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Author : Nabil S. Rageh
Publisher :
ISBN 13 :
Total Pages : 108 pages
Book Rating : 4.3/5 (555 download)
Download or read book General Class of Stochastic Transportation Problems written by Nabil S. Rageh and published by . This book was released on 1970 with total page 108 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : P. O. Lindberg
Publisher :
ISBN 13 :
Total Pages : 66 pages
Book Rating : 4.:/5 (186 download)
Download or read book A Multistage Stochastic Transportation Problem written by P. O. Lindberg and published by . This book was released on 1971 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Toshio Mikami
Publisher : Springer Nature
ISBN 13 : 9811617546
Total Pages : 129 pages
Book Rating : 4.8/5 (116 download)
Download or read book Stochastic Optimal Transportation written by Toshio Mikami and published by Springer Nature. This book was released on 2021-06-15 with total page 129 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, the optimal transportation problem (OT) is described as a variational problem for absolutely continuous stochastic processes with fixed initial and terminal distributions. Also described is Schrödinger’s problem, which is originally a variational problem for one-step random walks with fixed initial and terminal distributions. The stochastic optimal transportation problem (SOT) is then introduced as a generalization of the OT, i.e., as a variational problem for semimartingales with fixed initial and terminal distributions. An interpretation of the SOT is also stated as a generalization of Schrödinger’s problem. After the brief introduction above, the fundamental results on the SOT are described: duality theorem, a sufficient condition for the problem to be finite, forward–backward stochastic differential equations (SDE) for the minimizer, and so on. The recent development of the superposition principle plays a crucial role in the SOT. A systematic method is introduced to consider two problems: one with fixed initial and terminal distributions and one with fixed marginal distributions for all times. By the zero-noise limit of the SOT, the probabilistic proofs to Monge’s problem with a quadratic cost and the duality theorem for the OT are described. Also described are the Lipschitz continuity and the semiconcavity of Schrödinger’s problem in marginal distributions and random variables with given marginals, respectively. As well, there is an explanation of the regularity result for the solution to Schrödinger’s functional equation when the space of Borel probability measures is endowed with a strong or a weak topology, and it is shown that Schrödinger’s problem can be considered a class of mean field games. The construction of stochastic processes with given marginals, called the marginal problem for stochastic processes, is discussed as an application of the SOT and the OT.
Author : Per Olof Lindberg
Publisher :
ISBN 13 :
Total Pages : 10 pages
Book Rating : 4.:/5 (186 download)
Download or read book On a Stochastic Transportation Problem and Its Mathematical Ramifications written by Per Olof Lindberg and published by . This book was released on 1975 with total page 10 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Svetlozar T. Rachev
Publisher : Springer Science & Business Media
ISBN 13 : 0387227563
Total Pages : 450 pages
Book Rating : 4.3/5 (872 download)
Download or read book Mass Transportation Problems written by Svetlozar T. Rachev and published by Springer Science & Business Media. This book was released on 2006-05-09 with total page 450 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first comprehensive account of the theory of mass transportation problems and its applications. In Volume I, the authors systematically develop the theory with emphasis on the Monge-Kantorovich mass transportation and the Kantorovich-Rubinstein mass transshipment problems. They then discuss a variety of different approaches towards solving these problems and exploit the rich interrelations to several mathematical sciences - from functional analysis to probability theory and mathematical economics. The second volume is devoted to applications of the above problems to topics in applied probability, theory of moments and distributions with given marginals, queuing theory, risk theory of probability metrics and its applications to various fields, among them general limit theorems for Gaussian and non-Gaussian limiting laws, stochastic differential equations and algorithms, and rounding problems. Useful to graduates and researchers in theoretical and applied probability, operations research, computer science, and mathematical economics, the prerequisites for this book are graduate level probability theory and real and functional analysis.
