000 03268nam a22005415i 4500
001 978-0-387-87817-1
003 DE-He213
005 20140220083227.0
007 cr nn 008mamaa
008 120618s2012 xxu| s |||| 0|eng d
020 _a9780387878171
_9978-0-387-87817-1
024 7 _a10.1007/978-0-387-87817-1
_2doi
050 4 _aQA273.A1-274.9
050 4 _aQA274-274.9
072 7 _aPBT
_2bicssc
072 7 _aPBWL
_2bicssc
072 7 _aMAT029000
_2bisacsh
082 0 4 _a519.2
_223
100 1 _aKing, Alan J.
_eauthor.
245 1 0 _aModeling with Stochastic Programming
_h[electronic resource] /
_cby Alan J. King, Stein W. Wallace.
264 1 _aNew York, NY :
_bSpringer New York :
_bImprint: Springer,
_c2012.
300 _aXVI, 173 p. 30 illus.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aSpringer Series in Operations Research and Financial Engineering,
_x1431-8598
505 0 _aUncertainty in Optimization.-Modeling Feasibility and Dynamics.-Modeling the Objective Function -- Scenario tree generation, With Michal Kaut.-Service network design, With Arnt-Gunnar Lium and Teodor Gabriel Crainic -- A multi-dimensional newsboy problem with substitution, With Hajnalka Vaagen -- Stochastic Discount Factors -- Long Lead Time Production, With Aliza Heching -- References -- Index<.
520 _aWhile there are several texts on how to solve and analyze stochastic programs, this is the first text to address basic questions about how to model uncertainty, and how to reformulate a deterministic model so that it can be analyzed in a stochastic setting. This text would be suitable as a  stand-alone or supplement for a second course in OR/MS or in optimization-oriented engineering disciplines where the instructor wants to explain where models come from and what the fundamental issues are. The book is easy-to-read,  highly illustrated with lots of examples and discussions. It will be suitable for graduate students and researchers working in operations research, mathematics, engineering and related departments where there is interest in learning how to model uncertainty.   Alan King is a Research Staff Member at IBM's Thomas J. Watson Research Center in New York. Stein W. Wallace is a Professor of Operational Research at Lancaster University Management School in England.  
650 0 _aMathematics.
650 0 _aNumerical analysis.
650 0 _aMathematical optimization.
650 0 _aDistribution (Probability theory).
650 0 _aOperations research.
650 1 4 _aMathematics.
650 2 4 _aProbability Theory and Stochastic Processes.
650 2 4 _aOperation Research/Decision Theory.
650 2 4 _aOptimization.
650 2 4 _aNumerical Analysis.
700 1 _aWallace, Stein W.
_eauthor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9780387878164
830 0 _aSpringer Series in Operations Research and Financial Engineering,
_x1431-8598
856 4 0 _uhttp://dx.doi.org/10.1007/978-0-387-87817-1
912 _aZDB-2-SMA
999 _c100203
_d100203