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Applications of stochastic programming

Author: Stein W Wallace; W T Ziemba
Publisher: Philadelphia, PA : Society for Industrial and Applied Mathematics : Mathematical Programming Society, 2005.
Series: MPS-SIAM series on optimization.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
Consisting of two parts, this book presents papers describing publicly available stochastic programming systems that are operational. It presents a diverse collection of application papers in areas such as production, supply chain and scheduling, gaming, environmental and pollution control, financial modeling, telecommunications, and electricity.
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Genre/Form: Aufsatzsammlung
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Stein W Wallace; W T Ziemba
ISBN: 0898715555 9780898715552
OCLC Number: 57594756
Description: xv, 709 pages : illustrations ; 26 cm.
Contents: 1. Stochastic programming computer implementations / Horand I. Gassmann, Stein W. Wallace and William T. Ziemba --
2. The SMPS format for stochastic linear programs / Horand I. Gassmann --
3. The IBM stochastic programming system / Alan J. King, Stephen E. Wright, Gyana R. Parija and Robert Entriken --
4. SQG : software for solving stochastic programming problems with stochastic quasi-gradient methods / Alexei A. Gaivoronski --
5. Computational grids for stochastic programming / Jeff Linderoth and Stephen J. Wright --
6. Building and solving stochastic linear programming models with SLP-IOR / Peter Kall and Janos Mayer --
7. Stochastic programming from modeling languages / Emmanuel Fragniere and Jacek Gondzio.
Series Title: MPS-SIAM series on optimization.
Responsibility: edited by Stein W. Wallace and William T. Ziemba.
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Abstract:

Consisting of two parts, this book presents papers describing publicly available stochastic programming systems that are operational. It presents a diverse collection of application papers in areas such as production, supply chain and scheduling, gaming, environmental and pollution control, financial modeling, telecommunications, and electricity.

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