Author : Svetlozar T. Rachev
Publisher : Springer Science & Business Media
ISBN 13 : 0387227555
Total Pages : 533 pages
Book Rating : 4.3/5 (872 download)
Download or read book Mass Transportation Problems written by Svetlozar T. Rachev and published by Springer Science & Business Media. This book was released on 2006-05-17 with total page 533 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first comprehensive account of the theory of mass transportation problems and its applications. In Volume I, the authors systematically develop the theory with emphasis on the Monge-Kantorovich mass transportation and the Kantorovich-Rubinstein mass transshipment problems. They then discuss a variety of different approaches towards solving these problems and exploit the rich interrelations to several mathematical sciences - from functional analysis to probability theory and mathematical economics. The second volume is devoted to applications of the above problems to topics in applied probability, theory of moments and distributions with given marginals, queuing theory, risk theory of probability metrics and its applications to various fields, among them general limit theorems for Gaussian and non-Gaussian limiting laws, stochastic differential equations and algorithms, and rounding problems. Useful to graduates and researchers in theoretical and applied probability, operations research, computer science, and mathematical economics, the prerequisites for this book are graduate level probability theory and real and functional analysis.
Author : Couchen Wu
Publisher :
ISBN 13 :
Total Pages : 160 pages
Book Rating : 4.:/5 (796 download)
Download or read book Selection of a Demand Probability Model for the Stochastic Transportation Problem written by Couchen Wu and published by . This book was released on 1985 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Donald Duane Stevens
Publisher :
ISBN 13 :
Total Pages : 223 pages
Book Rating : 4.:/5 (22 download)
Download or read book Stochastic Transportation Problems with Multiple Conflicting Goals written by Donald Duane Stevens and published by . This book was released on 1977 with total page 223 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Sei-Jong Chung
Publisher :
ISBN 13 :
Total Pages : 296 pages
Book Rating : 4.:/5 (781 download)
Download or read book A Minimax Procedure for the Stochastic Transportation Problem written by Sei-Jong Chung and published by . This book was released on 1978 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Gilbert Laporte
Publisher :
ISBN 13 :
Total Pages : 21 pages
Book Rating : 4.:/5 (932 download)
Download or read book A General Branch and Cut Procedure for Stochastic Integer Programs written by Gilbert Laporte and published by . This book was released on 1990 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt: Paper showing that a general branch and cut procedure, first proposed by Laporte, Louveaux and Mercure in the context of a particular vehicle routing problem, provides an exact algorithm for a large class of stochastic integer problems. The paper reviews the definition of 2-stage stochastic linear programs with recourse; provides a simple taxonomy for the various types of stochastic integer programs; presents one example of an application, the stochastic vehicle routing problem; presents the general branch and bound procedure with definitions needed to prove its finite convergence; gives a full study of the application of the branch and cut procedure to the various classes of stochastic integer programs; and concludes with examples using the vehicle routing problem application.
Author : Toshio Mikami
Publisher :
ISBN 13 : 9789811617553
Total Pages : 0 pages
Book Rating : 4.6/5 (175 download)
Download or read book Stochastic Optimal Transportation: Stochastic optimal transportation problem written by Toshio Mikami and published by . This book was released on 2021 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, the optimal transportation problem (OT) is described as a variational problem for absolutely continuous stochastic processes with fixed initial and terminal distributions. Also described is Schrödinger's problem, which is originally a variational problem for one-step random walks with fixed initial and terminal distributions. The stochastic optimal transportation problem (SOT) is then introduced as a generalization of the OT, i.e., as a variational problem for semimartingales with fixed initial and terminal distributions. An interpretation of the SOT is also stated as a generalization of Schrödinger's problem. After the brief introduction above, the fundamental results on the SOT are described: duality theorem, a sufficient condition for the problem to be finite, forward-backward stochastic differential equations (SDE) for the minimizer, and so on. The recent development of the superposition principle plays a crucial role in the SOT. A systematic method is introduced to consider two problems: one with fixed initial and terminal distributions and one with fixed marginal distributions for all times. By the zero-noise limit of the SOT, the probabilistic proofs to Monge's problem with a quadratic cost and the duality theorem for the OT are described. Also described are the Lipschitz continuity and the semiconcavity of Schrödinger's problem in marginal distributions and random variables with given marginals, respectively. As well, there is an explanation of the regularity result for the solution to Schrödinger's functional equation when the space of Borel probability measures is endowed with a strong or a weak topology, and it is shown that Schrödinger's problem can be considered a class of mean field games. The construction of stochastic processes with given marginals, called the marginal problem for stochastic processes, is discussed as an application of the SOT and the OT.
