However, in formulating optimization models in many applications in finance, decision makers need to take into consideration the uncertainty about the model's parameters and the multiperiod nature of the problem faced. To deal with these situations, the technique of stochastic programming is employed....
出版者:Society for Industrial and Applied Mathematics 作者:Stein W. Wallace 出品人: 页数:184 译者: 出版时间:2005-6-1 价格:GBP 155.00 装帧:Paperback isbn号码:9780898715552 丛书系列: 图书标签: Applications of Stochastic Programming 2024 pdf epub mobi 电子书 图书描述 ...
Stochastic Programming 作者: Jatikumar Sengupta 出版社: Elsevier Science副标题: Methods and Applications出版年: 1973-01定价: USD 12.50装帧: HardcoverISBN: 9780444104311豆瓣评分 目前无人评价 评价: 写笔记 写书评 加入购书单 分享到 推荐 我来说两句 短评 ··· 热门 / 最新 / 好友 还没人写过短评...
In: Stochastic Programming Methods and Technical Applications (K. Marti, Kail... D Dentcheva,W Romisch - 《Lecture Notes in Economics & Mathematical Systems》 被引量: 175发表: 1998年 Reflections on Robust Optimization (eds.) (1998) Stochastic Programming Methods and Technical Applications. LN...
(2000): Using stochastic goal programming: some applications to man- agement and a case of industrial production, Information Systems and Operational Research 43(2), 63-77.Ballestero, E. (2005). "Using stochastic goal programming: Some applications to ma- nagement and a case of industrial ...
This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the uncertainty problems. The applications, which were presented at the 12th International Conference on Stochastic ...
Stochastic Dynamical Programming and Its Applications 来自 知网 喜欢 0 阅读量: 12 作者: WG Ding 摘要: This paper discusses stochastic dynamical programming principle under continuous times.As its application,author derives the optimal investment portfolio with random interest rate.On the other hand,...
are: Random walk and Brownian motion; Discrete- parameter Markov chains; Birth-death Markov chains; Continuous-parameter Markov chains; Brownian motion and diffusions; Dynamic programming and stochastic optimization; An introduction to stochastic differential equations; A probability and measure theory ...
Stochastic Programming 作者:Marti, Kurt; Kall, Peter; 出版社:Springer 副标题:Numerical Techniques and Engineering Applications (Lecture Notes in Economics and Mathematical Systems) 出版年:1995-06-08 页数:351 定价:USD 92.00 装帧:Paperback ISBN:9783540589969...
aSTOCHASTIC PROGRAMMING MODELS FOR MANUFACTURING APPLICATIONS 随机规划模型为制造业应用[translate]