Stochastic Optimization Algorithms Applications (22 results)
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Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book presents a comprehensive series of methods in nonsmooth optimization, with a particular focus on their application in stochastic programming and dedicated algorithms for decision-making under uncertainty. Each method is accompanied by rigorous m…athematical analysis, ensuring a deep understanding of the underlying principles. The theoretical discussions included are essential for comprehending the mechanics of various algorithms and the nature of the solutions they provide-whether they are global, local, stationary, or critical. The book begins by introducing fundamental tools from set-valued analysis, optimization, and probability theory. It then transitions from deterministic to stochastic optimization, starting with a thorough discussion of modeling, understanding uncertainty, and incorporating it into optimization problems. Following this foundation, the book explores numerical algorithms for nonsmooth optimization, covering well-known decomposition techniques and algorithms for convex optimization, mixed-integer convex programming, and nonconvex optimization. Additionally, it introduces numerical algorithms specifically for stochastic programming, focusing on stochastic programming with recourse, chance-constrained optimization, and detailed algorithms for both risk-neutral and risk-averse multistage stochastic programs.The book guides readers through the entire process, from defining optimization models for practical problems to presenting implementable algorithms that can be applied in practice. It is intended for students, practitioners, and scholars who may be unfamiliar with stochastic programming and nonsmooth optimization. The analyses provided are also valuable for practitioners who may not be interested in convergence proofs but wish to understand the nature of the solutions obtained.
Language: English
Published by Springer 2010
Series: Applied Optimization, Book 4 of 20. Book 4 of 20 - Applied Optimization
- Softcover
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Language: English
Published by Springer 2001
Series: Applied Optimization, Book 4 of 20. Book 4 of 20 - Applied Optimization
- Hardcover
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More imagesLanguage: English
Published by Springer 2010
Series: Applied Optimization, Book 4 of 20. Book 4 of 20 - Applied Optimization
- Softcover
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Taschenbuch. Condition: Neu. Stochastic Optimization | Algorithms and Applications | Stanislav Uryasev (u. a.) | Taschenbuch | Applied Optimization | xii | Englisch | 2010 | Springer | EAN 9781441948557 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springe…r[dot]com | Anbieter: preigu.
Language: English
Published by Springer, Springer 2010
Series: Applied Optimization, Book 4 of 20. Book 4 of 20 - Applied Optimization
- Softcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Stochastic programming is the study of procedures for decision making under the presence of uncertainties and risks. Stochastic programming approaches have been successfully used in a number of areas such as energy and production planning, telecomm…unications, and transportation. Recently, the practical experience gained in stochastic programming has been expanded to a much larger spectrum of applications including financial modeling, risk management, and probabilistic risk analysis. Major topics in this volume include: (1) advances in theory and implementation of stochastic programming algorithms; (2) sensitivity analysis of stochastic systems; (3) stochastic programming applications and other related topics. Audience: Researchers and academies working in optimization, computer modeling, operations research and financial engineering. The book is appropriate as supplementary reading in courses on optimization and financial engineering.
Language: English
Published by Springer, Springer 2001
Series: Applied Optimization, Book 4 of 20. Book 4 of 20 - Applied Optimization
- Hardcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Stochastic programming is the study of procedures for decision making under the presence of uncertainties and risks. Stochastic programming approaches have been successfully used in a number of areas such as energy and production planning, telecommunicati…ons, and transportation. Recently, the practical experience gained in stochastic programming has been expanded to a much larger spectrum of applications including financial modeling, risk management, and probabilistic risk analysis. Major topics in this volume include: (1) advances in theory and implementation of stochastic programming algorithms; (2) sensitivity analysis of stochastic systems; (3) stochastic programming applications and other related topics. Audience: Researchers and academies working in optimization, computer modeling, operations research and financial engineering. The book is appropriate as supplementary reading in courses on optimization and financial engineering.
Language: English
Published by Springer US 2001
Series: Applied Optimization, Book 4 of 20. Book 4 of 20 - Applied Optimization
- Softcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
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Language: English
Published by Springer 2001
Series: Applied Optimization, Book 4 of 20. Book 4 of 20 - Applied Optimization
- Hardcover
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Language: English
Published by Springer 2010
Series: Applied Optimization, Book 4 of 20. Book 4 of 20 - Applied Optimization
- Softcover
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- Hardcover
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