Computational Stochastic Programming

Models, Algorithms, and Implementation

Lewis Ntaimo

$340.95 $273.14

Hardback

Not in-store but you can order this
How long will it take?

Availability Information

We source books from suppliers in Australia and overseas. For books we don't currently have in stock, the time it takes to get them from our suppliers can vary widely - from a few days to a few months - so we check each book with each supplier to determine the expected time it will take to be supplied to us.

We then advise you accordingly. If the time taken to get any book is too long for you, you can let us know and we will cancel or adjust your order, and refund as required.

To find out the anticipated arrival time for specific items prior to ordering, please contact us by phone or email:

Phone +61 2 9264 3111, or 1800 4 BOOKS (1800 4 26657) if outside Sydney:
option 1 Abbey's Bookshop (Crime, History, Science, Kids & more) • info@abbeys.com.au
option 2 Language Book Centre (ESL & Foreign Languages) • language@abbeys.com.au
option 3 Galaxy Bookshop (Sci-fi, Fantasy, Romance, Graphic Novels) • sf@galaxybooks.com.au

QTY:

English

Springer International Publishing AG
05 April 2024

Probability & statistics; Optimisation; Mathematical modelling; Stochastics; Mathematical theory of computation

Series: Springer Optimization and Its Applications

This book provides a foundation in stochastic, linear, and mixed-integer programming algorithms with a focus on practical computer algorithm implementation. The purpose of this book is to provide a foundational and thorough treatment of the subject with a focus on models and algorithms and their computer implementation. The book’s most important features include a focus on both risk-neutral and risk-averse models, a variety of real-life example applications of stochastic programming, decomposition algorithms, detailed illustrative numerical examples of the models and algorithms, and an emphasis on computational experimentation. With a focus on both theory and implementation of the models and algorithms for solving practical optimization problems, this monograph is suitable for readers with fundamental knowledge of linear programming, elementary analysis, probability and statistics, and some computer programming background. Several examples of stochastic programming applications areincluded, providing numerical examples to illustrate the models and algorithms for both stochastic linear and mixed-integer programming, and showing the reader how to implement the models and algorithms using computer software.

By: Lewis Ntaimo
Imprint: Springer International Publishing AG
Country of Publication: Switzerland
Edition: 2024 ed.
Volume: 774
Dimensions: Height: 235mm, Width: 155mm,
ISBN: 9783031524622
ISBN 10: 3031524624
Series: Springer Optimization and Its Applications
Pages: 509
Publication Date: 05 April 2024
Audience: Professional and scholarly , Undergraduate
Format: Hardback
Publisher's Status: Active

1. Introduction.- 2 Stochastic Programming Models.- 3 Modeling and Illustrative Numerical Examples.- 4 Example Applications of Stochastic Programming.- 5 Deterministic Large-Scale Decomposition Methods.- 6 Risk-Neutral Stochastic Linear Programming Methods.- 7 Mean-Risk Stochastic Linear Programming Methods.- 8 Sampling-Based Stochastic Linear Programming Methods.- 9 Stochastic Mixed-Integer Programming Methods.- 10 Computational Experimentation.

Reviews for Computational Stochastic Programming: Models, Algorithms, and Implementation

“This book is suitable for readers with fundamental knowledge of linear programming, elementary analysis, probability and statistics, and computer programming knowledge needed for model and algorithm implementation using available optimization software. This book is appropriate for students and practitioners who are new to the SP field, and as a reference for the seasoned SP experts.” (I. M. Stancu-Minasian, Mathematical Reviews, April, 2025)