Applications of Stochastic Programming

Applications of Stochastic Programming

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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.problem. IBM Researcha#39;s stochastic programming project originated with a request in late 1989 from Roger Wets and Bill Ziemba, ... Allstate Insurance, like many sophisticated firms in the financial industry, analyzes statistics of returns from itsanbsp;...

Title:Applications of Stochastic Programming
Author:Stein W. Wallace, William T. Ziemba
Publisher:SIAM - 2005-06-01


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