| Description |
1 online resource (xxiii, 362 pages) |
| Series |
International series in operations research & management science ; v. 150 |
|
International series in operations research & management science ; v. 150.
|
| Contents |
Preface; George B. Dantzig and Optimization UnderUncertainty; Contents; List of Figures; Contributors; 1 Linear Programming Under Uncertainty; 2 A Probabilistic Lower Bound for Two-Stage Stochastic Programs; 3 Simulation-Based Optimality Tests for Stochastic Programs; 4 Stochastic Decomposition and Extensions; 5 Barycentric Bounds in Stochastic Programming: Theory and Application; 6 Stochastic Programming Approximations Using Limited Moment Information, with Application to Asset Allocation; 7 Stability and Scenario Trees for Multistage Stochastic Programs |
| Summary |
From the Preface: "The preparation of this book started in 2004, when George B. Dantzig and I, following a long-standing invitation by Fred Hillier to contribute a volume to his "International Series in Operations Research and Management Science", decided finally to go ahead with editing a volume on stochastic programming. The field of stochastic programming (also referred to as optimization under uncertainty or planning under uncertainty) had advanced significantly in the last two decades, both theoretically and in practice. George Dantzig and I felt that it would be valuable t |
| Bibliography |
Includes bibliographical references |
| Subject |
Stochastic programming.
|
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MATHEMATICS -- Linear & Nonlinear Programming.
|
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Science économique.
|
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Affaires.
|
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Programación estocástica
|
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Stochastic programming
|
| Genre/Form |
Festschriften
|
|
Festschriften.
|
| Form |
Electronic book
|
| Author |
Infanger, Gerd.
|
| LC no. |
2010939002 |
| ISBN |
9781441916426 |
|
1441916423 |
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