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Springer Computational Stochastic Programming Book - Vol 774

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Description

Computational Stochastic Programming: Models, Algorithms, and Implementation provides a thorough foundation in stochastic, linear, and mixed-integer programming. Part of the Springer Optimization and Its Applications series (Volume 774), this text focuses on the practical computer implementation of mathematical models and algorithms. Readers gain access to both risk-neutral and risk-averse models, supported by a variety of real-life example applications. The book includes decomposition algorithms and detailed illustrative numerical examples to bridge the gap between theoretical mathematical modeling and actual computational execution. It is designed for those seeking a deep understanding of stochastic programming through a lens of practical algorithm development.

Key Features

This Springer publication covers stochastic, linear, and mixed-integer programming algorithms with a focus on computer implementation.

The text includes both risk-neutral and risk-averse models to provide a wide range of mathematical approaches.

Volume 774 of the Springer Optimization and Its Applications series provides real-life example applications of stochastic programming.

Detailed illustrative numerical examples help demonstrate the application of models and algorithms in practice.

The book features decomposition algorithms to assist with complex computational programming tasks.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
05 April 2024
Listed Since
13 December 2023

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