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Beschreibung
This book provides an essential introduction to Stochastic Programming, especially intended for graduate students. The book begins by exploring a linear programming problem with random parameters, representing a decision problem under uncertainty. Several models for this problem are presented, including the main ones used in Stochastic Programming: recourse models and chance constraint models. The book not only discusses the theoretical properties of these models and algorithms for solving them, but also explains the intrinsic differences between the models. In the book¿s closing section, several case studies are presented, helping students apply the theory covered to practical problems.
The book is based on lecture notes developed for an Econometrics and Operations Research course for master students at the University of Groningen, the Netherlands - the longest-standing Stochastic Programming course worldwide.
The book is based on lecture notes developed for an Econometrics and Operations Research course for master students at the University of Groningen, the Netherlands - the longest-standing Stochastic Programming course worldwide.
This book provides an essential introduction to Stochastic Programming, especially intended for graduate students. The book begins by exploring a linear programming problem with random parameters, representing a decision problem under uncertainty. Several models for this problem are presented, including the main ones used in Stochastic Programming: recourse models and chance constraint models. The book not only discusses the theoretical properties of these models and algorithms for solving them, but also explains the intrinsic differences between the models. In the book¿s closing section, several case studies are presented, helping students apply the theory covered to practical problems.
The book is based on lecture notes developed for an Econometrics and Operations Research course for master students at the University of Groningen, the Netherlands - the longest-standing Stochastic Programming course worldwide.
The book is based on lecture notes developed for an Econometrics and Operations Research course for master students at the University of Groningen, the Netherlands - the longest-standing Stochastic Programming course worldwide.
Über den Autor
Wim Klein Haneveld is Emeritus Professor in the Department of Operations at the University of Groningen. He is one of the pioneers of Stochastic Programming. He developed the Stochastic Programming course for graduate students at the University of Groningen and has taught this course for many years.
Maarten van der Vlerk was Professor in the Department of Operations at the University of Groningen. He was an expert in Stochastic Integer Programming. For many years he was lecturer of the Stochastic Programming course in Groningen and a PhD course on Stochastic Programming at the LNMB (the Dutch Network on the Mathematics of Operations Research).
Ward Romeijnders is Assistant Professor in the Department of Operations at the University of Groningen. He is an expert in Stochastic Integer Programming. He is the current lecturer of the Stochastic Programming courses in Groningen and at the LNMB.
Zusammenfassung
Provides a comprehensive course on stochastic programming on the graduate level
Places major emphasis on conceptual modeling
Shows students how to integrate risk in a linear programming framework
Includes an additional chapter on stochastic integer programming
Inhaltsverzeichnis
Introduction.- Random Objective Functions.- Recourse Models.- Stochastic Mixed-integer Programming.- Chance Constraints.- Integrated Chance Constraints.- Assignments.- Case Studies.
Details
Erscheinungsjahr: | 2020 |
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Fachbereich: | Allgemeines |
Genre: | Recht, Sozialwissenschaften, Wirtschaft |
Rubrik: | Recht & Wirtschaft |
Medium: | Taschenbuch |
Inhalt: |
xii
249 S. 26 s/w Illustr. 1 farbige Illustr. 249 p. 27 illus. 1 illus. in color. |
ISBN-13: | 9783030292218 |
ISBN-10: | 3030292215 |
Sprache: | Englisch |
Einband: | Kartoniert / Broschiert |
Autor: |
Klein Haneveld, Willem K.
Romeijnders, Ward Vlerk, Maarten H. van der |
Auflage: | 1st edition 2020 |
Hersteller: |
Springer Nature Switzerland
Springer International Publishing Springer International Publishing AG |
Verantwortliche Person für die EU: | Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com |
Maße: | 235 x 155 x 15 mm |
Von/Mit: | Willem K. Klein Haneveld (u. a.) |
Erscheinungsdatum: | 05.11.2020 |
Gewicht: | 0,406 kg |