top

  Info

  • Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.

  Info

  • Utilizzare questo link per rimuovere la selezione effettuata.

Biblioteca

MARC Lista (tabellare)
Applications of stochastic programming / edited by Stein W. Wallace and William T. Ziemba
Applications of stochastic programming / edited by Stein W. Wallace and William T. Ziemba
Pubbl/distr/stampa Philadelphia, PA : Society for Industrial and Applied Mathematics ; Mathematical Programming Society, 2005
Descrizione fisica xv, 709 p. : ill. ; 26 cm
Disciplina 519.7
Altri autori (Persone) Wallace, Stein W.
Ziemba, William T.
Collana MPS-SIAM series on optimization
Soggetto topico Stochastic programming
ISBN 0898715555
Classificazione AMS 90C
LC T57.79.A66
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISALENTO-991001265369707536
Philadelphia, PA : Society for Industrial and Applied Mathematics ; Mathematical Programming Society, 2005
Materiale a stampa
Lo trovi qui: Univ. del Salento
Opac: Controlla la disponibilità qui
Handbooks in Operations Research & Management Science : Stochastic programming
Handbooks in Operations Research & Management Science : Stochastic programming
Pubbl/distr/stampa [Place of publication not identified], : Elsevier, 2003
Disciplina 519.7
Collana Handbooks in operations research and management science Stochastic programming
Soggetto topico Stochastic programming
Civil & Environmental Engineering
Engineering & Applied Sciences
Operations Research
ISBN 0-444-50854-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910583079603321
[Place of publication not identified], : Elsevier, 2003
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Introduction to stochastic programming / John R. Birge, Francois Louveaux
Introduction to stochastic programming / John R. Birge, Francois Louveaux
Autore Birge, John R.
Pubbl/distr/stampa New York : Springer, c1997
Descrizione fisica xix, 421 p. : ill. ; 24 cm
Disciplina 519.7
Altri autori (Persone) Louveaux, Francoisauthor
Collana Springer series in operations research
Soggetto topico Stochastic programming
ISBN 0387982175
Classificazione AMS 90-01
AMS 90C15
LC T57.79.B57
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISALENTO-991001720539707536
Birge, John R.  
New York : Springer, c1997
Materiale a stampa
Lo trovi qui: Univ. del Salento
Opac: Controlla la disponibilità qui
Lectures on stochastic programming : modeling and theory / Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczynski
Lectures on stochastic programming : modeling and theory / Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczynski
Autore Shapiro, Alexander
Pubbl/distr/stampa Philadelphia : Society for Industrial and Applied Mathematics : Mathematical Programming Society, c2009
Descrizione fisica xv, 436 p. : ill. ; 26 cm
Disciplina 519.7
Altri autori (Persone) Dentcheva, Darinkaauthor
Ruszczynski, Andrzejauthor
Collana MPS-SIAM series on optimization ; 9
Soggetto topico Stochastic programming
ISBN 9780898716870
089871687X
Classificazione AMS 90C15
AMS 90-02
LC T57.79.S54
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Stochastic programming models ; Two-stage problems ; Multistage problems ; Optimization models with probabilistic constraints ; Statistical inference ; Risk averse optimization ; Background material ; Bibliographical remarks
Record Nr. UNISALENTO-991000573399707536
Shapiro, Alexander  
Philadelphia : Society for Industrial and Applied Mathematics : Mathematical Programming Society, c2009
Materiale a stampa
Lo trovi qui: Univ. del Salento
Opac: Controlla la disponibilità qui
Modelli di programmazione stocastica. Tesi di laurea / laureanda Gabriella Magrì; relat. Gianfausto Salvadori; corr. Chefi Triki
Modelli di programmazione stocastica. Tesi di laurea / laureanda Gabriella Magrì; relat. Gianfausto Salvadori; corr. Chefi Triki
Autore Magrì, Gabriella
Pubbl/distr/stampa Lecce : Università degli Studi di Lecce. Facoltà di Scienze MM. FF. NN. Corso di laurea in Matematica, a.a. 2005-06
Descrizione fisica 134 p. ; 29 cm
Altri autori (Persone) Salvadori, Gianfausto
Triki, Chefi
Soggetto topico Stochastic programming
Classificazione AMS 90C15
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione ita
Record Nr. UNISALENTO-991003118359707536
Magrì, Gabriella  
Lecce : Università degli Studi di Lecce. Facoltà di Scienze MM. FF. NN. Corso di laurea in Matematica, a.a. 2005-06
Materiale a stampa
Lo trovi qui: Univ. del Salento
Opac: Controlla la disponibilità qui
Problemi di routing dinamico e stocastico. Tesi di laurea / laureanda Roberta Pappadà ; relat. Chefi Triki
Problemi di routing dinamico e stocastico. Tesi di laurea / laureanda Roberta Pappadà ; relat. Chefi Triki
