Stochastic Programming Problems with Probability and Quantile Functions

0 valoración promedio
( 0 valoraciones por Goodreads )
 
9780471958154: Stochastic Programming Problems with Probability and Quantile Functions

The concept of a system as an entity in its own right has emerged with increasing force in the past few decades in, for example, the areas of electrical and control engineering, economics, ecology, urban structures, automaton theory, operational research and industry. The more definite concept of a large-scale system is implicit in these applications, but is particularly evident in fields such as the study of communication networks, computer networks and neural networks. The Wiley-Interscience Series in Systems and Optimization has been established to serve the needs of researchers in these rapidly developing fields. It is intended for works concerned with developments in quantitative systems theory, applications of such theory in areas of interest, or associated methodology. Of related interest Stochastic Programming Peter Kall, University of Zurich, Switzerland and Stein W. Wallace, University of Trondheim, Norway Stochastic Programming is the first textbook to provide a thorough and self-contained introduction to the subject. Carefully written to cover all necessary background material from both linear and non-linear programming, as well as probability theory, the book draws together the methods and techniques previously described in disparate sources. After introducing the terms and modelling issues when randomness is introduced in a deterministic mathematical programming model, the authors cover decision trees and dynamic programming, recourse problems, probabilistic constraints, preprocessing and network problems. Exercises are provided at the end of each chapter. Throughout, the emphasis is on the appropriate use of the techniques, rather than on the underlying mathematical proofs and theories, making the book ideal for researchers and students in mathematical programming and operations research who wish to develop their skills in stochastic programming.

"Sinopsis" puede pertenecer a otra edición de este libro.

From the Publisher:

Stochastic programming methods are used increasingly to help solve optimization problems in many areas of scientific research, business and industry. After presenting examples of various models for several applied problems the book covers basic theoretical results and differing methods for calculating probability and quantile functions. Numerous examples, models, and algorithms are given, taken mostly from real problems in business and engineering.

From the Inside Flap:

Stochastic Programming Problems with Probability and Quantile Functions, Andrey I. Kibzun and Yuri S. Kan, Moscow Aviation Institute, Moscow, Russia
Stochastic programming methods are used increasingly to help solve optimization problems in many areas of scientific research, business and industry. Until now, publications on the subject have been confined mainly to disparate sources, making this the first book to provide a unified and rigorous treatment. The probability function can be written formally as the expectation of the set indicator function. However, known optimization methods do not work because of the non-smoothness of the indicator function. Specific methods are required for solving these problems. After presenting examples of various models for several applied problems the book covers basic theoretical results and differing methods for calculating probability and quantile functions. The final chapter describes and compares numerical algorithms for the solution of stochastic programming problems with probabilistic objectives. As well as providing a clear introduction to the subject, the authors comprehensively cover all major results in the area. Numerous examples, models and algorithms are given, taken mostly from real problems in business and engineering. The book will be of interest to advanced students and researchers in operations research, statistics, engineering and economics.

"Sobre este título" puede pertenecer a otra edición de este libro.

Los mejores resultados en AbeBooks

1.

Andrey I. Kibzun; Yuri S. Kan
Editorial: Wiley (1996)
ISBN 10: 0471958158 ISBN 13: 9780471958154
Nuevos Tapa dura Cantidad: 1
Librería
Irish Booksellers
(Rumford, ME, Estados Unidos de America)
Valoración
[?]

Descripción Wiley, 1996. Hardcover. Estado de conservación: New. book. Nº de ref. de la librería 0471958158

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 159,03
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
A Estados Unidos de America
Destinos, gastos y plazos de envío

2.

Andrey I. Kibzun, Yuri S. Kan
Editorial: John Wiley and Sons Ltd, United Kingdom (1996)
ISBN 10: 0471958158 ISBN 13: 9780471958154
Nuevos Tapa dura Cantidad: 1
Librería
The Book Depository US
(London, Reino Unido)
Valoración
[?]

