Stochastic Decomposition

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Stochastic Decomposition
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Author : Julia L. Higle
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-27
Stochastic Decomposition written by Julia L. Higle and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-27 with Mathematics categories.
Motivation Stochastic Linear Programming with recourse represents one of the more widely applicable models for incorporating uncertainty within in which the SLP optimization models. There are several arenas model is appropriate, and such models have found applications in air line yield management, capacity planning, electric power generation planning, financial planning, logistics, telecommunications network planning, and many more. In some of these applications, modelers represent uncertainty in terms of only a few seenarios and formulate a large scale linear program which is then solved using LP software. However, there are many applications, such as the telecommunications planning problem discussed in this book, where a handful of seenarios do not capture variability well enough to provide a reasonable model of the actual decision-making problem. Problems of this type easily exceed the capabilities of LP software by several orders of magnitude. Their solution requires the use of algorithmic methods that exploit the structure of the SLP model in a manner that will accommodate large scale applications.
Encyclopedia Of Optimization
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Author : Christodoulos A. Floudas
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-09-04
Encyclopedia Of Optimization written by Christodoulos A. Floudas and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-09-04 with Mathematics categories.
The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".
Upper And Lower Bounds For Stochastic Processes
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Author : Michel Talagrand
language : en
Publisher: Springer Nature
Release Date : 2022-01-01
Upper And Lower Bounds For Stochastic Processes written by Michel Talagrand and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-01-01 with Mathematics categories.
This book provides an in-depth account of modern methods used to bound the supremum of stochastic processes. Starting from first principles, it takes the reader to the frontier of current research. This second edition has been completely rewritten, offering substantial improvements to the exposition and simplified proofs, as well as new results. The book starts with a thorough account of the generic chaining, a remarkably simple and powerful method to bound a stochastic process that should belong to every probabilist’s toolkit. The effectiveness of the scheme is demonstrated by the characterization of sample boundedness of Gaussian processes. Much of the book is devoted to exploring the wealth of ideas and results generated by thirty years of efforts to extend this result to more general classes of processes, culminating in the recent solution of several key conjectures. A large part of this unique book is devoted to the author’s influential work. While many of the results presented are rather advanced, others bear on the very foundations of probability theory. In addition to providing an invaluable reference for researchers, the book should therefore also be of interest to a wide range of readers.
Stochastic Decomposition
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Author : Julia L. Higle
language : en
Publisher:
Release Date : 2014-09-01
Stochastic Decomposition written by Julia L. Higle and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-09-01 with categories.
Handbooks In Operations Research And Management Science
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Author : K. Aardal
language : en
Publisher: Elsevier
Release Date : 2005-12-08
Handbooks In Operations Research And Management Science written by K. Aardal and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-12-08 with Business & Economics categories.
The chapters of this Handbook volume cover nine main topics that are representative of recent theoretical and algorithmic developments in the field. In addition to the nine papers that present the state of the art, there is an article on the early history of the field. The handbook will be a useful reference to experts in the field as well as students and others who want to learn about discrete optimization.
Decision Making Under Uncertainty
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Author : Claude Greengard
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Decision Making Under Uncertainty written by Claude Greengard and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
In the ideal world, major decisions would be made based on complete and reliable information available to the decision maker. We live in a world of uncertainties, and decisions must be made from information which may be incomplete and may contain uncertainty. The key mathematical question addressed in this volume is "how to make decision in the presence of quantifiable uncertainty." The volume contains articles on model problems of decision making process in the energy and power industry when the available information is noisy and/or incomplete. The major tools used in studying these problems are mathematical modeling and optimization techniques; especially stochastic optimization. These articles are meant to provide an insight into this rapidly developing field, which lies in the intersection of applied statistics, probability, operations research, and economic theory. It is hoped that the present volume will provide entry to newcomers into the field, and stimulation for further research.
System Modeling And Optimization
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Author : F. Ceragioli
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-03-27
System Modeling And Optimization written by F. Ceragioli and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-03-27 with Technology & Engineering categories.
This book presents selected proceedings from the 22nd biennial IFIP conference on System Modeling and Optimization, held in Turin, Italy in July of 2005. This edition of the conference is dedicated to the achievements of Camillo Possio, who was killed sixty years ago during the last air raid over Turin. For more information about the 300 other books in the IFIP series, please visit www.springeronline.com.
Operations Research Proceedings 2002
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Author : Ulrike Leopold-Wildburger
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Operations Research Proceedings 2002 written by Ulrike Leopold-Wildburger and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
This proceedings volume contains a selection of papers presented at the International Conference on Operations Research (SOR 2002).The contributions cover the broad interdisciplinary spectrum of Operations Research and present recent advances in theory, development of methods, and applications in practice. Subjects covered are Production, Logistics and Supply Chain Production, Marketing and Data Analysis, Transportation and Traffic, Scheduling and Project Management, Telecommunication and Information Technology, Energy and Environment, Public Economy, Health, Agriculture, Education, Banking, Finance, Insurance, Risk Management, Continuous Optimization, Discrete and Combinatorial Optimization, Stochastic and Dynamic Programming, Simulation, Control Theory, Systems Dynamics, Dynamic Games, Game Theory, Auctioning and Bidding, Experimental Economics, Econometrics, Statistics and Mathematical Economics, Fuzzy Logic, Multicriteria Decision Making, Decision Theory.
Mathematical Programming For Industrial Engineers
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Author : Mordecai Avriel
language : en
Publisher: CRC Press
Release Date : 1996-05-16
Mathematical Programming For Industrial Engineers written by Mordecai Avriel and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-05-16 with Mathematics categories.
Setting out to bridge the gap between the theory of mathematical programming and the varied, real-world practices of industrial engineers, this work introduces developments in linear, integer, multiobjective, stochastic, network and dynamic programing. It details many relevant industrial-engineering applications.;College or university bookstores may order five or more copies at a special student price, available upon request from Marcel Dekker, Inc.
The Basic George B Dantzig
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Author : George Bernard Dantzig
language : en
Publisher: Stanford University Press
Release Date : 2003
The Basic George B Dantzig written by George Bernard Dantzig and has been published by Stanford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Business & Economics categories.
The late George B. Dantzig , widely known as the father of linear programming, was a major influence in mathematics, operations research, and economics. As Professor Emeritus at Stanford University, he continued his decades of research on linear programming and related subjects. Dantzig was awarded eight honorary doctorates, the National Medal of Science, and the John von Neumann Theory Prize from the Institute for Operations Research and the Management Sciences. The 24 chapters of this volume highlight the amazing breadth and enduring influence of Dantzig's research. Short, non-technical summaries at the opening of each major section introduce a specific research area and discuss the current significance of Dantzig's work in that field. Among the topics covered are mathematical statistics, the Simplex Method of linear programming, economic modeling, network optimization, and nonlinear programming. The book also includes a complete bibliography of Dantzig's writings.