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 | ||
| Lo trovi qui: Univ. del Salento | ||
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Engineering stochastic local search algorithms : designing, implementing and analyzing effective heuristics ; second international workshop, SLS 2009, Brussels, Belgium, September 3-4, 2009 ; proceedings / / Thomas Stutzle, Mauro Birattari, Holger H. Hoos (eds.)
| Engineering stochastic local search algorithms : designing, implementing and analyzing effective heuristics ; second international workshop, SLS 2009, Brussels, Belgium, September 3-4, 2009 ; proceedings / / Thomas Stutzle, Mauro Birattari, Holger H. Hoos (eds.) |
| Edizione | [1st ed. 2009.] |
| Pubbl/distr/stampa | Berlin ; ; New York, : Springer, c2009 |
| Descrizione fisica | 1 online resource (X, 155 p.) |
| Disciplina | 005.11 |
| Altri autori (Persone) |
BirattariMauro
HoosHolger H StutzleThomas |
| Collana | Lecture notes in computer science |
| Soggetto topico |
Computer algorithms
Electronic information resource searching Heuristic programming Search theory Stochastic programming Recursos electrònics en xarxa Cerca a Internet Programació estocàstica |
| Soggetto genere / forma |
Congressos
Llibres electrònics |
| ISBN | 3-642-03751-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | High-Performance Local Search for Task Scheduling with Human Resource Allocation -- High-Performance Local Search for Task Scheduling with Human Resource Allocation -- On the Use of Run Time Distributions to Evaluate and Compare Stochastic Local Search Algorithms -- Estimating Bounds on Expected Plateau Size in MAXSAT Problems -- A Theoretical Analysis of the k-Satisfiability Search Space -- Loopy Substructural Local Search for the Bayesian Optimization Algorithm -- Running Time Analysis of ACO Systems for Shortest Path Problems -- Techniques and Tools for Local Search Landscape Visualization and Analysis -- Short Papers -- High-Performance Local Search for Solving Real-Life Inventory Routing Problems -- A Detailed Analysis of Two Metaheuristics for the Team Orienteering Problem -- On the Explorative Behavior of MAX–MIN Ant System -- A Study on Dominance-Based Local Search Approaches for Multiobjective Combinatorial Optimization -- A Memetic Algorithm for the Multidimensional Assignment Problem -- Autonomous Control Approach for Local Search -- EasyGenetic: A Template Metaprogramming Framework for Genetic Master-Slave Algorithms -- Adaptive Operator Selection for Iterated Local Search -- Improved Robustness through Population Variance in Ant Colony Optimization -- Mixed-Effects Modeling of Optimisation Algorithm Performance. |
| Altri titoli varianti | SLS 2009 |
| Record Nr. | UNINA-9910485017403321 |
| Berlin ; ; New York, : Springer, c2009 | ||
| Lo trovi qui: Univ. Federico II | ||
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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 | ||
| 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.
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| New York : Springer, c1997 | ||
| 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
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||
| Philadelphia : Society for Industrial and Applied Mathematics : Mathematical Programming Society, c2009 | ||
| Lo trovi qui: Univ. del Salento | ||
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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
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||
| Lecce : Università degli Studi di Lecce. Facoltà di Scienze MM. FF. NN. Corso di laurea in Matematica, a.a. 2005-06 | ||
| 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
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||
| Lecce : Università degli Studi di Lecce. Facoltà di Scienze MM. FF. NN. Corso di laurea in Matematica e Informaticaa.a. 2005-06 | ||
| 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
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| Lecce : Università del Salento. Facoltà di Scienze MM. FF. NN. Corso di laurea specialistica in Matematica, a.a. 2007-08 | ||
| 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 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||