Numerical Techniques for Stochastic Optimization

Yu. Ermoliev, R. J-B Wets (eds)

ISBN 10: 0387186778 / ISBN 13: 9780387186771

Published by International Institute for Applied Systems Analysis, 1988

About this Item

Spine sunned, as are narrow portions of covers adjacent to spine. One sticker from previous owner on inside front cover, otherwise unmarked and near fine.

Seller Inventory # 1126513

Bibliographic Details

• Title: Numerical Techniques for Stochastic Optimization
• Publisher: International Institute for Applied Systems Analysis
• Publication Date: 1988
• Language: English
• ISBN 10: 0387186778
• ISBN 13: 9780387186771
• Binding: Hard cover
• Condition: Good
• Dust Jacket Condition: No jacket
• Seller catalogs:
  • Mathematics

About this title

Synopsis

This is a comprehensive and timely overview of the numerical techniques that have been developed to solve stochastic programming problems. After a brief introduction to the field, where the accent is laid on modeling questions, the next few chapters lay out the challenges that must be met in this area. They also provide the background for the description of the computer implementations given in the third part of the book. Selected applications are described next. Some of these have directly motivated the development of the methods described in the earlier chapters. They include problems that come from facilities location, exploration investments, control of ecological systems, energy distribution and generation. Test problems are collected in the last chapter. This is the first book devoted to this subject. It comprehensively covers all major advances in the field (both Western and Russian). It is only because of the recent developments in computer technology, that we have now reached a point where our computing power matches the inherent size requirements faced in this area. The book demonstrates that a large class of stochastic programming problems are now in the range of our numerical capacities.