Descripción John Wiley and Sons Ltd, United Kingdom, 1996. Hardback. Estado de conservación: New. Language: English . Brand New Book. The concept of a system as an entity in its own right has emerged with increasing force in the past few decades in, for example, the areas of electrical and control engineering, economics, ecology, urban structures, automaton theory, operational research and industry. The more definite concept of a large-scale system is implicit in these applications, but is particularly evident in fields such as the study of communication networks, computer networks and neural networks. The Wiley-Interscience Series in Systems and Optimization has been established to serve the needs of researchers in these rapidly developing fields. It is intended for works concerned with developments in quantitative systems theory, applications of such theory in areas of interest, or associated methodology. Of related interest Stochastic Programming Peter Kall, University of Zurich, Switzerland and Stein W. Wallace, University of Trondheim, Norway Stochastic Programming is the first textbook to provide a thorough and self-contained introduction to the subject. Carefully written to cover all necessary background material from both linear and non-linear programming, as well as probability theory, the book draws together the methods and techniques previously described in disparate sources. After introducing the terms and modelling issues when randomness is introduced in a deterministic mathematical programming model, the authors cover decision trees and dynamic programming, recourse problems, probabilistic constraints, preprocessing and network problems. Exercises are provided at the end of each chapter. Throughout, the emphasis is on the appropriate use of the techniques, rather than on the underlying mathematical proofs and theories, making the book ideal for researchers and students in mathematical programming and operations research who wish to develop their skills in stochastic programming. Nº de ref. de la librería AAH9780471958154

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 180,64
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

3.

Andrey I. Kibzun, Yuri S. Kan
Editorial: John Wiley and Sons Ltd, United Kingdom (1996)
ISBN 10: 0471958158 ISBN 13: 9780471958154
Nuevos Tapa dura Cantidad: 1
Librería
The Book Depository
(London, Reino Unido)
Valoración
[?]

Descripción John Wiley and Sons Ltd, United Kingdom, 1996. Hardback. Estado de conservación: New. Language: English . Brand New Book. The concept of a system as an entity in its own right has emerged with increasing force in the past few decades in, for example, the areas of electrical and control engineering, economics, ecology, urban structures, automaton theory, operational research and industry. The more definite concept of a large-scale system is implicit in these applications, but is particularly evident in fields such as the study of communication networks, computer networks and neural networks. The Wiley-Interscience Series in Systems and Optimization has been established to serve the needs of researchers in these rapidly developing fields. It is intended for works concerned with developments in quantitative systems theory, applications of such theory in areas of interest, or associated methodology. Of related interest Stochastic Programming Peter Kall, University of Zurich, Switzerland and Stein W. Wallace, University of Trondheim, Norway Stochastic Programming is the first textbook to provide a thorough and self-contained introduction to the subject. Carefully written to cover all necessary background material from both linear and non-linear programming, as well as probability theory, the book draws together the methods and techniques previously described in disparate sources. After introducing the terms and modelling issues when randomness is introduced in a deterministic mathematical programming model, the authors cover decision trees and dynamic programming, recourse problems, probabilistic constraints, preprocessing and network problems. Exercises are provided at the end of each chapter. Throughout, the emphasis is on the appropriate use of the techniques, rather than on the underlying mathematical proofs and theories, making the book ideal for researchers and students in mathematical programming and operations research who wish to develop their skills in stochastic programming. Nº de ref. de la librería AAH9780471958154

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 180,68
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

4.

Andrey I. Kibzun
Editorial: Wileyand#8211;Blackwell (1995)
ISBN 10: 0471958158 ISBN 13: 9780471958154
Nuevos Cantidad: 2
Librería
Books2Anywhere
(Fairford, GLOS, Reino Unido)
Valoración
[?]

Descripción Wileyand#8211;Blackwell, 1995. HRD. Estado de conservación: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. de la librería FW-9780471958154

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 177,60
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 10,08
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

5.

Andrey I. Kibzun, Yuri S. Kan
Editorial: Wiley (1996)
ISBN 10: 0471958158 ISBN 13: 9780471958154
Nuevos Tapa dura Cantidad: 1
Librería
Ergodebooks
(RICHMOND, TX, Estados Unidos de America)
Valoración
[?]

Descripción Wiley, 1996. Hardcover. Estado de conservación: New. 1. Nº de ref. de la librería DADAX0471958158

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 185,01
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 3,43
A Estados Unidos de America
Destinos, gastos y plazos de envío

6.

