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Stochastic Programming

Language EnglishEnglish
Book Hardback
Book Stochastic Programming András Prékopa
Libristo code: 01394769
Publishers Springer Netherlands, November 1994
Stochastic programming - the science that provides us with tools to design and control stochastic sy... Full description
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Stochastic programming - the science that provides us with tools to design and control stochastic systems with the aid of mathematical programming techniques - lies at the intersection of statistics and mathematical programming. The book Stochastic Programming is a comprehensive introduction to the field and its basic mathematical tools. While the mathematics is of a high level, the developed models offer powerful applications, as revealed by the large number of examples presented. The material ranges form basic linear programming to algorithmic solutions of sophisticated systems problems and applications in water resources and power systems, shipbuilding, inventory control, etc. Audience: Students and researchers who need to solve practical and theoretical problems in operations research, mathematics, statistics, engineering, economics, insurance, finance, biology and environmental protection.

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About the book

Full name Stochastic Programming
Author András Prékopa
Language English
Binding Book - Hardback
Date of issue 1995
Number of pages 600
EAN 9780792334828
ISBN 0792334825
Libristo code 01394769
Publishers Springer Netherlands
Weight 1048
Dimensions 160 x 240 x 33

Categories

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Economics, Finance, Business & Management > Business & Management > Management & management techniques
Economics, Finance, Business & Management > Business & Management > Operational research
Mathematics & Science > Mathematics > Probability & statistics
Mathematics & Science > Mathematics > Optimization
Computing & Information Technology > Computer programming / software engineering
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