Introduction to stochastic programming
tarafından
 
Birge, John R. author

Başlık
: 
Introduction to stochastic programming

Yazar
: 
Birge, John R. author

ISBN
: 
9781461402367

Yazar Ek Girişi
: 
Birge, John R. author

Basım Bilgisi
: 
Second edition

Fiziksel Tanımlama
: 
xxv, 485 pages. : illustrations ; 27 cm.

Seri
: 
Springer series in operations research and financial engineering,

İçerik
: 
Introduction and Examples.- Uncertainty and Modeling Issues.- Basic Properties and Theory.- The Value of Information and the Stochastic Solution.- Two-Stage Recourse Problems.- Multistage Stochastic Programs.- Stochastic Integer Programs.- Evaluating and Approximating Expectations.- Monte Carlo Methods.- Multistage Approximations.- Sample Distribution Functions.- References.

Özet
: 
In an extensively updated new edition, this book teaches stochastic programming, with new approaches for discrete variables, new results on risk measures in modeling and Monte Carlo sampling methods, a new chapter on relationships to other methods and more.

Konu Başlığı
: 
Stochastic programming
 
Stokastik programlama
 
Mathematical statistics
 
Matematiksel istatistik

Yazar Ek Girişi
: 
Louveaux, François.


LibraryMateryal TürüDemirbaşYer NumarasıDurumu / Lokasyon / İade Tarihi
Ekonomi KütüphanesiKitapEKOBKN0010198519.7 BIR 2011Merkez Kütüphane Fikir Atölyesi