Bültmann & Gerriets
Applications of Stochastic Programming
von Stein W Wallace, William T Ziemba
Verlag: Cambridge-Hitachi
Reihe: Mps-Siam Optimization Nr. 5
Taschenbuch
ISBN: 978-0-89871-555-2
Erschienen am 01.06.2005
Sprache: Englisch
Format: 228 mm [H] x 152 mm [B] x 33 mm [T]
Gewicht: 1243 Gramm
Umfang: 184 Seiten

Preis: 132,50 €
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Klappentext
Inhaltsverzeichnis

This is the first book devoted to the full scale of applications of stochastic programming.



Preface; Part I. Stochastic Programming Codes: 1. Stochastic programming computer implementations Horand I. Gassmann, SteinW.Wallace and William T. Ziemba; 2. The SMPS format for stochastic linear programs Horand I. Gassmann; 3. The IBM stochastic programming system Alan J. King, Stephen E. Wright, Gyana R. Parija and Robert Entriken; 4. SQG: software for solving stochastic programming problems with stochastic quasi-gradient methods Alexei A. Gaivoronski; 5. Computational grids for stochastic programming Jeff Linderoth and Stephen J. Wright; 6. Building and solving stochastic linear programming models with SLP-IOR Peter Kall and János Mayer; 7. Stochastic programming from modeling languages Emmanuel Fragnière and Jacek Gondzio; 8. A stochastic programming integrated environment (SPInE) P. Valente, G. Mitra, and C. A. Poojari; 9. Stochastic modelling and optimization using stochastics¿ M. A. H. Dempster, J. E. Scott and G. W. P. Thompson; 10. An integrated modelling environment for stochastic programming Horand I. Gassmann and David M. Gay; Part II. Stochastic Programming Applications: 11. Introduction to stochastic programming applications Horand I. Gassmann, Sandra L. Schwartz, SteinW. Wallace, and William T. Ziemba 12. Fleet management Warren B. Powell and Huseyin Topaloglu; 13. Modeling production planning and scheduling under uncertainty A. Alonso-Ayuso, L. F. Escudero and M. T. Ortuño; 14. A supply chain optimization model for the Norwegian meat cooperative A. Tomasgard and E. Høeg; 15. Melt control: charge optimization via stochastic programming Jitka Dupacová and Pavel Popela; 16. A stochastic programming model for network resource utilization in the presence of multiclass demand uncertainty Julia L. Higle and Suvrajeet Sen; 17. Stochastic optimization and yacht racing A. B. Philpott; 18. Stochastic approximation, momentum, and Nash play H. Berglann and S. D. Flåm; 19. Stochastic optimization for lake eutrophication management Alan J. King, László Somlyódy and Roger J.-B. Wets; 20. Mitigating anthropogenic climate change Gary W. Yohe; 21. Groundwater pollution control David W. Watkins, Jr., Daene C. McKinney and David P. Morton; 22. Catastrophic risk management: flood and seismic risks case studies Tatiana Ermolieva and Yuri Ermoliev; 23. Refinancing mortgages in Switzerland Karl Frauendorfer and Michael Schürle; 24. Optimization models for structuring index funds Stavros A. Zenios; 25. Decentralized risk management for global P/C insurance companies John M. Mulvey and Hafize Gaye Erkan; 26. Wealth goals investing Leonard C. MacLean, Yonggan Zhao and William T. Ziemba; 27. Scenario-based risk management tools Helmut Mausser and Dan Rosen; 28. Price protection strategies for an oil company E. A. Medova and A. Sembos; 29. Numerical comparison of CVaR and CDaR approaches: application to hedge funds P. Krokhma, S. Uryasev, and G. Zrazhevsky; 30. Stochastic unit commitment in hydro-thermal power production planning Nicole Gröwe-Kuska and Werner Römisch; 31. Valuation of electricity generation capacity Shi-Jie Deng and Shmuel S. Oren; 32. Stochastic optimization problems in telecommunications Alexei A. Gaivoronski; Index.


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