stochastic two stage programming de frauendorfer karl (20 resultados)

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Paperback. Condición: new. Paperback. Stochastic programming offers models and methods for decision problems where some 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-stage models. 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 are as follows: after investigating duality relations for convex optimization problems with supply/demand and prices 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 barycentres of simplicial faces of specially shaped polytopes and amount to an approach called the barycentric approximation scheme. Stochastic Programming offers models and methods fordecision problems wheresome of the data are uncertain. In these models the objective function isgiven as an integral, whose integrand depends on a randomvector, on its probability measure and on a decision. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

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Condición: New. pp. viii + 228 1st Edition, Reprint.

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Condición: New. This monograph contributes to the stochastic programming methodology for two-stage models, in which the objective function is given as an integral, and the integrand depends on a random vector, its probability measure and a decision. Series: Lecture Notes in Economics and Mathematical Systems. Num Pages: 236 pages, biography. BIC Classification: KCA; PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 242 x 170 x 13. Weight in Grams: 424. . 1992. Softcover reprint of the original 1st ed. 1992. Paperback. . . . .

Condición: New. This monograph contributes to the stochastic programming methodology for two-stage models, in which the objective function is given as an integral, and the integrand depends on a random vector, its probability measure and a decision. Series: Lecture Notes in Economics and Mathematical Systems. Num Pages: 236 pages, biography. BIC Classification: KCA; PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 242 x 170 x 13. Weight in Grams: 424. . 1992. Softcover reprint of the original 1st ed. 1992. Paperback. . . . . Books ship from the US and Ireland.

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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.

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.

Paperback. Condición: new. Paperback. Stochastic programming offers models and methods for decision problems where some 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-stage models. 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 are as follows: after investigating duality relations for convex optimization problems with supply/demand and prices 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 barycentres of simplicial faces of specially shaped polytopes and amount to an approach called the barycentric approximation scheme. Stochastic Programming offers models and methods fordecision problems wheresome of the data are uncertain. In these models the objective function isgiven as an integral, whose integrand depends on a randomvector, on its probability measure and on a decision. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

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.

Condición: New. Print on Demand pp. viii + 228.

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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.