Stochastic Optimization: Algorithms and Applications /
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, telecommunications, and transportation. Recently, the practi...
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| Format: | eBook |
| Language: | English |
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Boston, MA :
Springer US,
2001.
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| Series: | Applied optimization ;
54. |
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| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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, telecommunications, 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. |
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| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (xii, 435 pages) |
| ISBN: | 9781475765946 (electronic bk.) 1475765940 (electronic bk.) |
| ISSN: | 1384-6485 ; |