Autore Pappadà, Roberta
Pubbl/distr/stampa Lecce : Università degli Studi di Lecce. Facoltà di Scienze MM. FF. NN. Corso di laurea in Matematica e Informaticaa.a. 2005-06
Descrizione fisica 44 p. ; 29 cm
Altri autori (Persone) Triki, Chefi
Soggetto topico Stochastic programming
Transportation, logistics
Classificazione AMS 90C15
AMS 90B06
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione ita
Record Nr. UNISALENTO-991002924279707536
Pappadà, Roberta  
Lecce : Università degli Studi di Lecce. Facoltà di Scienze MM. FF. NN. Corso di laurea in Matematica e Informaticaa.a. 2005-06
Materiale a stampa
Lo trovi qui: Univ. del Salento
Opac: Controlla la disponibilità qui
Programmazione stocastica sotto vincoli probabilistici. Tesi di laurea specialistica in matematica / laureanda Antonia Marinosci; relat. Chefi Triki
Programmazione stocastica sotto vincoli probabilistici. Tesi di laurea specialistica in matematica / laureanda Antonia Marinosci; relat. Chefi Triki
Autore Marinosci, Antonia
Pubbl/distr/stampa Lecce : Università del Salento. Facoltà di Scienze MM. FF. NN. Corso di laurea specialistica in Matematica, a.a. 2007-08
Descrizione fisica 83 p. ; 30 cm
Altri autori (Persone) Triki, Chefi
Soggetto topico Stochastic programming
Classificazione AMS 90C15
AMS 90B06
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione ita
Record Nr. UNISALENTO-991004079459707536
Marinosci, Antonia  
Lecce : Università del Salento. Facoltà di Scienze MM. FF. NN. Corso di laurea specialistica in Matematica, a.a. 2007-08
Materiale a stampa
Lo trovi qui: Univ. del Salento
Opac: Controlla la disponibilità qui
Stochastic dynamic programming and the control of queueing systems [[electronic resource] /] / Linn I. Sennott
Stochastic dynamic programming and the control of queueing systems [[electronic resource] /] / Linn I. Sennott
Autore Sennott Linn I. <1943->
Pubbl/distr/stampa New York, : John Wiley Sons, c1999
Descrizione fisica 1 online resource (354 p.)
Disciplina 519.703
519.82
Collana Wiley series in probability and statistics. Applied probability and statistics section
Soggetto topico Stochastic programming
Dynamic programming
Queuing theory
ISBN 1-282-30800-9
9786612308000
0-470-31703-5
0-470-31787-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Stochastic Dynamic Programming and the Control of Queueing Systems; Contents; Preface; 1. Introduction; 1.1. Examples; 1.2. Aspects of Control; 1.3. Goals and Summary of Chapters; Bibliographic Notes; Problems; 2. Optimization Criteria; 2.1. Basic Notation; 2.2. Policies; 2.3. Conditional Cost Distributions; 2.4. Optimization Criteria; 2.5. Approximating Sequence Method; Bibliographic Notes; Problems; 3. Fiite Horizon Optimization; 3.1. Finite Horizon Optimality Equation; 3.2. ASM for the Finite Horizon; 3.3. When Does FH(α, n) Hold?; 3.4. A Queueing Example; Bibliographic Notes; Problems
4. Lnfinite Horizon Discounted Cost Optimization4.1 Infinite Horizon Discounted Cost Optimality Equation; 4.2 Solutions to the Optimality Equation; 4.3 Convergence of Finite Horizon Value Functions; 4.4 Characterization of Optimal Policies; 4.5 Analytic Properties of the Value Function; 4.6 ASM for the Infinite Horizon Discounted Case; 4.7 When Does DC(α) HOLD?; Bibliographic Notes; Problems; 5. An inventory Model; 5.1. FomuIation of the MDC; 5.2. Optimality Equations; 5.3. An Approximating Sequence; 5.4. Numerical Results; Bibliographic Notes; Problems
6 Average Cost Optimization for Finite State Spaces6.1. A Fundamental Relationship for S Countable; 6.2. An Optimal Stationary Policy Exists; 6.3. An Average Cost Optimality Equation; 6.4. ACOE for Constant Minimum Average Cost; 6.5. Solutions to the ACOE; 6.6 Method of Calculation; 6.7. An Example; Bibliographic Notes; Problems; 7. Average Cost Optimization Theory for Countable State Spaces; 7.1. Counterexamples; 7.2. The (SEN) Assumptions; 7.3. An Example; 7.4. Average Cost Optimality Inequality; 7.5. Sufficient Conditions for the (SEN) Assumptions; 7.6. Examples
7.7. Weakening the (SEN) AssumptionsBibliographic Notes; Problems; 8. Computation of Average Cost Optimal Policies for Infinite State Spaces; 8.1. The (AC) Assumptions; 8.2. Verification of the Assumptions; 8.3. Examples; *8.4. Another Example; 8.5. Service Rate Control Queue; 8.6. Routing to ParalleI Queues; 8.7. Weakening the (AC) Assumptions; Bibliographic Notes; Problems; 9. Optimization Under Actions at Selected Epochs; 9.1. Single- and Multiple-Sample Models; 9.2. Properties of an MS Distribution; 9.3. Service Control of the Single-Server Queue
