(Ilmumisaeg: 05-Jun-2025, Hardback, Kirjastus: Cambridge University Press, ISBN-13: 9781009449434)
This survey of formulation, algorithms, and structural results in POMDPs focuses on underlying concepts and connections to real-world applications in controlled sensing, keeping technical machinery to a minimum. The new edition includes inverse reinf...Loe edasi...
Wim Stefanus van Ackooij, Welington Luis de Oliveira
Sari: International Series in Operations Research & Management Science
(Ilmumisaeg: 06-May-2025, Hardback, Kirjastus: Springer International Publishing AG, ISBN-13: 9783031848360)
This book presents a comprehensive series of methods in nonsmooth optimization, with a particular focus on their application in stochastic programming and dedicated algorithms for decision-making under uncertainty. Each method is accompanied by ri...Loe edasi...
This book contains chapters on stochastic processes in both theory and practice in wide-ranging contextual settings. Most chapters describe details of stochastic models that are useful to understand the application of mathematical theories that make...Loe edasi...
Sari: International Series in Operations Research & Management Science
(Ilmumisaeg: 25-Jun-2024, Hardback, Kirjastus: Springer International Publishing AG, ISBN-13: 9783031579264)
This book offers a novel multi-portfolio approach and stochastic programming formulations for modeling and solving contemporary supply chain risk management problems. The focus of the book is on supply chain resilience under propagated disruptions...Loe edasi...
Sari: Springer Series in Operations Research and Financial Engineering
(Ilmumisaeg: 01-Jun-2024, Hardback, Kirjastus: Springer International Publishing AG, ISBN-13: 9783031545498)
This is an updated version of what is still the only text to address basic questions about how to model uncertainty in mathematical programming, including how to reformulate a deterministic model so that it can be analyzed in a stochastic s...Loe edasi...
(Ilmumisaeg: 05-Apr-2024, Hardback, Kirjastus: Springer International Publishing AG, ISBN-13: 9783031524622)
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 subjec...Loe edasi...
This book is dedicated to the analysis and modelling of fractional behaviours that mainly result from physical stochastic phenomena (diffusion, adsorption or aggregation, etc.) of a population (ions, molecules, people, etc.) in a constrained envir...Loe edasi...
Written as a review of the topic, this book introduces the concept of nondeterministic and probabilistic models and how nondeterminism can be resolved. The author considers probabilistic models, three anomalies of these models, how to overcome them,...Loe edasi...
Reviews the information relaxation approach which works by reducing a complex stochastic Dynamic Programming to a series of scenario-specific deterministic optimization problems solved within a Monte Carlo simulation....Loe edasi...
This book is dedicated to the analysis and modelling of fractional behaviours that mainly result from physical stochastic phenomena (diffusion, adsorption or aggregation, etc.) of a population (ions, molecules, people, etc.) in a constrained envir...Loe edasi...
Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczski
Sari: MOS-SIAM Series on Optimization
(Ilmumisaeg: 30-Dec-2021, Hardback, Kirjastus: Society for Industrial & Applied Mathematics,U.S., ISBN-13: 9781611976588)
In a textbook for graduate students and researchers engaged in the theory and applications of optimization, Shapiro, Dentcheva, and Ruszczynski examine optimization problems involving uncertain parameters, for which stochastic models are availabl...Loe edasi...
Recently, many books on multiobjective programming have been published. However, only a few books have been published, in which multiobjective programming under the randomness and the fuzziness are investigated. On the other hand, several books on...Loe edasi...
Gilles Barthe, Joost-Pieter Katoen, Alexandra Silva
(Ilmumisaeg: 03-Dec-2020, Hardback, Kirjastus: Cambridge University Press, ISBN-13: 9781108488518)
This book provides an overview of the theoretical underpinnings of modern probabilistic programming and presents applications in e.g., machine learning, security, and approximate computing. Comprehensive survey chapters make the material accessible t...Loe edasi...
(Ilmumisaeg: 15-Oct-2020, Hardback, Kirjastus: Cambridge University Press, ISBN-13: 9781108488891)
This compact and highly readable book presents a general class of stochastic network models to develop a fluid-based method for stability analysis. Geared toward researchers and graduate students in engineering and applied mathematics, applications i...Loe edasi...
Michael W. Mahoney, John C. Duchi, Anna C. Gilbert
Sari: IAS/Park City Mathematics Series
(Ilmumisaeg: 30-Nov-2018, Hardback, Kirjastus: American Mathematical Society, ISBN-13: 9781470435752)
The July 2016 summer session f the Park City Mathematics Institute, in Princeton, New Jersey, focused on the mathematics of data, an area of applied mathematics. The underlying ideas are that all data must be modeled--by a matrix, say, or a graph...Loe edasi...
Sari: Operations Research/Computer Science Interfaces Series
(Ilmumisaeg: 27-Apr-2017, Hardback, Kirjastus: Springer International Publishing AG, ISBN-13: 9783319555102)
This book provides a straightforward overview for every researcher interested in stochastic dynamic vehicle routing problems (SDVRPs). The book is written for both the applied researcher looking for suitable solution approaches for particular pr...Loe edasi...
Recently, many books on multiobjective programming have been published. However, only a few books have been published, in which multiobjective programming under the randomness and the fuzziness are investigated. On the other hand, several books on...Loe edasi...
Pierre Carpentier, Jean-Philippe Chancelier, Guy Cohen, Michel De Lara
Sari: Probability Theory and Stochastic Modelling
(Ilmumisaeg: 19-May-2015, Hardback, Kirjastus: Springer International Publishing AG, ISBN-13: 9783319181370)
The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses the related discretization issues. There is a growing...Loe edasi...
This book deals with dynamic and stochastic methods for multi-project planning. Based on the idea of using queueing networks for the analysis of dynamic-stochastic multi-project environments this book addresses two problems: detailed scheduling of pr...Loe edasi...