Stochastic Programming
Author:   András Prékopa
Publisher:   Springer
Edition:   Softcover reprint of hardcover 1st ed. 1995
Volume:   324
ISBN:  

9789048145522


Pages:   600
Publication Date:   15 December 2010
Format:   Paperback
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

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Stochastic Programming


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Overview

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.

Full Product Details

Author:   András Prékopa
Publisher:   Springer
Imprint:   Springer
Edition:   Softcover reprint of hardcover 1st ed. 1995
Volume:   324
Dimensions:   Width: 16.00cm , Height: 3.10cm , Length: 24.00cm
Weight:   0.937kg
ISBN:  

9789048145522


ISBN 10:   904814552
Pages:   600
Publication Date:   15 December 2010
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

Table of Contents

1. General Theory of Linear Programming. 2. Convex Polyhedra. 3. Special Problems and Methods. 4. Logconcave and Quasi-Concave Measures. 5. Moment Problems. 6. Bounding and Approximation of Probabilities. 7. Statistical Decisions. 8. Static Stochastic Programming Models. 9. Solutions of the Simple Recourse Problem. 10. Convexity Theory of Probabilistic Constrained Problems. 11. Programming under Probabilistic Constraint and Maximizing Probabilities under Constraints. 12. Two-Stage Stochastic Programming Problems. 13. Multi-Stage Stochastic Programming Problems. 14. Special Cases and Selected Applications. 15. Distribution Problems. The Multivariate Normal Distribution.

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