Programmation linéaire multi-objectifs stochastique en situation d'incertitude partielle : une approche par scénarios PDF Download
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Author: Raymond Nadeau
Publisher: Québec : Université Laval, Direction de la recherche, Faculté des sciences de l'administration
ISBN:
Category :
Languages : fr
Pages : 11
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Book Description
Author: Raymond Nadeau
Publisher: Québec : Université Laval, Direction de la recherche, Faculté des sciences de l'administration
ISBN:
Category :
Languages : fr
Pages : 11
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Book Description
Author: Georg Ch. Pflug
Publisher: Springer
ISBN: 3319088432
Category : Business & Economics
Languages : en
Pages : 309
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Book Description
Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today’s state of the art in multistage stochastic optimization. It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book.
Author: Claude Cohen-Tannoudji
Publisher: John Wiley & Sons
ISBN: 3527345558
Category : Science
Languages : en
Pages : 790
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Book Description
This new, third volume of Cohen-Tannoudji's groundbreaking textbook covers advanced topics of quantum mechanics such as uncorrelated and correlated identical particles, the quantum theory of the electromagnetic field, absorption, emission and scattering of photons by atoms, and quantum entanglement. Written in a didactically unrivalled manner, the textbook explains the fundamental concepts in seven chapters which are elaborated in accompanying complements that provide more detailed discussions, examples and applications. * Completing the success story: the third and final volume of the quantum mechanics textbook written by 1997 Nobel laureate Claude Cohen-Tannoudji and his colleagues Bernard Diu and Franck Laloë * As easily comprehensible as possible: all steps of the physical background and its mathematical representation are spelled out explicitly * Comprehensive: in addition to the fundamentals themselves, the books comes with a wealth of elaborately explained examples and applications Claude Cohen-Tannoudji was a researcher at the Kastler-Brossel laboratory of the Ecole Normale Supérieure in Paris where he also studied and received his PhD in 1962. In 1973 he became Professor of atomic and molecular physics at the Collège des France. His main research interests were optical pumping, quantum optics and atom-photon interactions. In 1997, Claude Cohen-Tannoudji, together with Steven Chu and William D. Phillips, was awarded the Nobel Prize in Physics for his research on laser cooling and trapping of neutral atoms. Bernard Diu was Professor at the Denis Diderot University (Paris VII). He was engaged in research at the Laboratory of Theoretical Physics and High Energy where his focus was on strong interactions physics and statistical mechanics. Franck Laloë was a researcher at the Kastler-Brossel laboratory of the Ecole Normale Supérieure in Paris. His first assignment was with the University of Paris VI before he was appointed to the CNRS, the French National Research Center. His research was focused on optical pumping, statistical mechanics of quantum gases, musical acoustics and the foundations of quantum mechanics.
Author:
Publisher:
ISBN:
Category : Chaotic behavior in systems
Languages : en
Pages : 130
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Book Description
Author: Hans U. Gerber
Publisher: Springer Science & Business Media
ISBN: 3662026554
Category : Mathematics
Languages : en
Pages : 137
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Book Description
HaIley's Comet has been prominently displayed in many newspapers during the last few months. For the first time in 76 years it appeared this winter, clearly visible against the nocturnal sky. This is an appropriate occasion to point out the fact that Sir Edmund Halley also constructed the world's first life table in 1693, thus creating the scientific foundation of life insurance. Halley's life table and its successors were viewed as deterministic laws, i. e. the number of deaths in any given group and year was considered to be a weIl defined number that could be calculated by means of a life table. However, in reality this number is random. Thus any mathematical treatment of life insurance will have to rely more and more on prob ability theory. By sponsoring this monograph the Swiss Association of Actuaries wishes to support the "modern" probabilistic view oflife contingencies. We are fortu nate that Professor Gerber, an internationally renowned expert, has assumed the task of writing the monograph. We thank the Springer-Verlag and hope that this monograph will be the first in a successful series of actuarial texts. Hans Bühlmann Zürich, March 1986 President Swiss Association of Actuaries Preface Two major developments have influenced the environment of actuarial math ematics. One is the arrival of powerful and affordable computers; the once important problem of numerical calculation has become almost trivial in many instances.
