| 书目名称 | Modeling with Stochastic Programming |
| 编辑 | Alan J. King,Stein W. Wallace |
| 视频video | |
| 概述 | The first and only book discussing how to model stochastic programs.Mostly non-technical and focuses on the concepts of modeling.Written by two of the key international researchers |
| 丛书名称 | Springer Series in Operations Research and Financial Engineering |
| 图书封面 |  |
| 描述 | .This is an updated version of what is still the only text to address basic questions about how to .model .uncertainty in mathematical programming, including how to reformulate a deterministic model so that it can be analyzed in a stochastic setting. This second edition has important extensions regarding how to represent random phenomena in the models (also called scenario generation) as well as a new chapter on multi-stage models...This text would be suitable as a stand-alone or supplement for a second course in OR/MS or in optimization-oriented engineering disciplines where the instructor wants to explain where models come from and what the fundamental modeling issues are. .The book is easy-to-read, highly illustrated with lots of examples and discussions. It will be suitable for graduate students and researchers working in operations research, mathematics, engineering and related departments where there is interest in learning how to .model .uncertainty...Alan King is a Research Staff Member at IBM‘s Thomas J. Watson Research Center in New York...Stein W. Wallace is a Professor of Operational Research and head of Center for Shipping and Logistics at NHH Norwegian School of Econ |
| 出版日期 | Textbook 2024Latest edition |
| 关键词 | Real Options Modeling; Stochastic Discount Factors; Stochastic programming formulation; Uncertainty in |
| 版次 | 2 |
| doi | https://doi.org/10.1007/978-3-031-54550-4 |
| isbn_softcover | 978-3-031-54552-8 |
| isbn_ebook | 978-3-031-54550-4Series ISSN 1431-8598 Series E-ISSN 2197-1773 |
| issn_series | 1431-8598 |
| copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |
发表于 2025-3-21 16:10:22
