Nemokamas pristatymas nuo 29€

  • check 10 + milijonai knygų
  • check Naujienos (kiekvieną dieną)
  • check 1 + mln. klientų mus pasitiki
  • check Geros kainos % Nuolaidos
  • check Nemokamas pristatymas nuo 29 eur

Stochastic Two-Stage Programming - Karl Frauendorfer

Anglų
1992-12-17
63,51 € 84,68 €

-25% su kodu BOOKS

Turime sandėlyje pas mūsų tiekėją

Pristatymas per 12-18 d.d.

30 dienų grąžinimo politika

Stochastic Programming offers models and methods for decision problems wheresome of the data are uncertain. These models have features and structural properties which are preferably exploited by SP methods within the solution process. This work contributes to the methodology for two-stagemodels. In these models the objective function is given as an integral, whose integrand depends on a random vector, on it ... Visas aprašymas

Jums taip pat gali patikti

Aprašymas

Stochastic Programming offers models and methods for decision problems wheresome of the data are uncertain. These models have features and structural properties which are preferably exploited by SP methods within the solution process. This work contributes to the methodology for two-stagemodels. In these models the objective function is given as an integral, whose integrand depends on a random vector, on its probability measure and on a decision. The main results of this work have been derived with the intention to ease these difficulties: After investigating duality relations for convex optimization problems with supply/demand and prices being treated as parameters, a stability criterion is stated and proves subdifferentiability of the value function. This criterion is employed for proving the existence of bilinear functions, which minorize/majorize the integrand. Additionally, these minorants/majorants support the integrand on generalized barycenters of simplicial faces of specially shaped polytopes and amount to an approach which is denoted barycentric approximation scheme.

Daugiau informacijos

Autorius Karl Frauendorfer
Leidėjas Springer Berlin Heidelberg
Series Lecture Notes in Economics and Mathematical Systems
Išleidimo metai 1992
Viršelio tipas Minkšti viršeliai
EAN 9783540560975
Parašykite savo atsiliepimą
Jūs peržiūrėjote: Stochastic Two-Stage Programming
Jūsų įvertinimas:

Goodreads Atsiliepimai

63,51 € 84,68 €