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随机最优化stochasticprogramming
Withinthemathematicalprogrammingcommunity,itiscommontosplitthefieldintotopicssuchaslinearprogramming,nonlinearprogramming,networkflows,integerandcombinatorialoptimization,and,finally,stochasticprogramming.Convenientasthatmaybe,itisconceptuallyinappropriate.Itputsforwardtheideathatstochasticprogrammingisdistinctfromintegerprogrammingthesamewaythatlinearprogrammingisdistinctfromnonlinearprogramming.Thecounterpartofstochasticprogrammingis,ofcourse,deterministicprogramming.Wehavestochasticanddeterministiclinearprogramming,deterministicandstochasticnetworkflowproblems,andsoon.Althoughthisbookmostlycoversstochasticlinearprogramming(sincethatisthebestdevelopedtopic),wealsodiscussstochasticnonlinearprogramming,integerprogrammingandnetworkflows.
本软件ID:2222523