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Item Details
| Title:
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LECTURES ON STOCHASTIC PROGRAMMING
MODELING AND THEORY |
| By: |
Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczynski |
| Format: |
Paperback |
| List price:
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£91.00 |
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We believe that this item is permanently unavailable, and so we cannot source
it.
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| ISBN 10: |
089871687X |
| ISBN 13: |
9780898716870 |
| Publisher: |
SOCIETY FOR INDUSTRIAL & APPLIED MATHEMATICS,U.S. |
| Pub. date: |
30 September, 2009 |
| Series: |
MPS-SIAM Series on Optimization |
| Pages: |
450 |
| Description: |
A comprehensive treatment of optimization problems involving uncertain parameters for which stochastic models are available. |
| Synopsis: |
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. |
| Illustrations: |
illustrations |
| Publication: |
US |
| Imprint: |
Society for Industrial & Applied Mathematics,U.S. |
| Returns: |
Returnable |
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