Stochastic Programming
Peter Kall, Stein W. Wallace
Carefully written to cover all necessary background material from both linear and non-linear programming as well as probability theory, the book brings together the methods and techniques previously described in disparate sources. Topics include decision trees and dynamic programming, recourse problems, probabilistic constraints, preprocessing and network problems. Emphasises the appropriate use of the techniques described. Exercises are provided at the end of each chapter.
Год:
1995
Издание:
1
Издательство:
John Wiley & Sons
Язык:
english
Страницы:
315
ISBN 10:
0471951080
ISBN 13:
9780471951087
Серия:
Wiley Interscience Series in Systems and Optimization
Файл:
PDF, 1.61 MB
IPFS:
,
english, 1995