Introduction to stochastic programming

Introduction to stochastic programming

Nº:
34
Editorial:
Dykinson 2000
EAN:
9788498494549
Ano de edición:
ISBN:
978-84-9849-454-9
Páxinas:
128
Encadernación:
RUSTICA
lingua:
INGLES
Ancho:
170
Alto:
235
Dispoñibilidade:
No disponible
Colección:
Colección Ciencias Experimentales y Tecnología

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-5%

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12,00 €

Despois:

11,40 €
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Optimization is one of the most reliable mathematical tool for decisión making. Since the 50?s, it is well known that traditional deterministic optimaztion is not appropriate for capturing the uncertain behavior present in most real world applications. Moreover, it was not until the 80?s when stochastic programming was broad applied in real-world applications. Moreover, it was not until the 80?s when stochastic programming was broad applied in real-world applications. Uncertainty is the key ingredient in many decision problemas. Financial planing, airline scheduling and unit commitmen in  power systems are just few examples of aereas in wich ignoring uncertainty may lead to inferior or simply wrong decisions. There are several ways in wich uncertainty can be formalized and over the past thirty years varioud approaches to optimization under uncertainty have  been developed. The fiel of Stochastic programming (SP) appears as a response to the need of incorporating uncertainty in mathematical models. Basically, it deals with mathematical programs in which some parameters are random variables.

Dykinson 2000 en Llibreria Etcètera