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Applications of Stochastic Programming
by Stein W. Wallace and William T. Ziemba


Overview - This is the first book devoted to the full scale of applications of stochastic programming, and to provide access to publicly available algorithmic systems. The 32 contributed papers are written by leading stochastic programming specialists and reflect the recent advanced research on algorithms and applications.  Read more...

 
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More About Applications of Stochastic Programming by Stein W. Wallace; William T. Ziemba
 
 
 
Overview
This is the first book devoted to the full scale of applications of stochastic programming, and to provide access to publicly available algorithmic systems. The 32 contributed papers are written by leading stochastic programming specialists and reflect the recent advanced research on algorithms and applications. The book consists of two parts: the first presents papers describing publicly available stochastic programming systems that are currently operational. All the codes have been extensively tested and developed and will appeal to researchers and developers wanting to make models without extensive programming and other implementation costs. The second part of the book is a diverse collection of application papers in areas such as production, supply chain and scheduling, gaming, environmental and pollution control, financial modeling, telecommunications, and electricity. It contains the most complete collection of real applications using stochastic programming available in the literature.

 
Details
  • ISBN-13: 9780898715552
  • ISBN-10: 0898715555
  • Publisher: Society for Industrial and Applied Mathematic
  • Publish Date: June 2005
  • Page Count: 709

Series: MPS/SIAM Series on Optimization

Related Categories

Books > Mathematics > Linear & Nonlinear Programming

 
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