9.4. Arrival Control of the Single-Server Queue9.5. Average Cost Optimization of Example 9.3.1; 9.6. Average Cost Optimization of Example 9.3.2; 9.7. Computation Under Deterministic Service Times; 9.8. Computation Under Geometric Service Times; Bibliographic Notes; Problems; 10. Average Cost Optimization of Continuous Time Processes; 10.1. Exponential Distributions and the Poisson Process; 10.2. Continuous Time Markov Decision Chains; 10.3. Average Cost Optimization of a CTMDC; 10.4. Service Rate Control of the M/M/l Queue,; 10.5. MW/K Queue with Dynamic Service Pool
10.6. Control of a Polling System
Record Nr. UNINA-9910145768203321
Sennott Linn I. <1943->  
New York, : John Wiley Sons, c1999
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Stochastic dynamic programming and the control of queueing systems [[electronic resource] /] / Linn I. Sennott
Stochastic dynamic programming and the control of queueing systems [[electronic resource] /] / Linn I. Sennott
Autore Sennott Linn I. <1943->
Pubbl/distr/stampa New York, : John Wiley Sons, c1999
Descrizione fisica 1 online resource (354 p.)
Disciplina 519.703
519.82
Collana Wiley series in probability and statistics. Applied probability and statistics section
Soggetto topico Stochastic programming
Dynamic programming
Queuing theory
ISBN 1-282-30800-9
9786612308000
0-470-31703-5
0-470-31787-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Stochastic Dynamic Programming and the Control of Queueing Systems; Contents; Preface; 1. Introduction; 1.1. Examples; 1.2. Aspects of Control; 1.3. Goals and Summary of Chapters; Bibliographic Notes; Problems; 2. Optimization Criteria; 2.1. Basic Notation; 2.2. Policies; 2.3. Conditional Cost Distributions; 2.4. Optimization Criteria; 2.5. Approximating Sequence Method; Bibliographic Notes; Problems; 3. Fiite Horizon Optimization; 3.1. Finite Horizon Optimality Equation; 3.2. ASM for the Finite Horizon; 3.3. When Does FH(α, n) Hold?; 3.4. A Queueing Example; Bibliographic Notes; Problems
4. Lnfinite Horizon Discounted Cost Optimization4.1 Infinite Horizon Discounted Cost Optimality Equation; 4.2 Solutions to the Optimality Equation; 4.3 Convergence of Finite Horizon Value Functions; 4.4 Characterization of Optimal Policies; 4.5 Analytic Properties of the Value Function; 4.6 ASM for the Infinite Horizon Discounted Case; 4.7 When Does DC(α) HOLD?; Bibliographic Notes; Problems; 5. An inventory Model; 5.1. FomuIation of the MDC; 5.2. Optimality Equations; 5.3. An Approximating Sequence; 5.4. Numerical Results; Bibliographic Notes; Problems
6 Average Cost Optimization for Finite State Spaces6.1. A Fundamental Relationship for S Countable; 6.2. An Optimal Stationary Policy Exists; 6.3. An Average Cost Optimality Equation; 6.4. ACOE for Constant Minimum Average Cost; 6.5. Solutions to the ACOE; 6.6 Method of Calculation; 6.7. An Example; Bibliographic Notes; Problems; 7. Average Cost Optimization Theory for Countable State Spaces; 7.1. Counterexamples; 7.2. The (SEN) Assumptions; 7.3. An Example; 7.4. Average Cost Optimality Inequality; 7.5. Sufficient Conditions for the (SEN) Assumptions; 7.6. Examples
7.7. Weakening the (SEN) AssumptionsBibliographic Notes; Problems; 8. Computation of Average Cost Optimal Policies for Infinite State Spaces; 8.1. The (AC) Assumptions; 8.2. Verification of the Assumptions; 8.3. Examples; *8.4. Another Example; 8.5. Service Rate Control Queue; 8.6. Routing to ParalleI Queues; 8.7. Weakening the (AC) Assumptions; Bibliographic Notes; Problems; 9. Optimization Under Actions at Selected Epochs; 9.1. Single- and Multiple-Sample Models; 9.2. Properties of an MS Distribution; 9.3. Service Control of the Single-Server Queue
9.4. Arrival Control of the Single-Server Queue9.5. Average Cost Optimization of Example 9.3.1; 9.6. Average Cost Optimization of Example 9.3.2; 9.7. Computation Under Deterministic Service Times; 9.8. Computation Under Geometric Service Times; Bibliographic Notes; Problems; 10. Average Cost Optimization of Continuous Time Processes; 10.1. Exponential Distributions and the Poisson Process; 10.2. Continuous Time Markov Decision Chains; 10.3. Average Cost Optimization of a CTMDC; 10.4. Service Rate Control of the M/M/l Queue,; 10.5. MW/K Queue with Dynamic Service Pool
10.6. Control of a Polling System
Record Nr. UNINA-9910830753203321
Sennott Linn I. <1943->  
New York, : John Wiley Sons, c1999
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Stochastic dynamic programming and the control of queueing systems / / Linn I. Sennott
Stochastic dynamic programming and the control of queueing systems / / Linn I. Sennott
Autore Sennott Linn I. <1943->
Pubbl/distr/stampa New York, : John Wiley Sons, c1999
Descrizione fisica 1 online resource (354 p.)
