随机最优化 stochastic programming
Within the mathematical programming community, it is common to split the field into topics such as linear programming, nonlinear programming, network flows, integer and combinatorial optimization, and, finally, stochastic programming. Convenient as that may be, it is conceptually inappropriate. It puts forward the idea that stochastic programming is distinct from integer programming the same way that linear programming is distinct from nonlinear programming. The counterpart of stochastic programming is, of course, deterministic pro gramming. We have stochastic and deterministic linear programming, deterministic and stochastic network flow problems, and so on. Although this book mostly covers stochastic linear programming (since that is the best developed topic), we also discuss stochastic nonlinear programming, integer programming and network flows.
用户评论
vsvg70 2018-12-08 12:26:42
随机最优化模型的很好的参考书,只是全是英文的,看起来有些慢。
wushunfeng45379 2018-12-08 12:26:42
虽然不是自己要找的那本书,不过发现这本也很好