Numerical Techniques for Stochastic Optimization

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XB-88-403.pdf

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3111 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3111 http://eprints.org/relation/isIndexCodesVersionOf https://pure.iiasa.ac.at/id/document/3111 archive 351 disk0/00/00/30/65 2016-01-15 01:58:27 2021-08-27 17:13:09 2016-01-15 01:58:27 book show 1 Ermoliev Y.M. 1445 Wets R.J.-B. AL1370 Numerical Techniques for Stochastic Optimization pub iis_mod iis_met iis_cmp iis_env iis_ecl prog_sds This is a comprehensive and timely overview of the numerical techniques that have been developed to solve stochastic programming problems. After a brief introduction to the field, where accent is laid on modeling questions, the next few chapters lay out the challenges that must be met in this area. They also provide the background for the description of the computer implementations given in the third part of the book. Selected applications are described next. Some of these have directly motivated the development of the methods described in the earlier chapters. They include problems that come from facilities location, exploration investments, control of ecological systems, energy distribution and generation. Test problems are collected in the last chapter. This is the first book devoted to this subject. It comprehensively covers all major advances in the field (both Western and Soviet). It is only because of the recent developments in computer technology, that we have now reached a point where our computing power matches the inherent size requirements faced in this area. The book demonstrates that a large class of stochastic programming problems are now in the range of our numerical capacities. 1988 published Springer-Verlag XB-88-403 Springer-Verlag, Heidelberg, Germany [1988] [ISBN 3-540-18677-8] 338 2512 public Heidelberg 584 TRUE 3-540-18677-8 http://www.springer.de pub FALSE info:eu-repo/semantics/book