stochastic programming is concerned with practical procedures for decision making under uncertainty, by modelling uncertainties and risks associated with decision in a form suitable for optimization. The field is developing rapidly with contributions from many disciplines such as operations research
โฆ LIBER โฆ
A stochastic improvement method for stochastic programming
โ Scribed by Hiroshi Morita; Hiroaki Ishii
- Publisher
- Elsevier Science
- Year
- 1992
- Tongue
- English
- Weight
- 979 KB
- Volume
- 14
- Category
- Article
- ISSN
- 0167-9473
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Newton-type methods for stochastic progr
โ
X Chen
๐
Article
๐
2000
๐
Elsevier Science
๐
English
โ 765 KB
Improved finite element method for stoch
โ
I. Elishakoff; Y.J. Ren; M. Shinozuka
๐
Article
๐
1995
๐
Elsevier Science
๐
English
โ 748 KB
The conventional finite element method dealing with stochastic problems is based on series expansion of stochastic quantities with respect to basic stochastic deviations, by means of either Taylor expansion, perturbation technique or Neumann expansion. The first-order approximation of the mean respo
Improving production planning by utilizi
โ
Bruce R. Feiring; Tep Sastri
๐
Article
๐
1990
๐
Elsevier Science
๐
English
โ 264 KB
A stochastic programming model for money
โ
Bennett Golub; Martin Holmer; Raymond McKendall; Lawrence Pohlman; Stavros A. Ze
๐
Article
๐
1995
๐
Elsevier Science
๐
English
โ 931 KB
Confidence level solutions for stochasti
โ
Yu. Nesterov; J.-Ph. Vial
๐
Article
๐
2008
๐
Elsevier Science
๐
English
โ 454 KB
A stochastic programming model for aggre
โ
A.G. Lockett; A.P. Muhlemann
๐
Article
๐
1978
๐
Elsevier Science
๐
English
โ 583 KB