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Item Details
| Title:
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LECTURES ON STOCHASTIC PROGRAMMING
MODELING AND THEORY |
| By: |
Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczynski |
| Format: |
Hardback |
| List price:
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£85.99 |
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We believe that this item is permanently unavailable, and so we cannot source
it.
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| ISBN 10: |
1611973422 |
| ISBN 13: |
9781611973426 |
| Publisher: |
SOCIETY FOR INDUSTRIAL & APPLIED MATHEMATICS,U.S. |
| Pub. date: |
30 July, 2014 |
| Edition: |
2nd Revised edition |
| Series: |
MOS-SIAM Series on Optimization |
| Pages: |
511 |
| Description: |
Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. |
| Synopsis: |
Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their existence compels a need for rigorous ways of formulating, analyzing, and solving such problems. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. In the second edition of this book the authors introduce new material to reflect recent developments in stochastic programming, including: an analytical description of the tangent and normal cones of chance constrained sets; analysis of optimality conditions applied to nonconvex problems; a discussion of the stochastic dual dynamic programming method; an extended discussion of law invariant coherent risk measures and their Kusuoka representations; and in-depth analysis of dynamic risk measures and concepts of time consistency, including several new results. |
| Publication: |
US |
| Imprint: |
Society for Industrial & Applied Mathematics,U.S. |
| Returns: |
Returnable |
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