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Stochastic Programming

Numerical Techniques and Engineering Applications

  • Kurt Marti
  • Peter Kall

Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 423)

Table of contents

  1. Front Matter
    Pages I-IX
  2. Theoretical Models

  3. Numerical Methods and Computer Support

  4. Engineering Applications

About this book

Introduction

In order to obtain more reliable optimal solutions of concrete technical/economic problems, e.g. optimal design problems, the often known stochastic variations of many technical/economic parameters have to be taken into account already in the planning phase. Hence, ordinary mathematical programs have to be replaced by appropriate stochastic programs. New theoretical insight into several branches of reliability-oriented optimization of stochastic systems, new computational approaches and technical/economic applications of stochastic programming methods can be found in this volume.

Keywords

Stochastische Optimierung Unternehmensforschung linear optimization modeling numerical methods operations research optimal design optimization programming stochastic optimization stochastic programming stochastic systems strategy

Editors and affiliations

  • Kurt Marti
    • 1
  • Peter Kall
    • 2
  1. 1.Fk. LRTUniversität der Bundeswehr MüchenNeubiberg/MünchenGermany
  2. 2.Institut für Operations ResearchUniversität ZürichZürichSwitzerland

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-88272-2
  • Copyright Information Springer-Verlag Berlin Heidelberg 1995
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-58996-9
  • Online ISBN 978-3-642-88272-2
  • Series Print ISSN 0075-8442
  • Series Online ISSN 2196-9957
  • Buy this book on publisher's site
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