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Author: Julia L. Higle Publisher: Springer Science & Business Media ISBN: 1461541158 Category : Mathematics Languages : en Pages : 237
Book Description
Motivation Stochastic Linear Programming with recourse represents one of the more widely applicable models for incorporating uncertainty within in which the SLP optimization models. There are several arenas model is appropriate, and such models have found applications in air line yield management, capacity planning, electric power generation planning, financial planning, logistics, telecommunications network planning, and many more. In some of these applications, modelers represent uncertainty in terms of only a few seenarios and formulate a large scale linear program which is then solved using LP software. However, there are many applications, such as the telecommunications planning problem discussed in this book, where a handful of seenarios do not capture variability well enough to provide a reasonable model of the actual decision-making problem. Problems of this type easily exceed the capabilities of LP software by several orders of magnitude. Their solution requires the use of algorithmic methods that exploit the structure of the SLP model in a manner that will accommodate large scale applications.
Author: Julia L. Higle Publisher: Springer Science & Business Media ISBN: 1461541158 Category : Mathematics Languages : en Pages : 237
Book Description
Motivation Stochastic Linear Programming with recourse represents one of the more widely applicable models for incorporating uncertainty within in which the SLP optimization models. There are several arenas model is appropriate, and such models have found applications in air line yield management, capacity planning, electric power generation planning, financial planning, logistics, telecommunications network planning, and many more. In some of these applications, modelers represent uncertainty in terms of only a few seenarios and formulate a large scale linear program which is then solved using LP software. However, there are many applications, such as the telecommunications planning problem discussed in this book, where a handful of seenarios do not capture variability well enough to provide a reasonable model of the actual decision-making problem. Problems of this type easily exceed the capabilities of LP software by several orders of magnitude. Their solution requires the use of algorithmic methods that exploit the structure of the SLP model in a manner that will accommodate large scale applications.
Author: Daniel P. Loucks Publisher: Springer ISBN: 3319442341 Category : Technology & Engineering Languages : en Pages : 635
Book Description
This book is open access under a CC BY-NC 4.0 license. This revised, updated textbook presents a systems approach to the planning, management, and operation of water resources infrastructure in the environment. Previously published in 2005 by UNESCO and Deltares (Delft Hydraulics at the time), this new edition, written again with contributions from Jery R. Stedinger, Jozef P. M. Dijkman, and Monique T. Villars, is aimed equally at students and professionals. It introduces readers to the concept of viewing issues involving water resources as a system of multiple interacting components and scales. It offers guidelines for initiating and carrying out water resource system planning and management projects. It introduces alternative optimization, simulation, and statistical methods useful for project identification, design, siting, operation and evaluation and for studying post-planning issues. The authors cover both basin-wide and urban water issues and present ways of identifying and evaluating alternatives for addressing multiple-purpose and multi-objective water quantity and quality management challenges. Reinforced with cases studies, exercises, and media supplements throughout, the text is ideal for upper-level undergraduate and graduate courses in water resource planning and management as well as for practicing planners and engineers in the field.
Author: Mehrdad Tamiz Publisher: Springer Science & Business Media ISBN: 3642875610 Category : Business & Economics Languages : en Pages : 365
Book Description
Most real-life problems involve making decisions to optimally achieve a number of criteria while satisfying some hard or soft constraints. In this book several methods for solving such problems are presented by the leading experts in the area. The book also contains a number of very interesting application papers which demonstrate theoretical modelling, analysing and solution of real-life problems.
Author: Carl Edward Rasmussen Publisher: MIT Press ISBN: 026218253X Category : Computers Languages : en Pages : 266
Book Description
A comprehensive and self-contained introduction to Gaussian processes, which provide a principled, practical, probabilistic approach to learning in kernel machines. Gaussian processes (GPs) provide a principled, practical, probabilistic approach to learning in kernel machines. GPs have received increased attention in the machine-learning community over the past decade, and this book provides a long-needed systematic and unified treatment of theoretical and practical aspects of GPs in machine learning. The treatment is comprehensive and self-contained, targeted at researchers and students in machine learning and applied statistics. The book deals with the supervised-learning problem for both regression and classification, and includes detailed algorithms. A wide variety of covariance (kernel) functions are presented and their properties discussed. Model selection is discussed both from a Bayesian and a classical perspective. Many connections to other well-known techniques from machine learning and statistics are discussed, including support-vector machines, neural networks, splines, regularization networks, relevance vector machines and others. Theoretical issues including learning curves and the PAC-Bayesian framework are treated, and several approximation methods for learning with large datasets are discussed. The book contains illustrative examples and exercises, and code and datasets are available on the Web. Appendixes provide mathematical background and a discussion of Gaussian Markov processes.
