Stochastic Programming
Home > Society and Social Sciences > Sociology and anthropology > Sociology > Stochastic Programming: (14 Theory and Decision Library)
Stochastic Programming: (14 Theory and Decision Library)

Stochastic Programming: (14 Theory and Decision Library)


     0     
5
4
3
2
1



International Edition


X
About the Book

This book is devoted to the problems of stochastic (or probabilistic) programming. The author took as his basis the specialized lectures which he delivered to the graduates from the economic cybernetics department of Leningrad University beginning in 1967. Since 1971 the author has delivered a specialized course on Stochastic Programming to the gradu­ ates from the faculty of applied mathematics/management processes at Leningrad University. The present monograph consists of seven chapters. In Chapter I, which is of an introductory character, consideration is given to the problems of uncertainty and probability, used for modelling complicated systems. Fundamental indications for the classification of stochastic pro­ gramming problems are given. Chapter II is devoted to the analysis of various models of chance-constrained stochastic programming problems. Examples of technological and applied economic problems of management with chance-constraints are given. In Chapter III two-stage stochastic programming problems are investigated, various models are given, and these models are qualitatively analyzed. In the conclusion of the chapter consideration is given to: the transport problem with random data, the problem of the determination of production volume, and the problem of planning the flights of aircraft as two-stage stochastic programming problems. Multi-stage stochastic programming problems are investigated in Chapter IV. The dependencies between prior and posterior decision rules and decision distributions are given. Dual problems are investigated.

Table of Contents:
I. Risk and Uncertainty in Problems of Planning and Management.- 1. Uncertainty and Probability in the Problems of Planning and Management for Complicated Systems.- 2. Various Probabilistic Approaches Used for the Description of Complicated Systems.- 3. Basic Indications for the Classification of Stochastic Programming Problems.- II. Chance-Constrained Stochastic Programming Problems.- 4. Model and Qualitative Analysis of Chance-Constrained Stochastic Programming Problems.- 5. Charnes and Cooper Deterministic Equivalents.- 6. Deterministic Equivalents to Chance-Constrained Stochastic Programming Problems.- 7. Applications of Chance-Constrained Stochastic Programming Problems: Examples.- III. Two-Stage Stochastic Programming Problems.- 8. Model of a Two-Stage Stochastic Programming Problem.- 9. Two-Stage Stochastic Programming Problem Analysis.- 10. Some Partial Models of Two-Stage Stochastic Programming Problems.- 11. The Non-Linear Two-Stage Stochastic Programming Problem.- 12. Methods for the Solution of Two-Stage Stochastic Programming Problems: Examples.- 13. Applications of Two-Stage Stochastic Programming Problems: Examples.- IV. Multi-Stage Stochastic Programming Problems.- 14. Models of Multi-Stage Stochastic Programming Problems.- 15. Qualitative Analysis of Multi-Stage Stochastic Problems with Posterior Decisive Rules.- 16. Prior Decision Rules in Multi-Stage Stochastic Programming Problems.- 17. Duality in Multi-Stage Stochastic Programming.- 18. Applications of Multi-Stage Stochastic Programming Problems: Examples.- V. The Game Approach to Stochastic Programming Problems.- 19. The Game Model of Stochastic Programming Problems.- 20. Partial Cases of the Game G (En+, F,g).- VI. Problems of the Existence of a Solution and Its Optimality in Stochastic Programming Problems.- 21. Dual Linear Stochastic Programming Problems.- 22. Optimality and Existence of the Solution in Stochastic Programming Problems.- 23. Investigations into One Stochastic Programming Problem.- 24. The Definition of the Set of Feasible Plans in the Hanson Problem.- VII. Problems of the Stability of Solutions in Stochastic Programming Problems.- 25. Stability of the Solutions in Stochastic Programming Problems.- 26. The ?-Stability of the Solution at the Mean.- 27. Stability of the Solutions in Non-Linear Stochastic Programming Problems.- 28. The Stability of Planning and Functioning at the i-th Constraint.- 29. The Investigation of Absolute Planning Stability.- Conclusion.


