Name: Computational Stochastic Programming: Models, Algorithms, and Implementation (en Inglés)
Price: 159.52 USD
Availability: InStock
Author: Ntaimo, Lewis
ISBN: 9783031524622

portada Computational Stochastic Programming: Models, Algorithms, and Implementation (en Inglés)

Computational Stochastic Programming: Models, Algorithms, and Implementation (en Inglés)

Formato

Libro Físico

Autor

Lewis Ntaimo

Editorial

Springer

Idioma

Inglés

N° páginas

509

Encuadernación

Tapa Dura

Dimensiones

23.4 x 15.6 x 2.9 cm

Peso

0.91 kg.

ISBN13

9783031524622

Categorías

Ciencia y análisis de datos: generalidades
Cálculo
Probabilidad y estadística
Análisis y captura de datos

Computational Stochastic Programming: Models, Algorithms, and Implementation (en Inglés)

Lewis Ntaimo (Autor) · Springer · Tapa Dura

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Reseña del libro "Computational Stochastic Programming: Models, Algorithms, and Implementation (en Inglés)"

This book provides a foundation in stochastic, linear, and mixed-integer programming algorithms with a focus on practical computer algorithm implementation. The purpose of this book is to provide a foundational and thorough treatment of the subject with a focus on models and algorithms and their computer implementation. The book's most important features include a focus on both risk-neutral and risk-averse models, a variety of real-life example applications of stochastic programming, decomposition algorithms, detailed illustrative numerical examples of the models and algorithms, and an emphasis on computational experimentation. With a focus on both theory and implementation of the models and algorithms for solving practical optimization problems, this monograph is suitable for readers with fundamental knowledge of linear programming, elementary analysis, probability and statistics, and some computer programming background. Several examples of stochastic programming applications areincluded, providing numerical examples to illustrate the models and algorithms for both stochastic linear and mixed-integer programming, and showing the reader how to implement the models and algorithms using computer software.