Stochastic decomposition
Julia L. Higle
Reading Time
at 250 WPM4h 6m
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246
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Stochastic decomposition
Published
Nov 22, 2013
Publisher
Springer
Pages
246
ISBN-13
9781461368458
ISBN-10
1461368456
Description
This book summarizes developments related to a class of methods called Stochastic Decomposition (SD) algorithms, which represent an important shift in the design of optimization algorithms. Unlike traditional deterministic algorithms, SD combines sampling approaches from the statistical literature with traditional mathematical programming constructs (e.g. decomposition, cutting planes etc.). This marriage of two highly computationally oriented disciplines leads to a line of work that is most definitely driven by computational considerations. Furthermore, the use of sampled data in SD makes it extremely flexible in its ability to accommodate various representations of uncertainty, including situations in which outcomes/scenarios can only be generated by an algorithm/simulation. The authors report computational results with some of the largest stochastic programs arising in applications. These results (mathematical as well as computational) are the `tip of the iceberg'. Further research will uncover extensions of SD to a wider class of problems. Audience: Researchers in mathematical optimization, including those working in telecommunications, electric power generation, transportation planning, airlines and production systems. Also suitable as a text for an advanced course in stochastic optimization.
Subjects
Stochastic models in operations research
Lectures on Stochastic Programming
Numerical techniques for stochastic optimization
Introduction to Stochastic Dynamic Programming
Stochastic programming
Stochastic programming 84
Frequently Asked Questions
How many pages are in Stochastic decomposition?
This edition of Stochastic decomposition has approximately 246 pages. Please note, this is an estimate and the exact page count can vary between hardcover, paperback, and e-book versions.
How long does it take to read Stochastic decomposition?
For most readers, Stochastic decomposition typically takes between 5h 8m and 3h 25m to complete. This is based on the book's length of approximately 61,500 words and common reading speeds.
Here's a detailed breakdown: • Continuous reading at 250 WPM: approximately 4h 6m of focused reading • Casual reading (30 minutes/day): you could finish in roughly 9 days • Estimated word count: 61,500 words
Your individual reading time will vary based on your personal reading pace, the amount of daily reading time, and your familiarity with the subject matter.
What is the word count of Stochastic decomposition?
The estimated word count for Stochastic decomposition is approximately 61,500 words. This figure is calculated using industry-standard methods that consider genre-specific word density patterns, typical formatting and layout characteristics, and standard words-per-page ratios for published books.
This is an approximation — actual word count may vary based on font size, formatting, edition, and the presence of illustrations or charts.
Who is the author of Stochastic decomposition?
Stochastic decomposition was written by Julia L. Higle.
When was Stochastic decomposition published?
The publication date for this specific edition is Nov 22, 2013. The original work may have been published on a different date.