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Stochastic Two Stage Programming by Frauendorfer Karl (11 results)
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Stochastic Two-Stage Programming (Lecture Notes in Economics and Mathematical Systems 392)
Seller: Zubal-Books, Since 1961, Cleveland, OH, U.S.A.
Seller rating 5 out of 5 stars
Condition: Good. *Price HAS BEEN REDUCED by 10% until Tuesday, May 27 (holiday SALE item)* 236 pp., Paperback, ex library, else text clean and binding tight. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.
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US$ 11.36
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Add to basketEhem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD condition, some traces of use. Sq 945 3540560971 Sprache: Englisch Gewicht in Gramm: 550.
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US$ 59.54
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Stochastic Two-Stage Programming (Lecture Notes in Economics and Mathematical Systems, 392)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
US$ 70.81
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US$ 67.24
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Add to basketPaperback. Condition: New.
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US$ 9.98
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Add to basketCondition: Buone. inglese Condizioni dell'esterno: Buone Condizioni dell'interno: Buone.
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Stochastic Two-Stage Programming
Published by Springer Berlin Heidelberg, 1992
ISBN 10: 3540560971 ISBN 13: 9783540560975
Language: English
US$ 62.63
Convert currencyUS$ 34.24 shipping from Germany to U.S.A.Quantity: 1 available
Add to basketTaschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Stochastic Programming offers models and methods fordecision problems wheresome of the data are uncertain.These models have features and structural properties whichare preferably exploited by SP methods within the solutionprocess. This work contributes to the methodology fortwo-stagemodels. In these models the objective function isgiven as an integral, whose integrand depends on a randomvector, on its probability measure and on a decision.The main results of this work have been derived with theintention to ease these difficulties: After investigatingduality relations for convex optimization problems withsupply/demand and prices being treated as parameters, astability criterion is stated and provessubdifferentiability of the value function. This criterionis employed for proving the existence of bilinear functions,which minorize/majorize the integrand. Additionally, theseminorants/majorants support the integrand on generalizedbarycenters of simplicial faces of specially shapedpolytopes and amount to an approach which is denotedbarycentric approximation scheme.
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US$ 91.71
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Add to basketPaperback. Condition: Brand New. 228 pages. 9.40x6.50x0.50 inches. In Stock.
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Stochastic Two-Stage Programming
Published by Springer Berlin Heidelberg, 1992
ISBN 10: 3540560971 ISBN 13: 9783540560975
Language: English
US$ 75.03
Convert currencyUS$ 55.70 shipping from Germany to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. Stochastic Programming offers models and methods fordecision problems wheresome of the data are uncertain.These models have features and structural properties whichare preferably exploited by SP methods within the solutionprocess. This work contr.
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US$ 117.05
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Add to basketPaperback. Condition: Like New. Like New. book.
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Stochastic Two-Stage Programming
Published by Springer Berlin Heidelberg Dez 1992, 1992
ISBN 10: 3540560971 ISBN 13: 9783540560975
Language: English
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
US$ 62.63
Convert currencyUS$ 26.15 shipping from Germany to U.S.A.Quantity: 2 available
Add to basketTaschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Stochastic Programming offers models and methods fordecision problems wheresome of the data are uncertain.These models have features and structural properties whichare preferably exploited by SP methods within the solutionprocess. This work contributes to the methodology fortwo-stagemodels. In these models the objective function isgiven as an integral, whose integrand depends on a randomvector, on its probability measure and on a decision.The main results of this work have been derived with theintention to ease these difficulties: After investigatingduality relations for convex optimization problems withsupply/demand and prices being treated as parameters, astability criterion is stated and provessubdifferentiability of the value function. This criterionis employed for proving the existence of bilinear functions,which minorize/majorize the integrand. Additionally, theseminorants/majorants support the integrand on generalizedbarycenters of simplicial faces of specially shapedpolytopes and amount to an approach which is denotedbarycentric approximation scheme. 244 pp. Englisch.