Disciplina 519.703
519.82
Collana Wiley series in probability and statistics. Applied probability and statistics section
Soggetto topico Stochastic programming
Dynamic programming
Queuing theory
ISBN 9786612308000
9781282308008
1282308009
9780470317037
0470317035
9780470317877
0470317876
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Stochastic Dynamic Programming and the Control of Queueing Systems; Contents; Preface; 1. Introduction; 1.1. Examples; 1.2. Aspects of Control; 1.3. Goals and Summary of Chapters; Bibliographic Notes; Problems; 2. Optimization Criteria; 2.1. Basic Notation; 2.2. Policies; 2.3. Conditional Cost Distributions; 2.4. Optimization Criteria; 2.5. Approximating Sequence Method; Bibliographic Notes; Problems; 3. Fiite Horizon Optimization; 3.1. Finite Horizon Optimality Equation; 3.2. ASM for the Finite Horizon; 3.3. When Does FH(α, n) Hold?; 3.4. A Queueing Example; Bibliographic Notes; Problems
4. Lnfinite Horizon Discounted Cost Optimization4.1 Infinite Horizon Discounted Cost Optimality Equation; 4.2 Solutions to the Optimality Equation; 4.3 Convergence of Finite Horizon Value Functions; 4.4 Characterization of Optimal Policies; 4.5 Analytic Properties of the Value Function; 4.6 ASM for the Infinite Horizon Discounted Case; 4.7 When Does DC(α) HOLD?; Bibliographic Notes; Problems; 5. An inventory Model; 5.1. FomuIation of the MDC; 5.2. Optimality Equations; 5.3. An Approximating Sequence; 5.4. Numerical Results; Bibliographic Notes; Problems
6 Average Cost Optimization for Finite State Spaces6.1. A Fundamental Relationship for S Countable; 6.2. An Optimal Stationary Policy Exists; 6.3. An Average Cost Optimality Equation; 6.4. ACOE for Constant Minimum Average Cost; 6.5. Solutions to the ACOE; 6.6 Method of Calculation; 6.7. An Example; Bibliographic Notes; Problems; 7. Average Cost Optimization Theory for Countable State Spaces; 7.1. Counterexamples; 7.2. The (SEN) Assumptions; 7.3. An Example; 7.4. Average Cost Optimality Inequality; 7.5. Sufficient Conditions for the (SEN) Assumptions; 7.6. Examples
7.7. Weakening the (SEN) AssumptionsBibliographic Notes; Problems; 8. Computation of Average Cost Optimal Policies for Infinite State Spaces; 8.1. The (AC) Assumptions; 8.2. Verification of the Assumptions; 8.3. Examples; *8.4. Another Example; 8.5. Service Rate Control Queue; 8.6. Routing to ParalleI Queues; 8.7. Weakening the (AC) Assumptions; Bibliographic Notes; Problems; 9. Optimization Under Actions at Selected Epochs; 9.1. Single- and Multiple-Sample Models; 9.2. Properties of an MS Distribution; 9.3. Service Control of the Single-Server Queue
9.4. Arrival Control of the Single-Server Queue9.5. Average Cost Optimization of Example 9.3.1; 9.6. Average Cost Optimization of Example 9.3.2; 9.7. Computation Under Deterministic Service Times; 9.8. Computation Under Geometric Service Times; Bibliographic Notes; Problems; 10. Average Cost Optimization of Continuous Time Processes; 10.1. Exponential Distributions and the Poisson Process; 10.2. Continuous Time Markov Decision Chains; 10.3. Average Cost Optimization of a CTMDC; 10.4. Service Rate Control of the M/M/l Queue,; 10.5. MW/K Queue with Dynamic Service Pool
10.6. Control of a Polling System
Record Nr. UNINA-9911020023003321
Sennott Linn I. <1943->  
New York, : John Wiley Sons, c1999
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui