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Applications of Stochastic Programming (Paperback) Loot Price: R2,028
Discovery Miles 20 280
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Applications of Stochastic Programming (Paperback): Stein W Wallace, William T. Ziemba
Applications of Stochastic Programming (Paperback): Stein W Wallace, William T. Ziemba

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Applications of Stochastic Programming (Paperback)

Stein W Wallace, William T. Ziemba; Series edited by Michael Overton

Series: MOS-SIAM Series on Optimization, No. 5

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Loot Price R2,028 Discovery Miles 20 280 | Repayment Terms: R188 pm x 12*

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Research on algorithms and applications of stochastic programming, the study of procedures for decision making under uncertainty over time, has been very active in recent years and deserves to be more widely known. This is the first book devoted to the full scale of applications of stochastic programming and also the first to provide access to publicly available algorithmic systems. The 32 contributed papers in this volume are written by leading stochastic programming specialists and reflect the high level of activity in recent years in research on algorithms and applications. The book introduces the power of stochastic programming to a wider audience and demonstrates the application areas where this approach is superior to other modeling approaches. Applications of Stochastic Programming consists of two parts. The first part presents papers describing publicly available stochastic programming systems that are currently operational. All the codes have been extensively tested and developed and will appeal to researchers and developers who want to make models without extensive programming and other implementation costs. The codes are a synopsis of the best systems available, with the requirement that they be user-friendly, ready to go, and publicly available. The second part of the book is a diverse collection of application papers in areas such as production, supply chain and scheduling, gaming, environmental and pollution control, financial modeling, telecommunications, and electricity. It contains the most complete collection of real applications using stochastic programming available in the literature. The papers show how leading researchers choose to treat randomness when making planning models, with an emphasis on modeling, data, and solution approaches.


Imprint: Society For Industrial & Applied Mathematics,U.S.
Country of origin: United States
Series: MOS-SIAM Series on Optimization, No. 5
Release date: June 2005
Editors: Stein W Wallace • William T. Ziemba
Series editors: Michael Overton
Dimensions: 229 x 152 x 33mm (L x W x T)
Format: Paperback - Trade
Pages: 324
ISBN-13: 978-0-89871-555-2
Barcode: 9780898715552
Categories: Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
Books > Science & Mathematics > Mathematics > Optimization
Books > Science & Mathematics > Mathematics > Optimization > General
LSN: 0-89871-555-5

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