Author: Wesley C. Salmon
Publisher: University of Pittsburgh Press
ISBN: 0822973022
Category : Philosophy
Languages : en
Pages : 253
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Book Description
As Aristotle stated, scientific explanation is based on deductive argument-yet, Wesley C. Salmon points out, not all deductive arguments are qualified explanations. The validity of the explanation must itself be examined. Four Decades of Scientific Explanation provides a comprehensive account of the developments in scientific explanation that transpired in the last four decades of the twentieth century. It continues to stand as the most comprehensive treatment of the writings on the subject during these years.Building on the historic 1948 essay by Carl G. Hempel and Paul Oppenheim, "Studies in the Logic of Explanation," which introduced the deductive-nomological (D-N) model on which most work on scientific explanation was based for the following four decades, Salmon goes beyond this model's inherent basis of describing empirical knowledge to tells us "not only what, but also why." Salmon examines the predominant models in chronological order and describes their development, refinement, and criticism or rejection.Four Decades of Scientific Explanation underscores the need for a consensus of approach and ongoing evaluations of methodology in scientific explanation, with the goal of providing a better understanding of natural phenomena.
Author: Christodoulos A. Floudas
Publisher: Princeton University Press
ISBN: 1400862523
Category : Mathematics
Languages : en
Pages : 644
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Book Description
This book will present the papers delivered at the first U.S. conference devoted exclusively to global optimization and will thus provide valuable insights into the significant research on the topic that has been emerging during recent years. Held at Princeton University in May 1991, the conference brought together an interdisciplinary group of the most active developers of algorithms for global optimization in order to focus the attention of the mathematical programming community on the unsolved problems and diverse applications of this field. The main subjects addressed at the conference were advances in deterministic and stochastic methods for global optimization, parallel algorithms for global optimization problems, and applications of global optimization. Although global optimization is primarily a mathematical problem, it is relevant to several other disciplines, including computer science, applied mathematics, physical chemistry, molecular biology, statistics, physics, engineering, operations research, communication theory, and economics. Global optimization problems originate from a wide variety of mathematical models of real-world systems. Some of its applications are allocation and location problems and VLSI and data-base design problems. Originally published in 1991. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.
Author: Stein W. Wallace
Publisher: SIAM
ISBN: 9780898718799
Category : Mathematics
Languages : en
Pages : 724
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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: Richard Hoshino
Publisher: FriesenPress
ISBN: 1460258738
Category : Education
Languages : en
Pages : 165
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Book Description
BETHANY MACDONALD HAS TRAINED SIX LONG YEARS FOR THIS MOMENT. SHE'LL TRY TO SOLVE FIVE QUESTIONS IN THREE HOURS, FOR ONE IMPROBABLE DREAM. THE DREAM OF REPRESENTING HER COUNTRY, AND BECOMING A MATH OLYMPIAN. As a small-town girl in Nova Scotia bullied for liking numbers more than boys, and lacking the encouragement of her unsupportive single mother who frowns at her daughter's unrealistic ambition, Bethany's road to the International Math Olympiad has been marked by numerous challenges. Through persistence, perseverance, and the support of innovative mentors who inspire her with a love of learning, Bethany confronts these challenges and develops the creativity and confidence to reach her potential. In training to become a world-champion "mathlete", Bethany discovers the heart of mathematics - a subject that's not about memorizing formulas, but rather about problem-solving and detecting patterns to uncover truth, as well as learning how to apply the deep and unexpected connections of mathematics to every aspect of her life, including athletics, spirituality, and environmental sustainability. As Bethany reflects on her long journey and envisions her exciting future, she realizes that she has shattered the misguided stereotype that only boys can excel in math, and discovers a sense of purpose that through mathematics, she can and she will make an extraordinary contribution to society.
Author: Patrick Siarry
Publisher: Springer
ISBN: 331945403X
Category : Computers
Languages : en
Pages : 501
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Book Description
Metaheuristics exhibit desirable properties like simplicity, easy parallelizability, and ready applicability to different types of optimization problems. After a comprehensive introduction to the field, the contributed chapters in this book include explanations of the main metaheuristics techniques, including simulated annealing, tabu search, evolutionary algorithms, artificial ants, and particle swarms, followed by chapters that demonstrate their applications to problems such as multiobjective optimization, logistics, vehicle routing, and air traffic management. The authors are leading researchers in this domain, with considerable teaching and applications experience, and the book will be of value to industrial practitioners, graduate students, and research academics.
