Andrzej Ruszczyński - Lectures On Stochastic Programming: Modeling And Theory

Lectures On Stochastic Programming: Modeling And Theory por Andrzej Ruszczyński epub

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  • Título: Lectures On Stochastic Programming: Modeling And Theory
  • Autores: Andrzej Ruszczyński
  • Publicado: 25 de septiembre de 2014
  • ISBN: 1611973422
  • Tamaño: .MB
  • Nº de páginas: 509
  • Idiomas: Español
  • Editorial: www.menoscajonesmasciudad.mx
  • Valoración: ★★★★★
  • País: España
  • Genero: Novela kindle
  • Comprimido: no
  • Formato : PDF, EPUB

Andrzej Ruszczyński con Lectures On Stochastic Programming: Modeling And Theory

Optimization problems involving stochastic models occur in most areas of science and engineering, particularly telecommunications, medicine, and finance. Their existence reveals a need for rigorous ways of formulating, analyzing, and solving such problems. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. In this second edition, the authors introduce new material to reflect recent developments, including: analytical descriptions of the tangent and normal cones of chance constrained sets; analysis of optimality conditions for nonconvex problems; a discussion of the stochastic dual dynamic programming method; an extended discussion of law invariant coherent risk measures and their Kusuoka representations; and an in-depth analysis of dynamic risk measures and concepts of time consistency, including several new results. This book is intended for researchers working in optimization. It is also suitable for advanced graduate courses in this area.
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