Modelling and solution methods for stochastic optimisation: Computational methods for optimisation under uncertainty - Tapa blanda

Zverovich, Victor

 
9783659255762: Modelling and solution methods for stochastic optimisation: Computational methods for optimisation under uncertainty
Tapa blanda
ISBN 10: 3659255769 ISBN 13: 9783659255762
Editorial: LAP LAMBERT Academic Publishing, 2012

Sinopsis

Stochastic programming (SP) is an area of mathematical optimisation which deals with problems that involve uncertainty. Its foundation was laid out by a seminal work of Dantzig published in 1955 which introduced linear programming under uncertainty. In this book we consider two research problems, namely, (i) language constructs for modelling SP problems and (ii) solution methods for processing instances of different classes of SP problems. We first describe a new design of an SP modelling system which provides greater extensibility and reuse. We also investigate in detail the following important classes of SP problems: single-stage SP with risk constraints, two-stage linear and stochastic integer programming problems.

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Reseña del editor

Stochastic programming (SP) is an area of mathematical optimisation which deals with problems that involve uncertainty. Its foundation was laid out by a seminal work of Dantzig published in 1955 which introduced linear programming under uncertainty. In this book we consider two research problems, namely, (i) language constructs for modelling SP problems and (ii) solution methods for processing instances of different classes of SP problems. We first describe a new design of an SP modelling system which provides greater extensibility and reuse. We also investigate in detail the following important classes of SP problems: single-stage SP with risk constraints, two-stage linear and stochastic integer programming problems.

Biografía del autor

Dr Zverovich received his PhD in 2011 from Brunel University, UK. His main research interests are stochastic programming and algebraic modelling languages. He is currently working at AMPL, a leading provider of modelling software for mathematical optimisation.

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Editorial
LAP LAMBERT Academic Publishing
Año de publicación
2012
Idioma
Inglés
ISBN 10 
3659255769
ISBN 13 
9783659255762
Encuadernación
Tapa blanda
Número de páginas
168
Contacto del fabricante
no disponible
Persona responsable
no disponible