Computational Stochastic Programming: Models, Algorithms, and Implementation
This book provides a foundation in shastic, linear, and mixed-integer programming algorithms with a focus on practical computer algorithm implementation. The purpose of this book is to provide a foundational and thorough treatment of the subject with a focus on models and algorithms and their computer implementation. The book’s most important features include a focus on both risk-neutral and risk-averse models, a variety of real-life example applications of shastic programming, decomposition algorithms, detailed illustrative numerical examples of the models and algorithms, and an emphasis on computational experimentation. With a focus on both theory and implementation of the models and algorithms for solving practical optimization problems, this monograph is suitable for readers with fundamental knowledge of linear programming, elementary analysis, probability and statistics, and some computer programming background. Several examples of shastic programming applications areincluded, providing numerical examples to illustrate the models and algorithms for both shastic linear and mixed-integer programming, and showing the reader how to implement the models and algorithms using computer software.
1144507443
Computational Stochastic Programming: Models, Algorithms, and Implementation
This book provides a foundation in shastic, linear, and mixed-integer programming algorithms with a focus on practical computer algorithm implementation. The purpose of this book is to provide a foundational and thorough treatment of the subject with a focus on models and algorithms and their computer implementation. The book’s most important features include a focus on both risk-neutral and risk-averse models, a variety of real-life example applications of shastic programming, decomposition algorithms, detailed illustrative numerical examples of the models and algorithms, and an emphasis on computational experimentation. With a focus on both theory and implementation of the models and algorithms for solving practical optimization problems, this monograph is suitable for readers with fundamental knowledge of linear programming, elementary analysis, probability and statistics, and some computer programming background. Several examples of shastic programming applications areincluded, providing numerical examples to illustrate the models and algorithms for both shastic linear and mixed-integer programming, and showing the reader how to implement the models and algorithms using computer software.
159.99
In Stock
5
1
Computational Stochastic Programming: Models, Algorithms, and Implementation
509
Computational Stochastic Programming: Models, Algorithms, and Implementation
509
159.99
In Stock
Product Details
| ISBN-13: | 9783031524622 |
|---|---|
| Publisher: | Springer International Publishing |
| Publication date: | 04/05/2024 |
| Series: | Springer Optimization and Its Applications , #774 |
| Edition description: | 2024 |
| Pages: | 509 |
| Product dimensions: | 6.10(w) x 9.25(h) x (d) |
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