Applications Stochastic Programming (105 results)

Softcover. Condition: Bon. Ancien livre de bibliothèque. Légères traces d'usure sur la couverture. Couverture différente. Edition 1995. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Good. Former library book. Slight signs of wear on the cover. Different cover. Edition 1995. Ammareal gives back up to 15% of this item's net price to charity organizations.

gebundene Ausgabe. Condition: Gut. XI; 313 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber. Es befindet sich neben dem Rückenschild lediglich ein Bibliotheksstempel im Buch; ordnungsgemäß entwidmet. Der Buchschnitt ist leicht fleckig. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 765.

hardcover. Condition: Very Good. Fast Shipping - Safe and Secure 7 days a week!

gebundene Ausgabe. Condition: Gut. XI; 313 Seiten In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 720.

Taschenbuch. Condition: Neu. Neu Neuware; original eingeschweisst; Rechnung mit MwSt.; new item, still sealed; -Motivation Stochastic Linear Programming with recourse represents one of the more widely applicable models for incorporating uncertainty within in which the SLP optimization models. There are several arenas model is appropriate, and such models have found applications in air line yield management, capacity planning, electric power generation planning, financial planning, logistics, telecommunications network planning, and many more. In some of these applications, modelers represent uncertainty in terms of only a few seenarios and formulate a large scale linear program which is then solved using LP software. However, there are many applications, such as the telecommunications planning problem discussed in this book, where a handful of seenarios do not capture variability well enough to provide a reasonable model of the actual decision-making problem. Problems of this type easily exceed the capabilities of LP software by several orders of magnitude. Their solution requires the use of algorithmic methods that exploit the structure of the SLP model in a manner that will accommodate large scale applications. 248 pp. Englisch.

Condition: Gut. 326 Seiten Exemplar aus einer wissenschaftlichen Bibliothek ex library book Altersfreigabe FSK ab 0 Jahre Sprache: Englisch Gewicht in Gramm: 333 17,1 x 10,8 x 2,5 cm, Gebundene Ausgabe.

Condition: Gut. 326 Seiten ex library book - Sprache: Englisch Gewicht in Gramm: 333 17,1 x 10,8 x 2,5 cm, Gebundene Ausgabe.

Condition: Très bon. Stochastic Programming Methods and Technical Applications | Marti, Kurt und Peter Kall | Springer, 1998. In-8° broché, 437p. Couverture propre. Dos solide. Intérieur frais sans soulignage ou annotation. Exemplaire de bibliothèque : petit code barre en pied de 1re de couv., cotation au dos, rares et discrets petits tampons à l'intérieur de l'ouvrage. Très bon état général pour cet ouvrage . [Ba 68] Pour les expéditions internationales, nous consulter au préalable pour l ajustement des frais de port qui seront peut-être revus à la baisse/ For international shipments, please contact us in advance to adjust shipping costs. |.

Softcover. 351 S. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD condition, some traces of use. L07669 9783540589969 Sprache: Englisch Gewicht in Gramm: 560.

Taschenbuch. Condition: Neu. Neu Neuware; original eingeschweisst; Rechnung mit MwSt.; new item, still sealed; -Motivation Stochastic Linear Programming with recourse represents one of the more widely applicable models for incorporating uncertainty within in which the SLP optimization models. There are several arenas model is appropriate, and such models have found applications in air line yield management, capacity planning, electric power generation planning, financial planning, logistics, telecommunications network planning, and many more. In some of these applications, modelers represent uncertainty in terms of only a few seenarios and formulate a large scale linear program which is then solved using LP software. However, there are many applications, such as the telecommunications planning problem discussed in this book, where a handful of seenarios do not capture variability well enough to provide a reasonable model of the actual decision-making problem. Problems of this type easily exceed the capabilities of LP software by several orders of magnitude. Their solution requires the use of algorithmic methods that exploit the structure of the SLP model in a manner that will accommodate large scale applications. 248 pp. Englisch.

Hardcover. Condition: Très bon. Ancien livre de bibliothèque avec équipements. Edition 2012. Tome 4. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Very good. Former library book. Edition 2012. Volume 4. Ammareal gives back up to 15% of this item's net price to charity organizations.

Hardcover. Condition: Très bon. Ancien livre de bibliothèque avec équipements. Edition 2012. Tome 4. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Very good. Former library book. Edition 2012. Volume 4. Ammareal gives back up to 15% of this item's net price to charity organizations.