Author : Svetlozar Todorov Rachev
Publisher :
ISBN 13 : 9781280010217
Total Pages : 513 pages
Book Rating : 4.0/5 (12 download)
Download or read book Mass Transportation Problems written by Svetlozar Todorov Rachev and published by . This book was released on 1998 with total page 513 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first comprehensive account of the theory of mass transportation problems and its applications. In Volume I, the authors systematically develop the theory of mass transportation with emphasis to the Monge-Kantorovich mass transportation and the Kantorovich- Rubinstein mass transshipment problems, and their various extensions. They discuss a variety of different approaches towards solutions of these problems and exploit the rich interrelations to several mathematical sciences--from functional analysis to probability theory and mathematical economics. The second volume is devoted to applications to the mass transportation and mass transshipment problems to topics in applied probability, theory of moments and distributions with given marginals, queucing theory, risk theory of probability metrics and its applications to various fields, amoung them general limit theorems for Gaussian and non-Gaussian limiting laws, stochastic differential equations, stochastic algorithms and rounding problems. The book will be useful to graduate students and researchers in the fields of theoretical and applied probability, operations research, computer science, and mathematical economics. The prerequisites for this book are graduate level probability theory and real and functional analysis.
Author : Sei J. Chung
Publisher :
ISBN 13 :
Total Pages : 296 pages
Book Rating : 4.:/5 (256 download)
Download or read book A Minimax Procedure for the Stochastic Transportation Problem written by Sei J. Chung and published by . This book was released on 1981 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Laporte, Gilbert
Publisher : Montréal : Centre for Research on Transportation = Centre de recherche sur les transports
ISBN 13 :
Total Pages : 38 pages
Book Rating : 4.:/5 (236 download)
Download or read book A General Branch and Cut Procedure for Stochastic Integer Programs written by Laporte, Gilbert and published by Montréal : Centre for Research on Transportation = Centre de recherche sur les transports. This book was released on 1990 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 29 pages
Book Rating : 4.:/5 (245 download)
Download or read book The Stochastic Multi-period Location-transportation Problem written by and published by . This book was released on 2008 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : V. Balachandran
Publisher :
ISBN 13 :
Total Pages : 34 pages
Book Rating : 4.:/5 (227 download)
Download or read book The Stochastic Generalized Transportation Problem -- An Operator Theoretic Approach written by V. Balachandran and published by . This book was released on 1973 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paper investigates the Stochastic Generalized Transportation Problem with recourse when the demands (column totals) are random. The basic philosophy and assumptions are those of the two-stage linear programming under uncertainty. It is shown that the problem can be converted to an equivalent convex program where the random components are explicitly addressed in the functional thus retaining the dimensionality of the constraints unchanged. Utilizing Kuhn-Tucker conditions certain qualitative propositions and theorems are proved. These results lead to an efficient computer code which proceeds in an iterative process solving once the deterministic generalized transportation problem. (Modified author abstract).
Author : Daniel Wilson
Publisher :
ISBN 13 :
Total Pages : 220 pages
Book Rating : 4.:/5 (189 download)
Download or read book A Priori Bounded Models for Stochastic Transportation Problems written by Daniel Wilson and published by . This book was released on 1971 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt:
