3 edition of **Recent results in stochastic programming** found in the catalog.

Recent results in stochastic programming

- 159 Want to read
- 33 Currently reading

Published
**1980**
by Springer-Verlag in Berlin, New York
.

Written in English

- Stochastic programming -- Congresses.

**Edition Notes**

Includes bibliographies and index.

Statement | edited by P. Kall and A. Prékopa. |

Series | Lecture notes in economics and mathematical systems ;, 179 |

Contributions | Kall, Peter., Prékopa, A. 1929- |

Classifications | |
---|---|

LC Classifications | T57.79 .R42 |

The Physical Object | |

Pagination | ix, 237 p. : |

Number of Pages | 237 |

ID Numbers | |

Open Library | OL4104046M |

ISBN 10 | 038710013X |

LC Control Number | 80018650 |

Stochastic Programming Second Edition Peter Kall Institute for Operations Research and Mathematical Methods of Economics University of Zurich CH Zurich Stein W. Wallace Molde University College P.O. Box N Molde, Norway Reference to this text is “Peter Kall and Stein W. Wallace, Stochastic Programming, John Wiley & Sons File Size: 2MB. In Lectures on Stochastic Programming: Modeling and Theory, Second Edition, the authors introduce new material to reflect recent developments in stochastic programming, including: an analytical description of the tangent and normal cones of chance constrained sets; analysis of optimality conditions applied to nonconvex problems; a discussion of Price Range: $ - $

Karreman H.F. () Duality in Stochastic Programming Applied to the Design and Operation of Reservoirs. In: Kall P., Prékopa A. (eds) Recent Results in Stochastic Programming. Lecture Notes in Economics and Mathematical Systems, vol Cited by: 1. I’d like to recommend you the book following： Probability, Random Variables and Stochastic Processes * Author： Athanasios Papoulis；Unnikrishna Pillai * Paperback: pages * Publisher: McGraw-Hill Europe; 4th edition (January 1, ) * Language.

4 Introductory Lectures on Stochastic Optimization focusing on non-stochastic optimization problems for which there are many so-phisticated methods. Because of our goal to solve problems of the form (), we develop ﬁrst-order methods that are in some ways robust to many types of noise from sampling. A Tutorial on Stochastic Programming AlexanderShapiro∗andAndyPhilpott† Ma 1 Introduction This tutorial is aimed at introducing some basic ideas of stochastic programming. The in-tended audience of the tutorial is optimization practitioners and researchers who wish to.

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Recent Results in Stochastic Programming. Get immediate ebook access* when you order a print book Business & Management Operations Research & Decision Theory. Lecture Notes in Economics and Mathematical Systems. Free Preview.

Recent Results in Stochastic Programming Proceedings, Oberwolfach, January 28 – February 3, Editors (view affiliations) Peter Kall; András Prékopa. Recent results in stochastic programming book this from a library. Recent results in stochastic programming: proceedings, Oberwolfach, January February 3, [Peter Kall; A Prékopa;].

Find many great new & used options and get the best deals for Recent Results in Stochastic Programming: Proceedings by Kall, Peter at the best online. In Lectures on Stochastic Programming: Modeling and Theory, Second Edition, the authors introduce new material to reflect recent developments in stochastic programming, including: an analytical description of the tangent and normal cones of chance constrained sets; analysis of optimality conditions applied to nonconvex problems; a discussion of Cited by: ISBN: X: OCLC Number: Description: 1 online resource (ix, pages) Contents: I.

Theoretical Results --Stochastic-Parametric Linear Programs II --A Necessary Condition for Continuity in Parametric Linear Programming --On Parametric Linear Optimization entiable Parameter Functions --Conditions for Optimality in Multi-Stage Stochastic.

A number of recent results which establish the convexity, pseudo-convexity or quasi-convexity of certain functions are shown to be special cases of the fact that under suitable conditions a composite function is convex, pseudo-convex or quasi-convex.

Stochastic Optimization Models in Finance focuses on the applications of stochastic. The main topic of this book is optimization problems involving uncertain parameters, for which stochastic models are available.

Although many ways have been proposed to. deterministic programming. We have stochastic and deterministic linear programming, deterministic and stochastic network ﬂow problems, and so on.

Although this book mostly covers stochastic linear programming (since that is the best developed topic), we also discuss stochastic nonlinear programming, integer programming and network ﬂows.

(version J ) This list of books on Stochastic Programming was compiled by J. Dupacová (Charles University, Prague), and first appeared in the state-of-the-art volume Annals of OR 85 (), edited by R. J-B. Wets and W.

Ziemba. Books and collections of papers on Stochastic Programming, primary classification 90C15 A. The known ones ~ in English, including translations. We do not try to provide a comprehensive presentation of all aspects of stochastic programming, but we rather concentrate on theoretical foundations and recent advances in selected areas.

The book is organized into seven chapters. The first chapter addresses modeling issues. 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 Cited by: This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available.

In Lectures on Stochastic Programming: Modeling and Theory, Second Edition, the authors introduce new material to reflect recent developments in stochastic. This area was mentioned already in the seminal paper of Dantzig [R3] and in his monograph [27] and the first theoretical results on multistage stochastic programs with recourse were obtained as.

The basic idea of two-stage stochastic programming is that (optimal) decisions should be based on data available at the time the decisions are made and cannot depend on future observations.

The two-stage formulation is widely used in stochastic programming. The general formulation of a two-stage stochastic programming problem is given by. Kupte si knihu Recent Results in Stochastic Programming:: za nejlepší cenu se slevou. Podívejte se i na další z miliónů zahraničních knih v naší nabídce.

Zasíláme rychle a. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. In Lectures on Stochastic Programming: Modeling and Theory, Second Edition, the authors introduce new material to reflect recent developments in stochastic programming.

dynamic programming and for which there has been signiﬁcant theoretical progress in recent years. We begin, though, with three sections providing some background and perspective on the methodology and problems that may address. Stochastic Control As a problem formulation, let us consider a discrete–time dynamic system.

“SPbook” /5/4 page iii i i i i i i i i Preface The main topic of this book are optimization problems involving uncertain parame-ters, for which stochastic models are available. concentrate more deeply on Chapter 3 and the results from Chapters 9 to The book can also be used as an introduction for graduate students interested in stochastic programming as a research area.

They will ﬁnd a broad coverage of mathematical properties. I think the best is the one mentioned already by fellow quorians is the "Introduction to Stochastic Programming" by Birge and Louveaux This book is the standard text in many university courses.

Also you might look as well at "Stochastic Linear Pro.analysis. Moreover, in recent years the theory and methods of stochastic programming have undergone major advances. All these factors motivated us to present in an accessible and rigorous form contemporary models and ideas of stochastic programming.

We hope that the book will encourage other researchers to apply stochastic programming models and toFile Size: 2MB.Read online Stochastic Programming: introduction and eples book pdf free download link book now.

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