation; c | 版次 | 1 | doi | https://doi.org/10.1007/978-3-031-52464-6 | isbn_ebook | 978-3-031-52464-6Series ISSN 1931-6828 Series E-ISSN 1931-6836 | issn_series | 1931-6828 | copyright | Springer Nature Switzerland AG 2024 |
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