Author: Stein W. Wallace Publisher: SIAM ISBN: 9780898718799 Category : Mathematics Languages : en Pages : 724
Book Description
Consisting of two parts, this book presents papers describing publicly available stochastic programming systems that are operational. It presents a diverse collection of application papers in areas such as production, supply chain and scheduling, gaming, environmental and pollution control, financial modeling, telecommunications, and electricity.
Author: John R. Birge Publisher: Springer Science & Business Media ISBN: 0387226184 Category : Mathematics Languages : en Pages : 427
Book Description
This rapidly developing field encompasses many disciplines including operations research, mathematics, and probability. Conversely, it is being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks. This textbook provides a first course in stochastic programming suitable for students with a basic knowledge of linear programming, elementary analysis, and probability. The authors present a broad overview of the main themes and methods of the subject, thus helping students develop an intuition for how to model uncertainty into mathematical problems, what uncertainty changes bring to the decision process, and what techniques help to manage uncertainty in solving the problems. The early chapters introduce some worked examples of stochastic programming, demonstrate how a stochastic model is formally built, develop the properties of stochastic programs and the basic solution techniques used to solve them. The book then goes on to cover approximation and sampling techniques and is rounded off by an in-depth case study. A well-paced and wide-ranging introduction to this subject.
Author: Kurt Marti Publisher: Springer Science & Business Media ISBN: 3642882676 Category : Business & Economics Languages : en Pages : 189
Book Description
This volume includes a selection of refereed papers presented at the GAMM/IFIP-Workshop on "Stochastic Optimization: Numerical Methods and Technical Applications", held at the Federal Armed Forces University Munich, May 29 - 31, 1990. The objective of this meeting was to bring together scientists from Stochastic Programming and from those Engineering areas, where Mathematical Programming models are common tools, as e. g. Optimal Structural Design, Power Dispatch, Acid Rain Management etc. The first, theoretical part includes the papers by S. D. Flam. H. Niederreiter, E. Poechinger and R. Schultz. The second part on methods and applications contains the articles by N. Baba, N. Grwe and W. Roemisch, J. Mayer, E. A. Mc Bean and A. Vasarhelyi.
Author: Ennio Macchi Publisher: Woodhead Publishing ISBN: 0081005113 Category : Technology & Engineering Languages : en Pages : 700
Book Description
Organic Rankine Cycle (ORC) Power Systems: Technologies and Applications provides a systematic and detailed description of organic Rankine cycle technologies and the way they are increasingly of interest for cost-effective sustainable energy generation. Popular applications include cogeneration from biomass and electricity generation from geothermal reservoirs and concentrating solar power installations, as well as waste heat recovery from gas turbines, internal combustion engines and medium- and low-temperature industrial processes. With hundreds of ORC power systems already in operation and the market growing at a fast pace, this is an active and engaging area of scientific research and technical development. The book is structured in three main parts: (i) Introduction to ORC Power Systems, Design and Optimization, (ii) ORC Plant Components, and (iii) Fields of Application. - Provides a thorough introduction to ORC power systems - Contains detailed chapters on ORC plant components - Includes a section focusing on ORC design and optimization - Reviews key applications of ORC technologies, including cogeneration from biomass, electricity generation from geothermal reservoirs and concentrating solar power installations, waste heat recovery from gas turbines, internal combustion engines and medium- and low-temperature industrial processes - Various chapters are authored by well-known specialists from Academia and ORC manufacturers
Author: Alan F. Beardon Publisher: Cambridge University Press ISBN: 1139443496 Category : Mathematics Languages : en Pages : 340
Book Description
Describing two cornerstones of mathematics, this basic textbook presents a unified approach to algebra and geometry. It covers the ideas of complex numbers, scalar and vector products, determinants, linear algebra, group theory, permutation groups, symmetry groups and aspects of geometry including groups of isometries, rotations, and spherical geometry. The book emphasises the interactions between topics, and each topic is constantly illustrated by using it to describe and discuss the others. Many ideas are developed gradually, with each aspect presented at a time when its importance becomes clearer. To aid in this, the text is divided into short chapters, each with exercises at the end. The related website features an HTML version of the book, extra text at higher and lower levels, and more exercises and examples. It also links to an electronic maths thesaurus, giving definitions, examples and links both to the book and to external sources.
Author: Julia L. Higle
Author: Julia L. Higle
Author: Daniel P. Loucks
Author: 
Author: Mehrdad Tamiz
Author: Carl Edward Rasmussen
Author: Stein W. Wallace
Author: John R. Birge
Author: Kurt Marti
Author: Ennio Macchi
Author: Alan F. Beardon