Aouni, B., Ben Abdelaziz, F., La Torre, D. (2012) The stochastic goal programming model: theory and applications, Journal of Multicriteria Decision Analysis, DOI: 10.1002/mcda.1466.Aouni A., Ben Abdelaziz, F., &
(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 article describes the basic methodology for these stochastic programming models, recent developments in computation, and several practical applications. 关键词: stochastic programming survey DOI: 10.1287/ijoc.9.2.111 被引量: 325 年份: 1997 ...
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 ...
importantsub-fieldsofstochasticprogrammingtopresentarigorous overviewofbasicmodels,methods,andapplicationsofstochasticpro- gramming.WehopethatthisHandbookwillproveusefultoresearchers, students,engineersandeconomists,whoencounterintheirworkoptimiza- tionproblemsinvolvinguncertainty.Wealsohopethatourworkwill ...
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 2025 pdf epub mobi 电子书 图书描述 ...
Applications of Stochastic Programming 作者:Stein W. Wallace/W. T. Ziemba 出版社:Society for Industrial and Applied Mathematics 出版年:2005-6-1 页数:184 定价:GBP 155.00 装帧:Paperback 丛书:MOS-SIAM Series on Optimization ISBN:9780898715552
This volume provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations, and martingale duality methods. The theory is discussed in the context of recent...
Shapiro (2021) extends distributionally robust approaches to multistage stochastic programming. Other applications of robust games can be found in Jiang, Netessine, & Savin (2011) and Zhu, Zhang, & Ye (2013). In robust games, each player accepts a robust optimization approach towards the ...
When solving a decision problem under uncertainty via stochastic programming it is essential to choose or to build a suitable stochastic programming model taking into account the nature of the real-life problem, character of input data, availability of software and computer technology. Besides a brief...