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Computational Stochastic Programming on Hardback by Lewis Ntaimo
Computational Stochastic Programming on Hardback by Lewis Ntaimo
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Computational Stochastic Programming

Models, Algorithms, and Implementation
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Description

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.
Release date NZ
April 5th, 2024
Author
Pages
509
Audience
  • Professional & Vocational
Illustrations
18 Illustrations, color; 64 Illustrations, black and white; XVIII, 509 p. 82 illus., 18 illus. in color.
ISBN-13
9783031524622
Product ID
38505407

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