000 04200nam a22003735i 4500
001 285691
003 MX-SnUAN
005 20170705134212.0
007 cr nn 008mamaa
008 150903s2011 xxu| o |||| 0|eng d
020 _a9781441916426
_99781441916426
024 7 _a10.1007/9781441916426
_2doi
035 _avtls000338362
039 9 _a201509030324
_bVLOAD
_c201404300344
_dVLOAD
_y201402060908
_zstaff
040 _aMX-SnUAN
_bspa
_cMX-SnUAN
_erda
050 4 _aQA273.A1-274.9
100 1 _aInfanger, Gerd.
_eeditor.
_9314007
245 1 0 _aStochastic Programming :
_bThe State of the Art In Honor of George B. Dantzig /
_cedited by Gerd Infanger.
264 1 _aNew York, NY :
_bSpringer New York :
_bImprint: Springer,
_c2011.
300 _axxiii, 362 páginas
_brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
490 0 _aInternational Series in Operations Research & Management Science,
_x0884-8289 ;
_v150
500 _aSpringer eBooks
505 0 _aLinear Programming Under Uncertainty -- A Probabilistic Lower Bound for Two-Stage Stochastic Programs -- Simulation-Based Optimality Tests for Stochastic Programs -- Stochastic Decomposition and Extensions -- Barycentric Bounds in Stochastic Programming: Theory and Application -- Stochastic Programming Apporximations Using Limited Moment Information, with Application to Asset Allocation -- Stability and Scenario Trees for Multistage Stochastic Programs -- Risk Aversion in Two-Stage Stochastic Integer Programming -- Risk-Averse Portfolio Optimization via Stochastic Dominance Constraints -- Single Period Mean-Variance Analysis in a Changing World -- Mean-Absolute Deviation Model -- Multi-Stage Financial Planning Models: Integrating Stochastic Programs and Policy Simulators -- Growth-Security Models and Stochastic Dominance -- Production Planning Under Supply and Demand Uncertainty: A Stochastic Programming Approach -- Global Climate Decisions under Uncertainty -- Control of Diffusions via Linear Programming.
520 _aFrom the Preface… The preparation of this book started in 2004, when George B. Dantzig and I, following a long-standing invitation by Fred Hillier to contribute a volume to his International Series in Operations Research and Management Science, decided finally to go ahead with editing a volume on stochastic programming. The field of stochastic programming (also referred to as optimization under uncertainty or planning under uncertainty) had advanced significantly in the last two decades, both theoretically and in practice. George Dantzig and I felt that it would be valuable to showcase some of these advances and to present what one might call the state-of- the-art of the field to a broader audience. We invited researchers whom we considered to be leading experts in various specialties of the field, including a few representatives of promising developments in the making, to write a chapter for the volume. Unfortunately, to the great loss of all of us, George Dantzig passed away on May 13, 2005. Encouraged by many colleagues, I decided to continue with the book and edit it as a volume dedicated to George Dantzig. Management Science published in 2005 a special volume featuring the “Ten most Influential Papers of the first 50 Years of Management Science.” George Dantzig’s original 1955 stochastic programming paper, “Linear Programming under Uncertainty,” was featured among these ten. Hearing about this, George Dantzig suggested that his 1955 paper be the first chapter of this book. The vision expressed in that paper gives an important scientific and historical perspective to the book. Gerd Infanger
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9781441916419
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-1-4419-1642-6
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
942 _c14
999 _c285691
_d285691