Andrey I. Kibzun, Yuri S. Kan
Editorial: John Wiley and Sons Ltd
ISBN 10: 0471958158 ISBN 13: 9780471958154
Nuevos Tapa dura Cantidad: 2
Librería
THE SAINT BOOKSTORE
(Southport, Reino Unido)
Valoración
[?]

Descripción John Wiley and Sons Ltd. Hardback. Estado de conservación: new. BRAND NEW, Stochastic Programming Problems with Probability and Quantile Functions: Probabilistic Guaranteed Risk - Basic Theory and Applications, Andrey I. Kibzun, Yuri S. Kan, The concept of a system as an entity in its own right has emerged with increasing force in the past few decades in, for example, the areas of electrical and control engineering, economics, ecology, urban structures, automaton theory, operational research and industry. The more definite concept of a large-scale system is implicit in these applications, but is particularly evident in fields such as the study of communication networks, computer networks and neural networks. The Wiley-Interscience Series in Systems and Optimization has been established to serve the needs of researchers in these rapidly developing fields. It is intended for works concerned with developments in quantitative systems theory, applications of such theory in areas of interest, or associated methodology. Of related interest Stochastic Programming Peter Kall, University of Zurich, Switzerland and Stein W. Wallace, University of Trondheim, Norway Stochastic Programming is the first textbook to provide a thorough and self-contained introduction to the subject. Carefully written to cover all necessary background material from both linear and non-linear programming, as well as probability theory, the book draws together the methods and techniques previously described in disparate sources. After introducing the terms and modelling issues when randomness is introduced in a deterministic mathematical programming model, the authors cover decision trees and dynamic programming, recourse problems, probabilistic constraints, preprocessing and network problems. Exercises are provided at the end of each chapter. Throughout, the emphasis is on the appropriate use of the techniques, rather than on the underlying mathematical proofs and theories, making the book ideal for researchers and students in mathematical programming and operations research who wish to develop their skills in stochastic programming. Nº de ref. de la librería B9780471958154

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 209,24
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 7,78
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

7.

Kibzun
Editorial: John Wiley & Sons (2016)
ISBN 10: 0471958158 ISBN 13: 9780471958154
Nuevos Paperback Cantidad: 1
Impresión bajo demanda
Librería
Ria Christie Collections
(Uxbridge, Reino Unido)
Valoración
[?]

Descripción John Wiley & Sons, 2016. Paperback. Estado de conservación: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Nº de ref. de la librería ria9780471958154_lsuk

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 231,84
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 4,33
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

8.

Andrey I. Kibzun
Editorial: Wileyand#8211;Blackwell (1995)
ISBN 10: 0471958158 ISBN 13: 9780471958154
Nuevos Cantidad: > 20
Impresión bajo demanda
Librería
Pbshop
(Wood Dale, IL, Estados Unidos de America)
Valoración
[?]

Descripción Wileyand#8211;Blackwell, 1995. HRD. Estado de conservación: New. New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. de la librería IP-9780471958154

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 251,02
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 3,43
A Estados Unidos de America
Destinos, gastos y plazos de envío

9.

Andrey I. Kibzun
Editorial: Wileyand#8211;Blackwell (1995)
ISBN 10: 0471958158 ISBN 13: 9780471958154
Nuevos Cantidad: > 20
Impresión bajo demanda
Librería
Books2Anywhere
(Fairford, GLOS, Reino Unido)
Valoración
[?]

Descripción Wileyand#8211;Blackwell, 1995. HRD. Estado de conservación: New. New Book. Delivered from our US warehouse in 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND.Established seller since 2000. Nº de ref. de la librería IP-9780471958154

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 252,94
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 10,07
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

10.

ANDREY I. KIBZUN
ISBN 10: 0471958158 ISBN 13: 9780471958154
Nuevos Tapa dura Cantidad: 1
Librería
Herb Tandree Philosophy Books
(Stroud, GLOS, Reino Unido)
Valoración
[?]

Descripción 1995. Hardback. Estado de conservación: NEW. 9780471958154 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Nº de ref. de la librería HTANDREE0748239

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 278,86
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 8,95
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

Existen otras copia(s) de este libro

Ver todos los resultados de su búsqueda