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Stochastic Two-Stage Programming
Karl Frauendorfer
€ 66.78
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Description for Stochastic Two-Stage Programming
Paperback. This monograph contributes to the stochastic programming methodology for two-stage models, in which the objective function is given as an integral, and the integrand depends on a random vector, its probability measure and a decision. Series: Lecture Notes in Economics and Mathematical Systems. Num Pages: 236 pages, biography. BIC Classification: KCA; PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 242 x 170 x 13. Weight in Grams: 424.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
1992
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
236
Condition
New
Series
Lecture Notes in Economics and Mathematical Systems
Number of Pages
228
Place of Publication
Berlin, Germany
ISBN
9783540560975
SKU
V9783540560975
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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