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Introduction to Stochastic Programming, 2nd Edition John R. Birge, François Louveaux
Publisher: Springer

Nov 3, 2006 - This book is a major revision of the first edition, with seven new or heavily revised chapters. I do most of my work in statistical methodology and applied statistics, but sometimes I back up my The goal of the book is not to demonstrate ideal statistical practice (or even ideal programming practice), but to guide the student to a basic level of competence and give a sense of the many intellectual challenges involved in statistical computing. Journals Top authors such as Herbert Hauptman (winner of the Nobel Prize) and Leonid Khachiyan (the Ellipsoid theorist) contributed and the second edition keeps these seminal entries. Drummond WJ: Address matching: GIS technology for mapping human activity patterns. The book written by Delgado et al. Kulkarni VG: Introduction to Modeling and Analysis of Stochastic Systems. Chapter 4 is a completely rewritten introduction to reinforcement learning using classical concepts, with one major exception. Aug 15, 2007 - The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field.In 2000, Probability Theory and Stochastic Processes; Quantitative Finance. 7.4 Value at risk constraints 224. In real world applications of mathematical programming, one cannot ignore the possibility that a small uncertainty in the data can make the usual optimal solution completely meaningless from a practical Stochastic optimization is a widely used and a standard approach to deal with uncertainty; for the detail of this topic one can see the books written by Birge and Louveaux [1], Kall and Mayer [2], and Prékopa [3]. 7.1 Introduction to stochastic optimization 199. Feb 17, 2014 - It's not at all an original idea, and James Spall talks about it in his book Introduction to Stochastic Search and Optimization (Wiley, 2003). 7.3 Multistage stochastic optimization 218. Feb 5, 2013 - I was reminded of this idea when reading Christian Robert and George Casella's fun new book, Introducing Monte Carlo Methods with R. Dec 20, 2013 - Spline-fitting, similar to osculatory interpolation, involves the overlapping of multiple polynomials to arrive at estimates of distributions through an optimization component based on the least-squares criteria [31]. May 7, 2013 - The first part of this book presents the essential topics for an introduction to deterministic optimal control theory. Dec 15, 2013 - Aimed at postgraduate students, this book is also suitable for senior undergraduates, MBA students, and all those who have a general interest in business risk.