عنوان

Stochastic Linear Programming

شابک

3642662528

شابک

3642662544

شابک

9783642662522

شابک

9783642662546

شماره

b556615

عنوان اصلي

Stochastic Linear Programming

نام عام مواد

[Book]

نام نخستين پديدآور

by Peter Kall.

محل نشرو پخش و غیره

Berlin, Heidelberg

نام ناشر، پخش کننده و غيره

Springer Berlin Heidelberg

تاریخ نشرو بخش و غیره

1976

عنوان فروست

Ökonometrie und Unternehmensforschung / Econometrics and Operations Research, 21.

متن يادداشت

0. Prerequisites --;1. Linear Programming. --;2. Nonlinear Programming --;3. Measure Theory and Probability Theory --;I. Introduction --;II. Distribution Problems --;1. The General Case --;2. Special Problems --;III. Two Stage Problems --;1. The General Case --;2. The Fixed Recourse Case --;3. Complete Fixed Recourse --;4. Simple Recourse --;5. Computational Remarks --;6. Another Approach to Two Stage Programming --;IV. Chance Constrained Programming --;1. Convexity Statements --;2. Relationship between Chance Constrained Programs and Two Stage Problems --;References.

متن يادداشت

Todaymanyeconomists, engineers and mathematicians are familiar with linear programming and are able to apply it. This is owing to the following facts: during the last 25 years efficient methods have been developed; at the same time sufficient computer capacity became available; finally, in many different fields, linear programs have turned out to be appropriate models for solving practical problems. However, to apply the theory and the methods of linear programming, it is required that the data determining a linear program be fixed known numbers. This condition is not fulfilled in many practical situations, e. g. when the data are demands, technological coefficients, available capacities, cost rates and so on. It may happen that such data are random variables. In this case, it seems to be common practice to replace these random variables by their mean values and solve the resulting linear program. By 1960 various authors had already recogƯ nized that this approach is unsound: between 1955 and 1960 there were such papers as "Linear Programming under Uncertainty", "Stochastic Linear ProƯ gramming with Applications to Agricultural Economics", "Chance Constrained Programming", "Inequalities for Stochastic Linear Programming Problems" and "An Approach to Linear Programming under Uncertainty."

موضوع مستند نشده

Economics.

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

by Peter Kall.

مستند نام اشخاص تاييد نشده

Peter Kall

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y