Coverart for item
The Resource Stochastic programming : the state of the art in honor of George B. Dantzig, Gerd Infanger, editor

Stochastic programming : the state of the art in honor of George B. Dantzig, Gerd Infanger, editor

Label
Stochastic programming : the state of the art in honor of George B. Dantzig
Title
Stochastic programming
Title remainder
the state of the art in honor of George B. Dantzig
Statement of responsibility
Gerd Infanger, editor
Contributor
Subject
Language
eng
Summary
From the Preface: "The preparation of this book started in 2004, when George B. Dantzig and I, following a long-standing invitation by Fred Hillier to contribute a volume to his "International Series in Operations Research and Management Science", decided finally to go ahead with editing a volume on stochastic programming. The field of stochastic programming (also referred to as optimization under uncertainty or planning under uncertainty) had advanced significantly in the last two decades, both theoretically and in practice. George Dantzig and I felt that it would be valuable t
Member of
Cataloging source
GW5XE
Dewey number
519.7
Index
no index present
LC call number
T57.79
LC item number
.S76 2011
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
Infanger, Gerd
Series statement
International series in operations research & management science
Series volume
v. 150
http://library.link/vocab/subjectName
  • Stochastic programming
  • MATHEMATICS
  • Science économique
  • Affaires
  • Stochastic programming
Label
Stochastic programming : the state of the art in honor of George B. Dantzig, Gerd Infanger, editor
Instantiates
Publication
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Preface; George B. Dantzig and Optimization UnderUncertainty; Contents; List of Figures; Contributors; 1 Linear Programming Under Uncertainty; 2 A Probabilistic Lower Bound for Two-Stage Stochastic Programs; 3 Simulation-Based Optimality Tests for Stochastic Programs; 4 Stochastic Decomposition and Extensions; 5 Barycentric Bounds in Stochastic Programming: Theory and Application; 6 Stochastic Programming Approximations Using Limited Moment Information, with Application to Asset Allocation; 7 Stability and Scenario Trees for Multistage Stochastic Programs
Control code
695387327
Dimensions
unknown
Extent
1 online resource (xxiii, 362 pages)
Form of item
online
Isbn
9781441916426
Lccn
2010939002
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
http://library.link/vocab/ext/overdrive/overdriveId
978-1-4419-1641-9
Specific material designation
remote
System control number
(OCoLC)695387327
Label
Stochastic programming : the state of the art in honor of George B. Dantzig, Gerd Infanger, editor
Publication
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Preface; George B. Dantzig and Optimization UnderUncertainty; Contents; List of Figures; Contributors; 1 Linear Programming Under Uncertainty; 2 A Probabilistic Lower Bound for Two-Stage Stochastic Programs; 3 Simulation-Based Optimality Tests for Stochastic Programs; 4 Stochastic Decomposition and Extensions; 5 Barycentric Bounds in Stochastic Programming: Theory and Application; 6 Stochastic Programming Approximations Using Limited Moment Information, with Application to Asset Allocation; 7 Stability and Scenario Trees for Multistage Stochastic Programs
Control code
695387327
Dimensions
unknown
Extent
1 online resource (xxiii, 362 pages)
Form of item
online
Isbn
9781441916426
Lccn
2010939002
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
http://library.link/vocab/ext/overdrive/overdriveId
978-1-4419-1641-9
Specific material designation
remote
System control number
(OCoLC)695387327

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