Stochastic Decomposition is popular PDF and ePub book, written by Julia L. Higle in 2013-11-27, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Stochastic Decomposition can be Read Online from any device for your convenience.
Stochastic Decomposition Book PDF Summary
Motivation Stochastic Linear Programming with recourse represents one of the more widely applicable models for incorporating uncertainty within in which the SLP optimization models. There are several arenas model is appropriate, and such models have found applications in air line yield management, capacity planning, electric power generation planning, financial planning, logistics, telecommunications network planning, and many more. In some of these applications, modelers represent uncertainty in terms of only a few seenarios and formulate a large scale linear program which is then solved using LP software. However, there are many applications, such as the telecommunications planning problem discussed in this book, where a handful of seenarios do not capture variability well enough to provide a reasonable model of the actual decision-making problem. Problems of this type easily exceed the capabilities of LP software by several orders of magnitude. Their solution requires the use of algorithmic methods that exploit the structure of the SLP model in a manner that will accommodate large scale applications.
Detail Book of Stochastic Decomposition PDF
- Author : Julia L. Higle
- Release : 27 November 2013
- Publisher : Springer Science & Business Media
- ISBN : 9781461541158
- Genre : Mathematics
- Total Page : 237 pages
- Language : English
- PDF File Size : 7,7 Mb
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