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Modeling with Stochastic Programming / by Alan J. King, Stein W. Wallace
(Springer Series in Operations Research and Financial Engineering. ISSN:21971773)
版 | 1st ed. 2012. |
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出版者 | (New York, NY : Springer New York : Imprint: Springer) |
出版年 | 2012 |
本文言語 | 英語 |
大きさ | XVI, 176 p : online resource |
著者標目 | *King, Alan J author Wallace, Stein W author SpringerLink (Online service) |
件 名 | LCSH:Probabilities LCSH:Operations research LCSH:Mathematical optimization LCSH:Numerical analysis FREE:Probability Theory FREE:Operations Research and Decision Theory FREE:Optimization FREE:Numerical Analysis |
一般注記 | Uncertainty in Optimization.-Modeling Feasibility and Dynamics.-Modeling the Objective Function -- Scenario tree generation, With Michal Kaut.-Service network design, With Arnt-Gunnar Lium and Teodor Gabriel Crainic -- A multi-dimensional newsboy problem with substitution, With Hajnalka Vaagen -- Stochastic Discount Factors -- Long Lead Time Production, With Aliza Heching -- References -- Index While there are several texts on how to solve and analyze stochastic programs, this is the first text to address basic questions about how to model uncertainty, and how to reformulate a deterministic model so that it can be analyzed in a stochastic setting. This text would be suitable as a stand-alone or supplement for a second course in OR/MS or in optimization-oriented engineering disciplines where the instructor wants to explain where models come from and what the fundamental issues are. The book is easy-to-read, highly illustrated with lots of examples and discussions. It will be suitable for graduate students and researchers working in operations research, mathematics, engineering and related departments where there is interest in learning how to model uncertainty. Alan King is a Research Staff Member at IBM's Thomas J. Watson Research Center in New York. Stein W. Wallace is a Professor of Operational Research at Lancaster University Management School inEngland. HTTP:URL=https://doi.org/10.1007/978-0-387-87817-1 |
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電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9780387878171 |
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EB00235077 |
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データ種別 | 電子ブック |
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分 類 | LCC:QA273.A1-274.9 DC23:519.2 |
書誌ID | 4000114946 |
ISBN | 9780387878171 |
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※2017年9月4日以降