Computational Stochastic Programming: Models, Algorithms, and Implementation: 774 (Springer Optimization and Its Applications) - Tapa dura

Ntaimo, Lewis

 
9783031524622: Computational Stochastic Programming: Models, Algorithms, and Implementation: 774 (Springer Optimization and Its Applications)
Tapa dura
ISBN 10: 3031524624 ISBN 13: 9783031524622
Editorial: Springer, 2024

Sinopsis

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 using computer software.


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

De la contraportada

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 are included, 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 using computer software.


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

Editorial
Springer
Año de publicación
2024
Idioma
Inglés
ISBN 10 
3031524624
ISBN 13 
9783031524622
Encuadernación
Tapa dura
Número de páginas
528
Contacto del fabricante
no disponible
Persona responsable
CMN Printpool Inh. Mathis Neumann
https://www.also.com/ec/cms5/en_6000/6000/index.jsp

Friedrich-Karl-Str. 9
Hamburg
Alemania