Computational Stochastic Programming

Computational Stochastic Programming

Models, Algorithms, and Implementation

Ntaimo, Lewis

Springer International Publishing AG

04/2024

509

Dura

9783031524622

15 a 20 dias

Descrição não disponível.
1. Introduction.- 2 Stochastic Programming Models.- 3 Modeling and Illustrative Numerical Examples.- 4 Example Applications of Stochastic Programming.- 5 Deterministic Large-Scale Decomposition Methods.- 6 Risk-Neutral Stochastic Linear Programming Methods.- 7 Mean-Risk Stochastic Linear Programming Methods.- 8 Sampling-Based Stochastic Linear Programming Methods.- 9 Stochastic Mixed-Integer Programming Methods.- 10 Computational Experimentation.


























Mean-risk linear and integer models;Risk Measures;Risk-Averse Models;computational experimentation;computer algorithm implementation;decomposition algorithms;optimal decision making;optimization software;stochastic programming