Hardcover. Condition: Good. This is an ex-library copy and has some of the stamps and stickers of an ex-library copy. The book also has light edge wear, and minor browning/fading. Otherwise, the book is in good, readable condition. It is tightly bound, clean, and (otherwise) unmarked.

Condition: New. In.

Condition: New. In.

351 Seiten mit zahlreichen Abbildungen, Aus der Präsenzbibliothek eines Institutes, daher außergewöhnlich gut erhalten! (From the reference library of an institute, therefore exceptionally well preserved!) 3540589961 Sprache: Englisch Gewicht in Gramm: 480 Groß 8°, Original-Karton (Softcover), Bibliotheks-Exemplar (ordnungsgemäß entwidmet) mit kleinem Rückenschild, Stempel Titel, insgesamt gutes und innen sauberes Exemplar, (library copy in good condition),

Condition: New. In.

Condition: New. In.

Condition: New. In.

Condition: New. In.

Condition: New. In.

Condition: New. In.

Paperback. Condition: new. Paperback. In this thesis the optimization framework of stochastic programming with recourse is considered. Emphasis is placed on programs incorporating integrality constraints, dynamic decision structures (multi-stage stochastic programs), or risk aversion requirements. In the first part, Monte Carlo approximations for two-stage stochastic programs with integrality constraints are studied. In particular, the asymptotic behavior of the optimal values is analyzed. A central limit theorem for the optimal value is proven by using empirical process theory and concepts of differentiability in infinite dimensional spaces. Such a limit theorem has formerly been known only for simpler special cases. Beside being of theoretical interest, limit theorems may be useful for getting information about the accuracy of an approximate optimal value and for determining an appropriate sample size for a practical problem. Therefore, resampling methods (bootstrap) are suitably adapted and, for illustration, applied to a test problem.For stochastic programs possibly incorporating dynamic decision structures a special strategy of risk aversion is suggested and analyzed in the second part, namely the class of polyhedral risk measures: The value of a risk functional from this class can be calculated as the optimal value of a specific stochastic program with recourse which is of particular simple nature. Polyhedral risk measures are intended for objectives of general stochastic programs. Then, the two nested stochastic programs can be unified to one stochastic program with classical linear objective. This possibility can be useful for algorithmic decomposition approaches. Polyhedral risk measures are analyzed with respect to coherence axioms from risk theory. Criteria for verifying such properties for a concrete polyhedral risk measure are deduced by means of convex duality theory. Moreover, new and known instances of polyhedral risk measures are presented and shown to satisfy these coherence axioms. Furthermore, stability statements for multi-stage stochastic programs incorporating a polyhedral risk measure in the objective are proven.These statements allow the conclusion that, for such problems, the same stability based scenario tree approximation algorithms as for non-risk-averse stochastic programs can be applied if some additional regularity requirements hold. It is shown that all the instances of polyhedral risk measures presented before satisfy these regularity requirements. Finally, the practical usefulness of polyhedral risk measures is demonstrated by a case study consisting of a stochastic programming model for medium-term optimization of electricity production and trading in a smaller power utility. Expected profit and risk in terms of a polyhedral risk measure are optimized simultaneously. The model takes into account the uncertainty of energy demands and market prices in terms of probability distributions which are approximated by a scenario tree according to the above results. The model demonstrates the possibility of integrating revenue optimization and risk management. The output of the model illustrates that the class of polyhedral risk measures is capable of reproducing different preferences for risk aversion. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Paperback. Condition: New.

PF. Condition: New.

Condition: New. 1st ed. 2020 edition NO-PA16APR2015-KAP.

Condition: Buone. inglese Condizioni dell'esterno: Discrete con difetti, segni d'uso Condizioni dell'interno: Buone.

Paperback. Condition: Brand New. 2014 edition. 284 pages. 9.00x6.00x0.75 inches. In Stock.

Paperback Jun 04, 1995. Condition: Used: Very Good. Stochastic Programming: Numerical Techniques And Engineering Applications (Lecture Notes In Economics And Mathematical Systems) |Marti, Kall | Springer, 1995. In-8° cartonné, 351p. Couverture propre. Dos solide. Intérieur frais sans soulignage ou annotation. Exemplaire de bibliothèque : petit code barre en pied de 1re de couv., cotation au dos, rares et discrets petits tampons à l'intérieur de l'ouvrage. Très bon état général pour cet ouvrage . [Ba 67+].

Paperback. Condition: Brand New. 1995 edition. 364 pages. 8.50x5.51x0.82 inches. In Stock.