Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their existence compels a need for rigorous ways of formulating, analyzing, and solving such problems. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. In the second edition of this book the authors introduce new material to reflect recent ...
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Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their existence compels a need for rigorous ways of formulating, analyzing, and solving such problems. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. In the second edition of this book the authors introduce new material to reflect recent developments in stochastic programming, including: an analytical description of the tangent and normal cones of chance constrained sets; analysis of optimality conditions applied to nonconvex problems; a discussion of the stochastic dual dynamic programming method; an extended discussion of law invariant coherent risk measures and their Kusuoka representations; and in-depth analysis of dynamic risk measures and concepts of time consistency, including several new results.
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Add this copy of Lectures on Stochastic Programming: Modeling and Theory to cart. £83.71, Sold by Zubal Books rated 4.0 out of 5 stars, ships from Cleveland, OH, UNITED STATES, published 2021 by SIAM-Society for Industrial and Applied Mathematics.
Edition:
2021, Society for Industrial & Applied Mathematics,U.S.
Publisher:
Society for Industrial & Applied Mathematics,U.S.
Published:
2021
Language:
English
Alibris ID:
18528808906
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Add this copy of Lectures on Stochastic Programming: Modeling and Theory to cart. £110.69, good condition, Sold by BooksRun rated 4.0 out of 5 stars, ships from Philadelphia, PA, UNITED STATES, published 2021 by SIAM-Society for Industrial and Applied Mathematics.
Edition:
2021, Society for Industrial & Applied Mathematics,U.S.
Publisher:
Society for Industrial & Applied Mathematics,U.S.
Published:
2021
Language:
English
Alibris ID:
18441970746
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Edition:
2021, Society for Industrial & Applied Mathematics,U.S.
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2021, Society for Industrial & Applied Mathematics,U.S.
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Edition:
2021, Society for Industrial & Applied Mathematics,U.S.
Add this copy of Lectures on Stochastic Programming: Modeling and Theory to cart. £271.71, new condition, Sold by BetterBookDeals rated 4.0 out of 5 stars, ships from NIAGARA FALLS, NY, UNITED STATES, published 2021 by SIAM-Society for Industrial and Applied Mathematics.
Edition:
2021, Society for Industrial & Applied Mathematics,U.S.
