Visit our Christmas Gift Finder
Stochastic Two-Stage Programming - Lecture Notes in Economics and Mathematical Systems 392 (Paperback)
  • Stochastic Two-Stage Programming - Lecture Notes in Economics and Mathematical Systems 392 (Paperback)
zoom

Stochastic Two-Stage Programming - Lecture Notes in Economics and Mathematical Systems 392 (Paperback)

(author)
£89.99
Paperback 228 Pages / Published: 17/12/1992
  • We can order this

Usually dispatched within 3 weeks

  • This item has been added to your basket
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.

Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN: 9783540560975
Number of pages: 228
Weight: 424 g
Dimensions: 242 x 170 x 13 mm
Edition: Softcover reprint of the original 1st ed. 199

You may also be interested in...

Mathematics for Economics and Business
Added to basket
Linear Algebra
Added to basket
£31.49
Paperback
Mathematics for Biological Scientists
Added to basket
Stochastic Differential Equations
Added to basket
Probability and Random Processes
Added to basket
Financial Modeling
Added to basket
Pharmaceutical Calculations Workbook
Added to basket
Probability
Added to basket
£26.49
Paperback
Biomeasurement
Added to basket
£28.99
Paperback
Chaos
Added to basket
£10.99
Paperback
Mathematical Techniques
Added to basket
Chaos: A Very Short Introduction
Added to basket

Please sign in to write a review

Your review has been submitted successfully.