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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
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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
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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
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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
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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
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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
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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
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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 [[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-9910840905003321
Sennott Linn I. <1943->  
New York, : John Wiley Sons, c1999
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui