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portada Computational Stochastic Programming: Models, Algorithms, and Implementation
Type
Physical Book
Author
Publisher
Language
English
Pages
509
Format
Hardcover
Dimensions
23.4 x 15.6 x 2.9 cm
Weight
0.91 kg.
ISBN13
9783031524622
Categories

Computational Stochastic Programming: Models, Algorithms, and Implementation

Lewis Ntaimo (Author) · Springer · Hardcover

Computational Stochastic Programming: Models, Algorithms, and Implementation - Ntaimo, Lewis

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Synopsis "Computational Stochastic Programming: Models, Algorithms, and Implementation"

This book provides a foundation in stochastic, 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 stochastic 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 stochastic programming applications areincluded, providing numerical examples to illustrate the models and algorithms for both stochastic linear and mixed-integer programming, and showing the reader how to implement the models and algorithms using computer software.

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