Stochastic Decomposition

Stochastic Decomposition

Julia L. Higle / S. Sen

48,06 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2013
ISBN:
9781461541165
48,06 €
IVA incluido
Disponible

Selecciona una librería:

  • Librería Samer Atenea
  • Librería Aciertas (Toledo)
  • Kálamo Books
  • Librería Perelló (Valencia)
  • Librería Elías (Asturias)
  • Donde los libros
  • Librería Kolima (Madrid)
  • Librería Proteo (Málaga)

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.

Artículos relacionados

  • INTRODUCTION TO LINEAR OPTIMIZATION
    Arkadi Nemirovski / NEMIROVSKI ARKADI
    The book presents a graduate level, rigorous, and self-contained introduction to linear optimization (LO), the presented topics beingexpressive abilities of LO;geometry of LO - structure of polyhedral sets, LO duality and its applications;traditional LO algorithms - primal and dual simplex methods, and network simplex method;polynomial time solvability of LO via ellipsoid algor...
  • INTRODUCTION TO LINEAR OPTIMIZATION
    Arkadi Nemirovski / NEMIROVSKI ARKADI
    The book presents a graduate level, rigorous, and self-contained introduction to linear optimization (LO), the presented topics beingexpressive abilities of LO;geometry of LO - structure of polyhedral sets, LO duality and its applications;traditional LO algorithms - primal and dual simplex methods, and network simplex method;polynomial time solvability of LO via ellipsoid algor...
    Disponible

    88,43 €

  • CONTINUOUS-TIME MARKOV-MODULATED CHAINS OPERATIONS RESEARCH
    Alexander Andronov / ANDRONOV ALEXANDER / Kristina Mahareva / KRISTINA MAHAREVA ALEXANDER ANDRONOV
    Probabilistic models are widely used for description and an analysis of various processes in system reliability, risk, queuing, data communication, logistic and storage systems. The book contains various applications of the theory of continuous-time Markov-modulated processes in operation research. All analytical results are illustrated by numerical computations. Used algorithm...
  • SHADOWS OF THE CIRCLE (2ND ED)
    HANSEN VAGN LUNDSGAARD / Vagn Lundsgaard Hansen
    The ancient Greeks were the first to seriously ask for scientific explanations of the panorama of the heavens based on mathematical ideas. Ever since, mathematics has played a major role for human perception and description of the outside physical world, and in a larger perspective for comprehending the universe. This second edition pays tribute to this line of thought and take...
  • Optimization of Dynamical Systems with Impulse Controls and Shocks
    Boris Miller / Evgeny Rubinovich
    This text explores the state-of-the-art in the rapidly developing theory of impulse control and introduces the theory of singular space-time transformations, a new method for studying shock mechanical systems. Two approaches in the theory of impulse control are presented: The first, more traditional approach defines the impulsive action as a discontinuity of phase coordinates d...
  • Applications of Advanced Optimization Techniques in Industrial Engineering
    This book provides different approaches used to analyze, draw attention, and provide an understanding of the advancements in the optimization field across the globe. ...

Otros libros del autor

  • Stochastic Decomposition
    Julia L. Higle / S. Sen
    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...
    Disponible

    134,13 €

  • Stochastic Decomposition
    Julia L. Higle / S. Sen
    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...