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[kindle] Lectures on Stochastic Programming

Lectures on Stochastic Programming书籍详细信息

ISBN：9780898716870
作者：Alexander Shapiro / Darinka Dentcheva / Andrzej Ruszczynski
出版社：SIAM-Society for Industrial and Applied Mathematics
出版时间：2009-09-24
页数：450
价格：USD 119.00
纸张：暂无纸张
装帧：Paperback
开本：暂无开本
语言：暂无语言
丛书：MOS-SIAM Series on Optimization
适合人群：Academics, Researchers, Operations Researchers, Decision Makers, Quantitative Analysts, Financial Analysts, Graduate Students in Mathematics or Economics, Practitioners in Engineering or Management Sciences
TAG：Probability Theory / Mathematical Modeling / Algorithms / Operations Research / Decision Making / Combinatorial Optimization / optimization / Heuristics / Risk Analysis / Stochastic Programming
豆瓣评分：暂无豆瓣评分
更新时间：2025-05-17 00:24:31

内容简介：

Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their existence compels a need for rigorous ways of formulating, analyzing, and solving such problems. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. Readers will find coverage of the basic concepts of modeling these problems, including recourse actions and the nonanticipativity principle. The book also includes the theory of two-stage and multistage stochastic programming problems; the current state of the theory on chance (probabilistic) constraints, including the structure of the problems, optimality theory, and duality; and statistical inference in and risk-averse approaches to stochastic programming.

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