Stochastic Programming
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Introduction To Stochastic Programming
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Author : John R. Birge
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-06-15
Introduction To Stochastic Programming written by John R. Birge 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 2011-06-15 with Business & Economics categories.
The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research, mathematics, and probability. At the same time, it is now being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks. This textbook provides a first course in stochastic programming suitable for students with a basic knowledge of linear programming, elementary analysis, and probability. The authors aim to present a broad overview of the main themes and methods of the subject. Its prime goal is to help students develop an intuition on how to model uncertainty into mathematical problems, what uncertainty changes bring to the decision process, and what techniques help to manage uncertainty in solving the problems. In this extensively updated new edition there is more material on methods and examples including several new approaches for discrete variables, new results on risk measures in modeling and Monte Carlo sampling methods, a new chapter on relationships to other methods including approximate dynamic programming, robust optimization and online methods. The book is highly illustrated with chapter summaries and many examples and exercises. Students, researchers and practitioners in operations research and the optimization area will find it particularly of interest. Review of First Edition: "The discussion on modeling issues, the large number of examples used to illustrate the material, and the breadth of the coverage make 'Introduction to Stochastic Programming' an ideal textbook for the area." (Interfaces, 1998)
Applications Of Stochastic Programming
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Author : Stein W. Wallace
language : en
Publisher: SIAM
Release Date : 2005-01-01
Applications Of Stochastic Programming written by Stein W. Wallace and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-01-01 with Mathematics categories.
Consisting of two parts, this book presents papers describing publicly available stochastic programming systems that are operational. It presents 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.
Stochastic Programming
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Author : András Prékopa
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Stochastic Programming written by András Prékopa 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 2013-03-09 with Mathematics categories.
Stochastic programming - the science that provides us with tools to design and control stochastic systems with the aid of mathematical programming techniques - lies at the intersection of statistics and mathematical programming. The book Stochastic Programming is a comprehensive introduction to the field and its basic mathematical tools. While the mathematics is of a high level, the developed models offer powerful applications, as revealed by the large number of examples presented. The material ranges form basic linear programming to algorithmic solutions of sophisticated systems problems and applications in water resources and power systems, shipbuilding, inventory control, etc. Audience: Students and researchers who need to solve practical and theoretical problems in operations research, mathematics, statistics, engineering, economics, insurance, finance, biology and environmental protection.
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".
Stochastic Programming
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Author : V.V. Kolbin
language : en
Publisher: Springer Science & Business Media
Release Date : 1977-06-30
Stochastic Programming written by V.V. Kolbin 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 1977-06-30 with Computers categories.
This book is devoted to the problems of stochastic (or probabilistic) programming. The author took as his basis the specialized lectures which he delivered to the graduates from the economic cybernetics department of Leningrad University beginning in 1967. Since 1971 the author has delivered a specialized course on Stochastic Programming to the gradu ates from the faculty of applied mathematics/management processes at Leningrad University. The present monograph consists of seven chapters. In Chapter I, which is of an introductory character, consideration is given to the problems of uncertainty and probability, used for modelling complicated systems. Fundamental indications for the classification of stochastic pro gramming problems are given. Chapter II is devoted to the analysis of various models of chance-constrained stochastic programming problems. Examples of technological and applied economic problems of management with chance-constraints are given. In Chapter III two-stage stochastic programming problems are investigated, various models are given, and these models are qualitatively analyzed. In the conclusion of the chapter consideration is given to: the transport problem with random data, the problem of the determination of production volume, and the problem of planning the flights of aircraft as two-stage stochastic programming problems. Multi-stage stochastic programming problems are investigated in Chapter IV. The dependencies between prior and posterior decision rules and decision distributions are given. Dual problems are investigated.
Stochastic Programming
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Author : Francesco Archetti
language : en
Publisher: Springer
Release Date : 1986
Stochastic Programming written by Francesco Archetti and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986 with Mathematics categories.
