Stochastic Programming - András Prékopa
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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. The book Stochastic Programming is a comprehensive introduction to the field and its basic mathematical tools. While the mathematics is of a high level, the developed models offer p ... Pilns apraksts
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Aprašymas
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. The book Stochastic Programming is a comprehensive introduction to the field and its basic mathematical tools. While the mathematics is of a high level, the developed models offer powerful applications, as revealed by the large number of examples presented. The material ranges form basic linear programming to algorithmic solutions of sophisticated systems problems and applications in water resources and power systems, shipbuilding, inventory control, etc. Audience: Students and researchers who need to solve practical and theoretical problems in operations research, mathematics, statistics, engineering, economics, insurance, finance, biology and environmental protection.
Vairāk informācijas
| Autors | András Prékopa |
|---|---|
| Izdevējs | Springer Netherlands |
| Series | Mathematics and Its Applications |
| Izlaides gads | 2010 |
| Vāka tips | Mīkstais vāks |
| EAN | 9789048145522 |