(Izdošanas datums: 05-Jun-2025, Hardback, Izdevniecība: 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...Lasīt vairāk
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...Lasīt vairāk
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...Lasīt vairāk
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...Lasīt vairāk
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...Lasīt vairāk
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...Lasīt vairāk
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...Lasīt vairāk
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,...Lasīt vairāk
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....Lasīt vairāk
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...Lasīt vairāk
Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczski
Sērija : MOS-SIAM Series on Optimization
(Izdošanas datums: 30-Dec-2021, Hardback, Izdevniecība: 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...Lasīt vairāk
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...Lasīt vairāk
Gilles Barthe, Joost-Pieter Katoen, Alexandra Silva
(Izdošanas datums: 03-Dec-2020, Hardback, Izdevniecība: 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...Lasīt vairāk
(Izdošanas datums: 15-Oct-2020, Hardback, Izdevniecība: 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...Lasīt vairāk
Michael W. Mahoney, John C. Duchi, Anna C. Gilbert
Sērija : IAS/Park City Mathematics Series
(Izdošanas datums: 30-Nov-2018, Hardback, Izdevniecība: 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...Lasīt vairāk
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...Lasīt vairāk
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...Lasīt vairāk
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...Lasīt vairāk
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...Lasīt vairāk
