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Applications of Stochastic Programming

Applications of Stochastic Programming

by William T. Ziemba and Stein W. Wallace
Paperback
Publication Date: 30/06/2005

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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.
ISBN:
9780898715552
9780898715552
Category:
Optimization
Format:
Paperback
Publication Date:
30-06-2005
Language:
English
Publisher:
Society for Industrial & Applied Mathematics,U.S.
Country of origin:
United States
Pages:
324
Dimensions (mm):
229x152x33mm
Weight:
1.26kg

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