The Resource Modeling with stochastic programming, Alan J. King, Stein W. Wallace, (electronic resource)

Modeling with stochastic programming, Alan J. King, Stein W. Wallace, (electronic resource)

Label
Modeling with stochastic programming
Title
Modeling with stochastic programming
Statement of responsibility
Alan J. King, Stein W. Wallace
Creator
Contributor
Provider
Subject
Language
eng
Summary
While there are several texts on how to solve and analyze stochastic programs, this is the first text to address basic questions about how to model uncertainty, and how to reformulate a deterministic model so that it can be analyzed in a stochastic setting. This text would be suitable as a stand-alone or supplement for a second course in OR/MS or in optimization-oriented engineering disciplines where the instructor wants to explain where models come from and what the fundamental issues are. The book is easy-to-read, highly illustrated with lots of examples and discussions. It will be suitable for graduate students and researchers working in operations research, mathematics, engineering and related departments where there is interest in learning how to model uncertainty. Alan King is a Research Staff Member at IBM's Thomas J. Watson Research Center in New York. Stein W. Wallace is a Professor of Operational Research at Lancaster University Management School in England
Member of
Cataloging source
GW5XE
http://library.link/vocab/creatorName
King, Alan Jonathan
Image bit depth
0
LC call number
T57.79
LC item number
.K56 2012
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorDate
1956-
http://library.link/vocab/relatedWorkOrContributorName
  • SpringerLink
  • Wallace, Stein W.
Series statement
Springer Series in Operations Research and Financial Engineering,
http://library.link/vocab/subjectName
  • Stochastic Processes
  • Mathematics
  • Models, Theoretical
  • Probability
  • Stochastic models
  • Stochastic programming
  • Stochastic models
  • Stochastic programming
Label
Modeling with stochastic programming, Alan J. King, Stein W. Wallace, (electronic resource)
Instantiates
Publication
Antecedent source
mixed
Bibliography note
Includes bibliographical references and index
Color
not applicable
Contents
Uncertainty in Optimization.-Modeling Feasibility and Dynamics.-Modeling the Objective Function -- Scenario tree generation, With Michal Kaut.-Service network design, With Arnt-Gunnar Lium and Teodor Gabriel Crainic -- A multi-dimensional newsboy problem with substitution, With Hajnalka Vaagen -- Stochastic Discount Factors -- Long Lead Time Production, With Aliza Heching -- References -- Index<
Dimensions
unknown
Extent
1 online resource.
File format
multiple file formats
Form of item
  • online
  • electronic
Isbn
9780387878171
Level of compression
uncompressed
Other control number
10.1007/978-0-387-87817-1
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (OCoLC)797175642
  • (OCoLC)ocn797175642
Label
Modeling with stochastic programming, Alan J. King, Stein W. Wallace, (electronic resource)
Publication
Antecedent source
mixed
Bibliography note
Includes bibliographical references and index
Color
not applicable
Contents
Uncertainty in Optimization.-Modeling Feasibility and Dynamics.-Modeling the Objective Function -- Scenario tree generation, With Michal Kaut.-Service network design, With Arnt-Gunnar Lium and Teodor Gabriel Crainic -- A multi-dimensional newsboy problem with substitution, With Hajnalka Vaagen -- Stochastic Discount Factors -- Long Lead Time Production, With Aliza Heching -- References -- Index<
Dimensions
unknown
Extent
1 online resource.
File format
multiple file formats
Form of item
  • online
  • electronic
Isbn
9780387878171
Level of compression
uncompressed
Other control number
10.1007/978-0-387-87817-1
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (OCoLC)797175642
  • (OCoLC)ocn797175642

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