Best Sellers


Product Details
  • ISBN-13: 9789401011693
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Height: 235 mm
  • No of Pages: 196
  • Returnable: Y
  • Width: 155 mm
  • ISBN-10: 9401011699
  • Publisher Date: 13 Oct 2011
  • Binding: Paperback
  • Language: English
  • Returnable: Y
  • Series Title: 14 Theory and Decision Library


Similar Products

Add Photo
Add Photo

Customer Reviews

REVIEWS      0     
Click Here To Be The First to Review this Product
Stochastic Programming: (14 Theory and Decision Library)
Springer -
Stochastic Programming: (14 Theory and Decision Library)
Writing guidlines
We want to publish your review, so please:
  • keep your review on the product. Review's that defame author's character will be rejected.
  • Keep your review focused on the product.
  • Avoid writing about customer service. contact us instead if you have issue requiring immediate attention.
  • Refrain from mentioning competitors or the specific price you paid for the product.
  • Do not include any personally identifiable information, such as full names.

Stochastic Programming: (14 Theory and Decision Library)

Required fields are marked with *

Review Title*
Review
    Add Photo Add up to 6 photos
    Would you recommend this product to a friend?
    Tag this Book Read more
    Does your review contain spoilers?
    What type of reader best describes you?
    I agree to the terms & conditions
    You may receive emails regarding this submission. Any emails will include the ability to opt-out of future communications.

    CUSTOMER RATINGS AND REVIEWS AND QUESTIONS AND ANSWERS TERMS OF USE

    These Terms of Use govern your conduct associated with the Customer Ratings and Reviews and/or Questions and Answers service offered by Bookswagon (the "CRR Service").


    By submitting any content to Bookswagon, you guarantee that:
    • You are the sole author and owner of the intellectual property rights in the content;
    • All "moral rights" that you may have in such content have been voluntarily waived by you;
    • All content that you post is accurate;
    • You are at least 13 years old;
    • Use of the content you supply does not violate these Terms of Use and will not cause injury to any person or entity.
    You further agree that you may not submit any content:
    • That is known by you to be false, inaccurate or misleading;
    • That infringes any third party's copyright, patent, trademark, trade secret or other proprietary rights or rights of publicity or privacy;
    • That violates any law, statute, ordinance or regulation (including, but not limited to, those governing, consumer protection, unfair competition, anti-discrimination or false advertising);
    • That is, or may reasonably be considered to be, defamatory, libelous, hateful, racially or religiously biased or offensive, unlawfully threatening or unlawfully harassing to any individual, partnership or corporation;
    • For which you were compensated or granted any consideration by any unapproved third party;
    • That includes any information that references other websites, addresses, email addresses, contact information or phone numbers;
    • That contains any computer viruses, worms or other potentially damaging computer programs or files.
    You agree to indemnify and hold Bookswagon (and its officers, directors, agents, subsidiaries, joint ventures, employees and third-party service providers, including but not limited to Bazaarvoice, Inc.), harmless from all claims, demands, and damages (actual and consequential) of every kind and nature, known and unknown including reasonable attorneys' fees, arising out of a breach of your representations and warranties set forth above, or your violation of any law or the rights of a third party.


    For any content that you submit, you grant Bookswagon a perpetual, irrevocable, royalty-free, transferable right and license to use, copy, modify, delete in its entirety, adapt, publish, translate, create derivative works from and/or sell, transfer, and/or distribute such content and/or incorporate such content into any form, medium or technology throughout the world without compensation to you. Additionally,  Bookswagon may transfer or share any personal information that you submit with its third-party service providers, including but not limited to Bazaarvoice, Inc. in accordance with  Privacy Policy


    All content that you submit may be used at Bookswagon's sole discretion. Bookswagon reserves the right to change, condense, withhold publication, remove or delete any content on Bookswagon's website that Bookswagon deems, in its sole discretion, to violate the content guidelines or any other provision of these Terms of Use.  Bookswagon does not guarantee that you will have any recourse through Bookswagon to edit or delete any content you have submitted. Ratings and written comments are generally posted within two to four business days. However, Bookswagon reserves the right to remove or to refuse to post any submission to the extent authorized by law. You acknowledge that you, not Bookswagon, are responsible for the contents of your submission. None of the content that you submit shall be subject to any obligation of confidence on the part of Bookswagon, its agents, subsidiaries, affiliates, partners or third party service providers (including but not limited to Bazaarvoice, Inc.)and their respective directors, officers and employees.

    Accept

    New Arrivals


    Inspired by your browsing history


    Your review has been submitted!

    You've already reviewed this product!