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Cover: 9780792334828 | Stochastic Programming | András Prékopa | Buch | xviii | Englisch
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Stochastic Programming
Buch von András Prékopa
Sprache: Englisch

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Beschreibung
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.
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.
Inhaltsverzeichnis
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.- Appendix. The Multivariate Normal Distribution.- Author Index.
Details
Erscheinungsjahr: 1995
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Reihe: Mathematics and Its Applications
Inhalt: xviii
600 S.
ISBN-13: 9780792334828
ISBN-10: 0792334825
Sprache: Englisch
Ausstattung / Beilage: HC runder Rücken kaschiert
Einband: Gebunden
Autor: Prékopa, András
Hersteller: Springer Netherland
Springer Netherlands
Mathematics and Its Applications
Maße: 240 x 161 x 39 mm
Von/Mit: András Prékopa
Erscheinungsdatum: 31.07.1995
Gewicht: 1,088 kg
Artikel-ID: 102447963
Inhaltsverzeichnis
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.- Appendix. The Multivariate Normal Distribution.- Author Index.
Details
Erscheinungsjahr: 1995
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Reihe: Mathematics and Its Applications
Inhalt: xviii
600 S.
ISBN-13: 9780792334828
ISBN-10: 0792334825
Sprache: Englisch
Ausstattung / Beilage: HC runder Rücken kaschiert
Einband: Gebunden
Autor: Prékopa, András
Hersteller: Springer Netherland
Springer Netherlands
Mathematics and Its Applications
Maße: 240 x 161 x 39 mm
Von/Mit: András Prékopa
Erscheinungsdatum: 31.07.1995
Gewicht: 1,088 kg
Artikel-ID: 102447963
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