Download or read book Distribution Free Methods for the Chance constrained Programming Model written by Jon R. Thomas (CAPT, USAF.) and published by . This book was released on 1972 with total page 96 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Distribution Free Methods for the Chance Constrained Programming Model written by Jon R. Thomas and published by . This book was released on 1972 with total page 57 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paper is concerned with the development of certainty or deterministic equivalent nonlinear programming models from chance-constrained programming models. It contains a review of some of the historical developments in this area which were made by Charnes and Cooper, Kataoka, Miller and Wagner, Hillier, and Sengupta. The paper introduces a new, distribution free approach to chance-constrained programming which can be used with both single and joint chance constraints. Finally, the distribution free chance-constraned model is applied to the economic problem of input-output analysis.
Download or read book Chance Constrained Linear Programming with Distribution Free Constraints written by Frederick Marsden Allen and published by . This book was released on 1971 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt: The report is concerned with methods of approximating the chance- constrained set S = (x such that/Pr(A x=or
Download or read book Distribution free Uniformly tighter Linear Approximations for Chance constrained Programming written by Gabriel R. Bitran and published by . This book was released on 1990 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Systems and Management Science by Extremal Methods written by Fred Young Phillips and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 580 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume, Systems and Management Science by Extremal Methods, is the second in a series dedicated to honoring and extending the work of Abraham Charnes. The first volume, entitled Extremal Methods and Systems Analysis (Springer Verlag, Berlin, 1980), was edited by A.V. Fiacco and K.O. Kortanek. Subtitled "An International Symposium on the Occasion of Abraham Charnes' Sixtieth Birthday," this first volume consisted of a selection from papers presented at a conference in honor of Professor Charnes held at The University of Texas at Austin in September 1977. This second volume consists of papers, to be described more fully below, that were presented in a similar 2 conference held at the IC Institute of The University of Texas at Austin, Texas, in October of 1987, to honor Dr. Charnes on his seventieth birthday. All these papers were written by scholars and scientists whose own work has been affected by the contributions of this distinguished scholar and educator over a long period of time.
Download or read book Robust Optimization written by Aharon Ben-Tal and published by Princeton University Press. This book was released on 2009-08-10 with total page 565 pages. Available in PDF, EPUB and Kindle. Book excerpt: Robust optimization is still a relatively new approach to optimization problems affected by uncertainty, but it has already proved so useful in real applications that it is difficult to tackle such problems today without considering this powerful methodology. Written by the principal developers of robust optimization, and describing the main achievements of a decade of research, this is the first book to provide a comprehensive and up-to-date account of the subject. Robust optimization is designed to meet some major challenges associated with uncertainty-affected optimization problems: to operate under lack of full information on the nature of uncertainty; to model the problem in a form that can be solved efficiently; and to provide guarantees about the performance of the solution. The book starts with a relatively simple treatment of uncertain linear programming, proceeding with a deep analysis of the interconnections between the construction of appropriate uncertainty sets and the classical chance constraints (probabilistic) approach. It then develops the robust optimization theory for uncertain conic quadratic and semidefinite optimization problems and dynamic (multistage) problems. The theory is supported by numerous examples and computational illustrations. An essential book for anyone working on optimization and decision making under uncertainty, Robust Optimization also makes an ideal graduate textbook on the subject.
Download or read book Annual Department of Defense Bibliography of Logistics Studies and Related Documents written by United States. Defense Logistics Studies Information Exchange and published by . This book was released on 1973 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Selected Water Resources Abstracts written by and published by . This book was released on 1988 with total page 952 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stochastic Economics written by Gerhard Tintner and published by Elsevier. This book was released on 2014-05-10 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Economics: Stochastic Processes, Control, and Programming presents some aspects of economics from a stochastic or probabilistic point of view. The application of stochastic processes to the theory of economic development, stochastic control theory, and various aspects of stochastic programming is discussed. Comprised of four chapters, this book begins with a short survey of the stochastic view in economics, followed by a discussion on discrete and continuous stochastic models of economic development. The next chapter focuses on methods of stochastic control and their application to dynamic economic models, with emphasis on those aspects connected especially with the theory of quantitative economic policy. Some basic operational problems of applying stochastic control, particularly in economic systems and organizations for problems such as dynamic resource allocation, growth planning, and economic coordination are considered. The last chapter is devoted to stochastic programming, paying particular attention to the decision rule theory of operations research under the chance-constrained model and a method of incorporating reliability measures into a systems reliability model. This book will be of interest to economists, statisticians, applied mathematicians, operations researchers, and systems engineers.
