Stochastic Programming by Vv Kolbin
This book is devoted to the problems of stochastic (or probabilistic) programming. The author took as his basis the specialized lectures which he delivered to the graduates from the economic cybernetics department of Leningrad University beginning in 1967. Since 1971 the author has delivered a specialized course on Stochastic Programming to the gradu ates from the faculty of applied mathematics/management processes at Leningrad University. The present monograph consists of seven chapters. In Chapter I, which is of an introductory character, consideration is given to the problems of uncertainty and probability, used for modelling complicated systems. Fundamental indications for the classification of stochastic pro gramming problems are given. Chapter II is devoted to the analysis of various models of chance-constrained stochastic programming problems. Examples of technological and applied economic problems of management with chance-constraints are given. In Chapter III two-stage stochastic programming problems are investigated, various models are given, and these models are qualitatively analyzed. In the conclusion of the chapter consideration is given to: the transport problem with random data, the problem of the determination of production volume, and the problem of planning the flights of aircraft as two-stage stochastic programming problems. Multi-stage stochastic programming problems are investigated in Chapter IV. The dependencies between prior and posterior decision rules and decision distributions are given. Dual problems are investigated.-
Quantitative Methods for Portfolio Analysis
-
Minimax Models in the Theory of Numerical Models
-
Non-Classical Logics and Their Applications to Fuzzy Subsets
-
Non-Antagonistic Games
-
Polish Contributions to the Science of Science
-
Expected Utility Hypotheses and the Allais Paradox
-
Foundations of Utility and Risk Theory with Applications
-
Papers in Game Theory
-
Spatial Statistics and Models
-
The Foundations of Expected Utility
-
Theory and Decision
-
Recent Developments in the Foundations of Utility and Risk Theory
-
Non-Archimedean Utility Theory
-
Game Theory as a Theory of Conflict Resolution
-
Creating a Dialectical Social Science
-
Philosophy in Geography
-
Progress in Utility and Risk Theory
-
Pragmatic Aspects of Human Communication
-
The Methodological Unity of Science
-
Praxiological Studies
-
Developments in the Methodology of Social Science
-
Macromodels of the National Economy of the USSR
-
Instrumental Reasoning and Systems Methodology
-
Decision Making and Change in Human Affairs
-
Aggregation in Economic Research
-
Decision Theory and Social Ethics
-
Coping with Complexity
-
Revolutions, Systems and Theories
-
Determinants and Controls of Scientific Development
-
Economic Information, Decision, and Prediction
-
Politics as Rational Action
-
Property and Power
-
Essays on Ethics, Social Behaviour, and Scientific Explanation
-
Morality and Universality
-
Algebra of Conscience
-
Operations Research in Progress
-
Response Models for Detection of Change
-
Urban Dynamics and Spatial Choice Behaviour
-
Design of Management Systems in U.S.S.R. Industry
| SKU | Unavailable |
| ISBN 13 | 9789401011693 |
| ISBN 10 | 9401011699 |
| Title | Stochastic Programming |
| Author | Vv Kolbin |
| Series | Theory And Decision Library |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Springer |
| Year published | 2011-10-13 |
| Number of pages | 196 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |