Computational Stochastic Programming: Models, Algorithms, and Implementation
Author:   Lewis Ntaimo
Publisher:   Springer International Publishing AG
Edition:   1st ed. 2024
Volume:   774
ISBN:  

9783031524622


Pages:   509
Publication Date:   05 April 2024
Format:   Hardback
Availability:   In Print   Availability explained
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Computational Stochastic Programming: Models, Algorithms, and Implementation


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Author:   Lewis Ntaimo
Publisher:   Springer International Publishing AG
Imprint:   Springer International Publishing AG
Edition:   1st ed. 2024
Volume:   774
ISBN:  

9783031524622


ISBN 10:   3031524624
Pages:   509
Publication Date:   05 April 2024
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

1. Introduction.- 2 Stochastic Programming Models.- 3 Modeling and Illustrative Numerical Examples.- 4 Example Applications of Stochastic Programming.- 5 Deterministic Large-Scale Decomposition Methods.- 6 Risk-Neutral Stochastic Linear Programming Methods.- 7 Mean-Risk Stochastic Linear Programming Methods.-  8 Sampling-Based Stochastic Linear Programming Methods.- 9 Stochastic Mixed-Integer Programming Methods.- 10 Computational Experimentation.  

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