Computational Stochastic Programming: Models, Algorithms, and Implementation (Springer Optimization and Its Applications, 774) free ebook download.

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Computational Stochastic Programming: Models, Algorithms, and Implementation (Springer Optimization and Its Applications, 774) free ebook download

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Mathematics

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Author(s):	Lewis Ntaimo

Date:	2024	Format:	pdf	Language:	English	ISBN/ASIN:	3031524624
Pages:	527	OCR:		Quality:		ISBN13:
Uploader:	alex21s	Upload Date:	6/16/2024 12:32:28 PM

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3031524624 pdf
This book provides a foundation in stochastic, linear, and mixed-integer programming algorithms with a focus on practical computer algorithm implementation. The purpose of this book is to provide a foundational and thorough treatment of the subject with a focus on models and algorithms and their computer implementation. The books most important features include a focus on both risk-neutral and risk-averse models, a variety of real-life example applications of stochastic programming, decomposition algorithms, detailed illustrative numerical examples of the models and algorithms, and an emphasis on computational experimentation. With a focus on both theory and implementation of the models and algorithms for solving practical optimization problems, this monograph is suitable for readers with fundamental knowledge of linear programming, elementary analysis, probability and statistics, and some computer programming background. Several examples of stochastic programming applications areincluded, providing numerical examples to illustrate the models and algorithms for both stochastic linear and mixed-integer programming, and showing the reader how to implement the models and algorithms using computer software.

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3262550	Book	https://nitroflare.com/view/277DD0206A42...		0.00	alex21s

Tags: Algorithms Applications Computational Implementation Models Optimization Programming Springer Stochastic

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