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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 : 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 : Christodoulos A. Floudas
Publisher : Springer Science & Business Media
ISBN 13 : 0387747583
Total Pages : 4646 pages
Book Rating : 4.3/5 (877 download)
Download or read book Encyclopedia of Optimization written by Christodoulos A. Floudas and published by Springer Science & Business Media. This book was released on 2008-09-04 with total page 4646 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".
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 : Georg Ch. Pflug
Publisher : Springer
ISBN 13 : 3319088432
Total Pages : 309 pages
Book Rating : 4.3/5 (19 download)
Download or read book Multistage Stochastic Optimization written by Georg Ch. Pflug and published by Springer. This book was released on 2014-11-12 with total page 309 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today’s state of the art in multistage stochastic optimization. It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book.
Author :
Publisher :
ISBN 13 :
Total Pages : 1056 pages
Book Rating : 4.X/5 (4 download)
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1972 with total page 1056 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 : Vladimir Tsurkov
Publisher : Springer
ISBN 13 : 9781461368182
Total Pages : 310 pages
Book Rating : 4.3/5 (681 download)
Download or read book Minimax Under Transportation Constrains written by Vladimir Tsurkov and published by Springer. This book was released on 2013-11-23 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: Transportation problems belong to the domains mathematical program ming and operations research. Transportation models are widely applied in various fields. Numerous concrete problems (for example, assignment and distribution problems, maximum-flow problem, etc. ) are formulated as trans portation problems. Some efficient methods have been developed for solving transportation problems of various types. This monograph is devoted to transportation problems with minimax cri teria. The classical (linear) transportation problem was posed several decades ago. In this problem, supply and demand points are given, and it is required to minimize the transportation cost. This statement paved the way for numerous extensions and generalizations. In contrast to the original statement of the problem, we consider a min imax rather than a minimum criterion. In particular, a matrix with the minimal largest element is sought in the class of nonnegative matrices with given sums of row and column elements. In this case, the idea behind the minimax criterion can be interpreted as follows. Suppose that the shipment time from a supply point to a demand point is proportional to the amount to be shipped. Then, the minimax is the minimal time required to transport the total amount. It is a common situation that the decision maker does not know the tariff coefficients. In other situations, they do not have any meaning at all, and neither do nonlinear tariff objective functions. In such cases, the minimax interpretation leads to an effective solution.
Author : Kaj Holmberg
Publisher :
ISBN 13 :
Total Pages : 50 pages
Book Rating : 4.:/5 (186 download)
Download or read book Efficient Decomposition and Linearization Methods for the Stochastic Transportation Problem written by Kaj Holmberg and published by . This book was released on 1993 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : David Paul Bernd
Publisher :
ISBN 13 :
Total Pages : 486 pages
Book Rating : 4.3/5 (555 download)
Download or read book The transportation problem with stochastic demands written by David Paul Bernd and published by . This book was released on 1972 with total page 486 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 : Kaj Holmberg
Publisher :
ISBN 13 :
Total Pages : 42 pages
Book Rating : 4.3/5 (555 download)
Download or read book Cross Decomposition Applied to the Stochastic Transportation Problem written by Kaj Holmberg and published by . This book was released on 1982 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : V.V. Kolbin
Publisher : Springer Science & Business Media
ISBN 13 : 9789027707505
Total Pages : 218 pages
Book Rating : 4.7/5 (75 download)
Download or read book Stochastic Programming written by V.V. Kolbin and published by Springer Science & Business Media. This book was released on 1977-06-30 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is devoted to the problems of stochastic (or probabilistic) programming. The author took as his basis the specialized lectures which he delivered to the graduates from the economic cybernetics department of Leningrad University beginning in 1967. Since 1971 the author has delivered a specialized course on Stochastic Programming to the gradu ates from the faculty of applied mathematics/management processes at Leningrad University. The present monograph consists of seven chapters. In Chapter I, which is of an introductory character, consideration is given to the problems of uncertainty and probability, used for modelling complicated systems. Fundamental indications for the classification of stochastic pro gramming problems are given. Chapter II is devoted to the analysis of various models of chance-constrained stochastic programming problems. Examples of technological and applied economic problems of management with chance-constraints are given. In Chapter III two-stage stochastic programming problems are investigated, various models are given, and these models are qualitatively analyzed. In the conclusion of the chapter consideration is given to: the transport problem with random data, the problem of the determination of production volume, and the problem of planning the flights of aircraft as two-stage stochastic programming problems. Multi-stage stochastic programming problems are investigated in Chapter IV. The dependencies between prior and posterior decision rules and decision distributions are given. Dual problems are investigated.
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 : Yuri Ermoliev
Publisher :
ISBN 13 :
Total Pages : 13 pages
Book Rating : 4.:/5 (256 download)
Download or read book A Stochastic Algorithm for Minimax Problems written by Yuri Ermoliev and published by . This book was released on 1982 with total page 13 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Robert Dyson
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (142 download)
Download or read book A Global Algorithm for Minimax Solutions to a Stochastic Programming Problem written by Robert Dyson and published by . This book was released on 1975 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Rabe v. Randow
Publisher : Springer Science & Business Media
ISBN 13 : 3642516548
Total Pages : 522 pages
Book Rating : 4.6/5 (425 download)
Download or read book Integer Programming and Related Areas written by Rabe v. Randow and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 522 pages. Available in PDF, EPUB and Kindle. Book excerpt: The fields of integer programming and combinatorial optimization continue to be areas of great vitality, with an ever increasing number of publications and journals appearing. A classified bibliography thus continues to be necessary and useful today, even more so than it did when the project, of which this is the fifth volume, was started in 1970 in the Institut fur Okonometrie und Operations Research of the University of Bonn. The pioneering first volume was compiled by Claus Kastning during the years 1970 - 1975 and appeared in 1976 as Volume 128 of the series Lecture Notes in Economics and Mathematical Systems published by the Springer Verlag. Work on the project was continued by Dirk Hausmann, Reinhardt Euler, and Rabe von Randow, and resulted in the publication of the second, third, and fourth volumes in 1978, 1982, and 1985 (Volumes 160, 197, and 243 of the above series). The present book constitutes the fifth volume of the bibliography and covers the period from autumn 1984 to the end of 1987. It contains 5864 new publications by 4480 authors and was compiled by Rabe von Randow. Its form is practically identical to that of the first four volumes, some additions having been made to the subject list.