Stochastic Programming Applications In Finance Energy Planning And Logistics
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Author : Horand I Gassmann
language : en
Publisher: World Scientific
Release Date : 2012-11-28
Stochastic Programming Applications In Finance Energy Planning And Logistics written by Horand I Gassmann and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-11-28 with Business & Economics categories.
This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the uncertainty problems. The applications, which were presented at the 12th International Conference on Stochastic Programming held in Halifax, Nova Scotia in August 2010, span the rich field of uses of these models. The finance papers discuss such diverse problems as longevity risk management of individual investors, personal financial planning, intertemporal surplus management, asset management with benchmarks, dynamic portfolio management, fixed income immunization and racetrack betting. The production and logistics papers discuss natural gas infrastructure design, farming Atlantic salmon, prevention of nuclear smuggling and sawmill planning. The energy papers involve electricity production planning, hydroelectric reservoir operations and power generation planning for liquid natural gas plants. Finally, two telecommunication papers discuss mobile network design and frequency assignment problems./a
Systems Optimization Methodology Part Ii
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Author : Vyacheslav V Kolbin
language : en
Publisher: World Scientific
Release Date : 1999-03-26
Systems Optimization Methodology Part Ii written by Vyacheslav V Kolbin and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-03-26 with Mathematics categories.
This monograph deals with theoretical fundamentals and numerical methods of optimizing nondetermined models of systems. The main body of this work is devoted to investigation and optimization of system models under incomplete information. Much consideration is given to one-, two- and multistage problems of stochastic programming, solution methods and problems of solution stability. Optimization problems with fuzzy variables and optimization problems in function spaces are investigated. Examples are given for implementation of specific models of optimization under incomplete information.The book is based on lectures delivered by the author since 1965 for undergraduates and postgraduates at St. Petersburg (Leningrad) State University.
Applied Optimization In The Petroleum Industry
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Author : Hesham K. Alfares
language : en
Publisher: Springer Nature
Release Date : 2023-07-07
Applied Optimization In The Petroleum Industry written by Hesham K. Alfares and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-07-07 with Technology & Engineering categories.
The book addresses optimization in the petroleum industry from a practical, large-scale-application-oriented point of view. The models and techniques presented help to optimize the limited resources in the industry in order to maximize economic benefits, ensure operational safety, and reduce environmental impact. The book discusses several important real-life applications of optimization in the petroleum industry, ranging from the scheduling of personnel time to the blending of gasoline. It covers a wide spectrum of relevant activities, including drilling, producing, maintenance, and distribution. The text begins with an introductory overview of the petroleum industry and then of optimization models and techniques. The main body of the book details a variety of applications of optimization models and techniques within the petroleum industry. Applied Optimization in the Petroleum Industry helps readers to find effective optimization-based solutions to their own practical problems in a large and important industrial sector, still the main source of the world’s energy and the source of raw materials for a wide variety of industrial and consumer products.
Towards Sustainable Chemical Processes
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Author : Jingzheng Ren
language : en
Publisher: Elsevier
Release Date : 2020-06-30
Towards Sustainable Chemical Processes written by Jingzheng Ren and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-06-30 with Technology & Engineering categories.
Towards Sustainable Chemical Processes describes a comprehensive framework for sustainability assessment, design and the processes optimization of chemical engineering. Beginning with the analysis and assessment in the early stage of chemical products' initiating, this book focuses on the combination of science sustainability and process system engineering, involving mathematical models, industrial ecology, circular economy, energy planning, process integration and sustainability engineering.All chapters throughout answered two fundamental questions in depth: (1) what tools and models are available to be used to assess and design sustainable chemical processes, (2) what the core theories and concepts are to get into the sustainable chemical process fields. Therefore, Towards Sustainable Chemical Processes is an indispensable guide for chemical engineers, researchers, students, practitioners and consultants in sustainability related area. - Provides innovative, novel and comprehensive methods and models for sustainability assessment, design and optimization, and synthesis and integration of chemical engineering processes - Combines sustainability science with process system engineering - Integrates mathematical models, industrial ecology, circular economy, energy planning, process integration and sustainability engineering - Includes new case studies related to renewable energy, resource management, process synthesis and process integration