Lectures on stochastic programming 3rd, Shapiro, Alexander Dentcheva, Darinka Ruszczski, Andrzej
Автор: Kurt Marti; Peter Kall Название: Stochastic Programming Methods and Technical Applications ISBN: 3540639241 ISBN-13(EAN): 9783540639244 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Optimization problems arising in practice usually contain several random parameters. The original problem with random parameters must be replaced by an appropriate deterministic substitute problem, and efficient numerical solution or approximation techniques have to be developed for those problems.
Описание: This book enables readers to understand, model, and predict complex dynamical systems using new methods with stochastic tools. The author presents a unique combination of qualitative and quantitative modeling skills, novel efficient computational methods, rigorous mathematical theory, as well as physical intuitions and thinking. An emphasis is placed on the balance between computational efficiency and modeling accuracy, providing readers with ideas to build useful models in practice. Successful modeling of complex systems requires a comprehensive use of qualitative and quantitative modeling approaches, novel efficient computational methods, physical intuitions and thinking, as well as rigorous mathematical theories. As such, mathematical tools for understanding, modeling, and predicting complex dynamical systems using various suitable stochastic tools are presented. Both theoretical and numerical approaches are included, allowing readers to choose suitable methods in different practical situations. The author provides practical examples and motivations when introducing various mathematical and stochastic tools and merges mathematics, statistics, information theory, computational science, and data science. In addition, the author discusses how to choose and apply suitable mathematical tools to several disciplines including pure and applied mathematics, physics, engineering, neural science, material science, climate and atmosphere, ocean science, and many others. Readers will not only learn detailed techniques for stochastic modeling and prediction, but will develop their intuition as well. Important topics in modeling and prediction including extreme events, high-dimensional systems, and multiscale features are discussed.
Автор: Khalid Al-Begain; Dieter Fiems; G?bor Horv?th Название: Analytical and Stochastic Modeling Techniques and Applications ISBN: 3642022049 ISBN-13(EAN): 9783642022043 Издательство: Springer Рейтинг: Цена: 12157.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book constitutes the refereed proceedings of the 16th International Conference on Analytical and Stochastic Modeling Techniques and Applications, ASMTA 2009, held in Madrid, Spain, in June 2009 in conjunction with ECMS 2009, the 23nd European Conference on Modeling and Simulation. queueing & scheduling in telecommunication networks;
Описание: This book constitutes the refereed proceedings of the 23rd International Conference on Analytical and Stochastic Modelling Techniques and Applications, ASMTA 2016, held in Cardiff, UK, in August 2016. The 21 full papers presented in this book were carefully reviewed and selected from 30 submissions.
Автор: Nisio Makiko Название: Stochastic Control Theory ISBN: 4431551220 ISBN-13(EAN): 9784431551225 Издательство: Springer Рейтинг: Цена: 12577.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze control problems. First we consider completely observable control problems with finite horizons.
Автор: Carpentier Pierre Название: Stochastic Multi-Stage Optimization ISBN: 3319181378 ISBN-13(EAN): 9783319181370 Издательство: Springer Рейтинг: Цена: 13275.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses the related discretization issues.
Автор: Yuping Huang; Panos M. Pardalos; Qipeng P. Zheng Название: Electrical Power Unit Commitment ISBN: 1493967665 ISBN-13(EAN): 9781493967667 Издательство: Springer Рейтинг: Цена: 7685.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: It updates texts written in the late 1990s and early 2000s by including the fundamentals of both UC and state-of-the-art modeling as well as solution algorithms and highlighting stochastic models and mixed-integer programming techniques.The UC problems are mostly formulated as mixed-integer linear programs, although there are many variants.
Автор: Pablo Azcue; Nora Muler Название: Stochastic Optimization in Insurance ISBN: 1493909940 ISBN-13(EAN): 9781493909940 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The main purpose of the book is to show how a viscosity approach can be used to tackle control problems in insurance.
Автор: Pierre Carpentier; Jean-Philippe Chancelier; Guy C Название: Stochastic Multi-Stage Optimization ISBN: 3319365150 ISBN-13(EAN): 9783319365152 Издательство: Springer Рейтинг: Цена: 13275.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses the related discretization issues.
Автор: Andr?s Pr?kopa Название: Stochastic Programming ISBN: 0792334825 ISBN-13(EAN): 9780792334828 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Stochastic programming - the science that provides us with tools to design and control stochastic systems with the aid of mathematical programming techniques - lies at the intersection of statistics and mathematical programming. This book offers a comprehensive introduction to the field and its basic mathematical tools.
Автор: Julia L. Higle; S. Sen Название: Stochastic Decomposition ISBN: 0792338405 ISBN-13(EAN): 9780792338406 Издательство: Springer Рейтинг: Цена: 20257.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Summarizes developments related to a class of methods called Stochastic Decomposition (SD) algorithms, which represent an important shift in the design of optimization algorithms. This title is suitable for researchers in mathematical optimization, including those working in telecommunications and electric power generation.
Автор: Kurt Marti; Peter Kall Название: Stochastic Programming ISBN: 3540589961 ISBN-13(EAN): 9783540589969 Издательство: Springer Рейтинг: Цена: 12157.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Proceedings of the 2nd GAMM/IFIP-Workshop on "Stochastic Optimization:Numerical Methods and Technical Applications" held at the Federal Armed Forces University, Munich, Neubiberg/Munchen, Germany, June 15-17, 1993
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