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Stochastic Two-Stage Programming (Lecture Notes in Economics and Mathematical Systems): 392 - Tapa blanda
Sinopsis
Stochastic Programming offers models and methods for decision problems wheresome of the data are uncertain. These models have features and structural properties which are preferably exploited by SP methods within the solution process. This work contributes to the methodology for two-stagemodels. In these models the objective function is given as an integral, whose integrand depends on a random vector, on its probability measure and on a decision. The main results of this work have been derived with the intention to ease these difficulties: After investigating duality relations for convex optimization problems with supply/demand and prices being treated as parameters, a stability criterion is stated and proves subdifferentiability of the value function. This criterion is employed for proving the existence of bilinear functions, which minorize/majorize the integrand. Additionally, these minorants/majorants support the integrand on generalized barycenters of simplicial faces of specially shaped polytopes and amount to an approach which is denoted barycentric approximation scheme.
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Stochastic Programming offers models and methods for decision problems wheresome of the data are uncertain. These models have features and structural properties which are preferably exploited by SP methods within the solution process. This work contributes to the methodology for two-stagemodels. In these models the objective function is given as an integral, whose integrand depends on a random vector, on its probability measure and on a decision. The main results of this work have been derived with the intention to ease these difficulties: After investigating duality relations for convex optimization problems with supply/demand and prices being treated as parameters, a stability criterion is stated and proves subdifferentiability of the value function. This criterion is employed for proving the existence of bilinear functions, which minorize/majorize the integrand. Additionally, these minorants/majorants support the integrand on generalized barycenters of simplicial faces of specially shaped polytopes and amount to an approach which is denoted barycentric approximation scheme.
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Stochastic two-stage programming.
Librería: Antiquariat Bookfarm, Löbnitz, Alemania
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Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD condition, some traces of use. Sq 945 3540560971 Sprache: Englisch Gewicht in Gramm: 550. Nº de ref. del artículo: 2097600
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Stochastic Two-Stage Programming (Lecture Notes in Economics and Mathematical Systems 392)
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Condición: Good. *Price HAS BEEN REDUCED by 10% until Monday, Aug. 11 (SALE ITEM)* 236 pp., Paperback, ex library, else text clean and binding tight. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Nº de ref. del artículo: ZB887255
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Stochastic Two-Stage Programming
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Springer Berlin Heidelberg Dez 1992, 1992
ISBN 10: 3540560971
ISBN 13: 9783540560975
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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Stochastic Programming offers models and methods fordecision problems wheresome of the data are uncertain.These models have features and structural properties whichare preferably exploited by SP methods within the solutionprocess. This work contributes to the methodology fortwo-stagemodels. In these models the objective function isgiven as an integral, whose integrand depends on a randomvector, on its probability measure and on a decision.The main results of this work have been derived with theintention to ease these difficulties: After investigatingduality relations for convex optimization problems withsupply/demand and prices being treated as parameters, astability criterion is stated and provessubdifferentiability of the value function. This criterionis employed for proving the existence of bilinear functions,which minorize/majorize the integrand. Additionally, theseminorants/majorants support the integrand on generalizedbarycenters of simplicial faces of specially shapedpolytopes and amount to an approach which is denotedbarycentric approximation scheme. 244 pp. Englisch. Nº de ref. del artículo: 9783540560975
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Stochastic Two-Stage Programming
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Springer Berlin Heidelberg, 1992
ISBN 10: 3540560971
ISBN 13: 9783540560975
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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - Stochastic Programming offers models and methods fordecision problems wheresome of the data are uncertain.These models have features and structural properties whichare preferably exploited by SP methods within the solutionprocess. This work contributes to the methodology fortwo-stagemodels. In these models the objective function isgiven as an integral, whose integrand depends on a randomvector, on its probability measure and on a decision.The main results of this work have been derived with theintention to ease these difficulties: After investigatingduality relations for convex optimization problems withsupply/demand and prices being treated as parameters, astability criterion is stated and provessubdifferentiability of the value function. This criterionis employed for proving the existence of bilinear functions,which minorize/majorize the integrand. Additionally, theseminorants/majorants support the integrand on generalizedbarycenters of simplicial faces of specially shapedpolytopes and amount to an approach which is denotedbarycentric approximation scheme. Nº de ref. del artículo: 9783540560975
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Stochastic Two-Stage Programming (Lecture Notes in Economics and Mathematical Systems, 392)
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Stochastic Two-Stage Programming
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Springer Berlin Heidelberg, 1992
ISBN 10: 3540560971
ISBN 13: 9783540560975
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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Stochastic Programming offers models and methods fordecision problems wheresome of the data are uncertain.These models have features and structural properties whichare preferably exploited by SP methods within the solutionprocess. This work contr. Nº de ref. del artículo: 4893834
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Stochastic Two-Stage Programming
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Stochastic Two-Stage Programming
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Condición: New. pp. viii + 228 1st Edition, Reprint. Nº de ref. del artículo: 2658570719
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Stochastic Two-Stage Programming
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Springer Berlin Heidelberg, Springer Berlin Heidelberg Dez 1992, 1992
ISBN 10: 3540560971
ISBN 13: 9783540560975
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Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
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Taschenbuch. Condición: Neu. Neuware -Stochastic Programming offers models and methods fordecision problems wheresome of the data are uncertain.These models have features and structural properties whichare preferably exploited by SP methods within the solutionprocess. This work contributes to the methodology fortwo-stagemodels. In these models the objective function isgiven as an integral, whose integrand depends on a randomvector, on its probability measure and on a decision.The main results of this work have been derived with theintention to ease these difficulties: After investigatingduality relations for convex optimization problems withsupply/demand and prices being treated as parameters, astability criterion is stated and provessubdifferentiability of the value function. This criterionis employed for proving the existence of bilinear functionswhich minorize/majorize the integrand. Additionally, theseminorants/majorants support the integrand on generalizedbarycenters of simplicial faces of specially shapedpolytopes and amount to an approach which is denotedbarycentric approximation scheme.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 244 pp. Englisch. Nº de ref. del artículo: 9783540560975
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Stochastic Two-Stage Programming
Impresión bajo demandaLibrería: Majestic Books, Hounslow, Reino Unido
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Condición: New. Print on Demand pp. viii + 228. Nº de ref. del artículo: 50989056
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