libcats.org
Главная

Stochastic Linear Programming: Models, Theory, and Computation

Обложка книги Stochastic Linear Programming: Models, Theory, and Computation

Stochastic Linear Programming: Models, Theory, and Computation

Peter Kall and János Mayer are distinguished scholars and professors of Operations Research and their research interest is particularly devoted to the area of stochastic optimization. Stochastic Linear Programming: Models, Theory, and Computation is a definitive presentation and discussion of the theoretical properties of the models, the conceptual algorithmic approaches, and the computational issues relating to the implementation of these methods to solve problems that are stochastic in nature. The application area of stochastic programming includes portfolio analysis, financial optimization, energy problems, random yields in manufacturing, risk analysis, etc. In this book, models in financial optimization and risk analysis are discussed as examples, including solution methods and their implementation.

Stochastic programming is a fast developing area of optimization and mathematical programming. Numerous papers and conference volumes, and several monographs have been published in the area; however, the Kall and Mayer book will be particularly useful in presenting solution methods including their solid theoretical basis and their computational issues, based in many cases on implementations by the authors. The book is also suitable for advanced courses in stochastic optimization.

Популярные книги за неделю:

Nucleation (Butterworth 2000)

Автор:
Категория: Phase transitions
Размер книги: 4.70 Mb

50 рецептов для аэрогриля

Автор:
Категория: house, house, cook
Размер книги: 771 Kb

Ключ к сверхсознанию

Автор:
Категория: Путь к себе
Размер книги: 309 Kb
Только что пользователи скачали эти книги:

Designing BSD Rootkits: An Introduction to Kernel Hacking

Автор:
Категория: Computer Science, Linux And Unix
Размер книги: 8.37 Mb

Linux Kernel Development

Автор:
Категория: Computer Science, Linux And Unix
Размер книги: 1.29 Mb

Linux Kernel Internals

Автор: , Автор: , Автор: , Автор: , Автор: , Автор:
Категория: Linux
Размер книги: 4.17 Mb

Professional Linux Kernel Architecture

Автор:
Категория: Linux
Размер книги: 13.71 Mb

Understanding the Linux Kernel

Автор: , Автор:
Категория: Linux
Размер книги: 4.41 Mb

Modern Nonlinear Optics

Автор: , Автор: , Автор:
Категория: science_books, physics
Размер книги: 4.54 Mb

Linux Kernel in a Nutshell

Автор:
Размер книги: 3.58 Mb

Linux Kernel in a Nutshell

Автор:
Размер книги: 2.26 Mb

Haydn

Автор:
Категория: fiction
Размер книги: 36 Kb