Download or read book Chaos Complexity and Leadership 2016 written by Şefika Şule Erçetin and published by Springer. This book was released on 2018-03-21 with total page 751 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers the proceedings from the 2016 International Symposium on Chaos, Complexity and Leadership, and reflects current research results of chaos and complexity studies and their applications in various fields. Included are research papers in the fields of applied nonlinear methods, modeling of data and simulations, as well as theoretical achievements of chaos and complex systems. Also discussed are leadership and management applications of chaos and complexity theory.
Download or read book Lectures on Stochastic Programming written by Alexander Shapiro and published by SIAM. This book was released on 2009-01-01 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their existence compels a need for rigorous ways of formulating, analyzing, and solving such problems. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. Readers will find coverage of the basic concepts of modeling these problems, including recourse actions and the nonanticipativity principle. The book also includes the theory of two-stage and multistage stochastic programming problems; the current state of the theory on chance (probabilistic) constraints, including the structure of the problems, optimality theory, and duality; and statistical inference in and risk-averse approaches to stochastic programming.
Download or read book Master s Theses and Doctoral Dissertations in the Pure and Applied Sciences written by and published by . This book was released on 1973 with total page 194 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Principles and Practice of Constraint Programming written by Helmut Simonis and published by Springer Nature. This book was released on 2020-09-06 with total page 984 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the proceedings of the 26th International Conference on Principles and Practice of Constraint Programming, CP 2020, held in Louvain-la-Neuve, Belgium, in September 2020. The conference was held virtually due to the COVID-19 pandemic. The 55 full papers presented in this volume were carefully reviewed and selected from 122 submissions. They deal with all aspects of computing with constraints including theory, algorithms, environments, languages, models, systems, and applications such as decision making, resource allocation, scheduling, configuration, and planning. The papers were organized according to the following topics/tracks: technical track; application track; and CP and data science and machine learning.
Download or read book Meteorological and Geoastrophysical Abstracts written by and published by . This book was released on 1989 with total page 800 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Chance Constrained Critical Path for a Large Class of Distributions written by Abraham Charnes and published by . This book was released on 1988 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt: M. Kress proved fpr a special class of Location-Scale probability distributions there always exists a probability level for which the Chance Constrained Critical Path (CCCP) remains unchanged for all probabilities greater than or equal to that value. His chance constrained problem has zero-order decision rules and individual chance constraints. This paper extends his results to most of the common probability distributions. Keywords: Chance constrained programming. (KR).
Download or read book Research on Economics and Administration and Social Sciences written by Nesrin Demir and published by Livre de Lyon. This book was released on 2022-06-15 with total page 525 pages. Available in PDF, EPUB and Kindle. Book excerpt: Research on Economics and Administration and Social Sciences
Download or read book Computer Modeling of Free Surface and Pressurized Flows written by M. Hanif Chaudhry and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 737 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computers are widely used for the analysis, design, and operation of water resource projects. This gives accurate results, allowing the analysis of complex systems which may not have been possible otherwise, and the investigation and comparison of several different alternatives in a short time, thereby reducing the project costs, optimizing design, and efficient utilization of resources. This volume compiles an edited version of the lecture notes specially prepared by 14 well-known European and North American researchers. Part I deals with free-surface flows. Governing equations are derived and their solution by the finite-difference, finite-element, and boundary-integral methods are discussed. Then, turbulence models, three-dimensional models, dam-break flow models, sediment transport models, and flood routing models are presented. Part II is related to the modeling of steady and transient pressurized flows. Governing equations for both single and two-component flows are derived and numerical methods for their solution are presented. The modeling of water quality in pipe networks, of cooling water systems, and slow and rapid transients is then discussed.
