| 書目名稱 | Introduction to Stochastic Programming |
| 編輯 | John R. Birge,Fran?ois Louveaux |
| 視頻video | http://file.papertrans.cn/475/474232/474232.mp4 |
| 叢書名稱 | Springer Series in Operations Research and Financial Engineering |
| 圖書封面 |  |
| 描述 | 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 approximati |
| 出版日期 | Textbook 19971st edition |
| 關鍵詞 | Stochastic Programming; Stochastic model; linear optimization; model; modeling; nonlinear optimization; op |
| 版次 | 1 |
| doi | https://doi.org/10.1007/b97617 |
| isbn_ebook | 978-0-387-22618-7Series ISSN 1431-8598 Series E-ISSN 2197-1773 |
| issn_series | 1431-8598 |
| copyright | Springer Science+Business Media New York 1997 |
|Archiver|手機版|小黑屋|
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