| 书目名称 | Stochastic Linear Programming | | 副标题 | Models, Theory, and | | 编辑 | Peter Kall,János Mayer | | 视频video | | | 概述 | Presents solution methods with a sound theoretical basis and with discussing their implementation and the related computational issues.Books with this profile are definitely missing on the market | | 丛书名称 | International Series in Operations Research & Management Science | | 图书封面 |  | | 描述 | .Peter Kall and János Mayer are distinguished scholars and professors of Operations Research and their research interest is particularly devoted to the area of stochastic optimization. .Stochastic Linear Programming: Models, Theory, and Computation. is a definitive presentation and discussion of the theoretical properties of the models, the conceptual algorithmic approaches, and the computational issues relating to the implementation of these methods to solve problems that are stochastic in nature. The application area of stochastic programming includes portfolio analysis, financial optimization, energy problems, random yields in manufacturing, risk analysis, etc. In this book, models in financial optimization and risk analysis are discussed as examples, including solution methods and their implementation...Stochastic programming is a fast developing area of optimization and mathematical programming. Numerous papers and conference volumes, and several monographs have been published in the area; however, the Kall and Mayer book will be particularly useful in presenting solution methods including their solid theoretical basis and their computational issues, based in many cases on imp | | 出版日期 | Book 20051st edition | | 关键词 | algorithm; algorithms; linear optimization; mathematical programming; modeling; nonlinear optimization; op | | 版次 | 1 | | doi | https://doi.org/10.1007/b105472 | | isbn_ebook | 978-0-387-24440-2Series ISSN 0884-8289 Series E-ISSN 2214-7934 | | issn_series | 0884-8289 | | copyright | Springer-Verlag US 2005 |
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发表于 2025-3-21 16:54:05
