By David L. Woodruff
The community Interdiction challenge has a wide selection of purposes in parts resembling transportation, yet extra lately and extremely prominently, it has functions within the communications sector. community Interdiction and Stochastic Integer Programming specializes in difficulties linked to maintaining and attacking computing device, transportation, and social networks. those learn components achieve significance because the international turns into extra depending on interconnected platforms. Optimization versions that handle the stochastic nature of the issues are an incredible a part of the booklet and it comprises dialogue of modern efforts to supply tools for addressing stochastic combined integer courses. The booklet is equipped with interdiction papers first and the stochastic programming papers within the moment half. See the foreword through Roger Wets for extra information at the topical assurance. every one bankruptcy represents cutting-edge examine and all chapters were rigorously peer-reviewed.
Read or Download Network Interdiction and Stochastic Integer Programming (Operations Research/Computer Science Interfaces Series) PDF
Similar stochastic modeling books
Fluctuating parameters look in numerous actual platforms and phenomena. they generally come both as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, and so on. the well-known instance of Brownian particle suspended in fluid and subjected to random molecular bombardment laid the root for contemporary stochastic calculus and statistical physics.
Random Fields at the Sphere provides a finished research of isotropic round random fields. the most emphasis is on instruments from harmonic research, starting with the illustration thought for the gang of rotations SO(3). Many contemporary advancements at the approach to moments and cumulants for the research of Gaussian subordinated fields are reviewed.
In recent times, algorithms of the stochastic approximation variety have came across functions in new and numerous components and new recommendations were constructed for proofs of convergence and fee of convergence. the particular and power functions in sign processing have exploded. New demanding situations have arisen in purposes to adaptive keep watch over.
This e-book goals to bridge the distance among likelihood and differential geometry. It supplies structures of Brownian movement on a Riemannian manifold: an extrinsic one the place the manifold is discovered as an embedded submanifold of Euclidean area and an intrinsic one in response to the "rolling" map. it really is then proven how geometric amounts (such as curvature) are mirrored via the habit of Brownian paths and the way that habit can be utilized to extract information regarding geometric amounts.
- General Irreducible Markov Chains and Non-Negative Operators (Cambridge Tracts in Mathematics)
- Essentials of Stochastic Finance: Facts, Models, Theory
- Stochastic Processes and Applications to Mathematical Finance: Proceedings of the 6th Ritsumeikan International Symposium
- Selfsimilar Processes (Princeton Series in Applied Mathematics)
- An Introduction to Stochastic Modeling, Third Edition, 3rd Edition
Extra info for Network Interdiction and Stochastic Integer Programming (Operations Research/Computer Science Interfaces Series)
A near-minimum minimal cut is a minimal cut whose weight is at most for some and denote the set of minimum and near-minimum (minimal) cuts, respectively. , Ahuja et al. 1993, pp. 184-185), we know that It is also well known that, given any maximum flow we can identify a minimum cut in O(m) time. A rooted tree T is a connected, acyclic, undirected graph in which one node (vertex), called the “root” and denoted by is distinguished from the others. A rooted tree, called an enumeration tree, will describe the enumeration process used for solving AMCP and ANMCP on a graph G.
2. The enumeration algorithm first finds a minimum cut at the root node (level 0), and then recursively partitions the solution space via and Once an edge of a cut at some node has been processed, it will never be processed again at any descendant node of because its status as “included” or “excluded” with Enumerating Near-Min Cuts 29 respect to the current cut has been fixed at node The branches with and correspond to searches for a new min cut by processing the edges as described. If a search is successful, it defines a productive node where a new near-min cut is identified and that cut’s unprocessed edges are recursively processed.
Gupta. The k-most vital arcs in the shortest path problem. Operations Research Letters, 8:223–227, 1989. P. K. Wood. Restricted-recourse bounds for stochastic linear programming. Operations Research, 47:943–956, 1999. K. Reed. Models for proliferation interdiction response analysis. Operations Research Department, Naval Postgraduate School, Monterey, California, 1994. S. Thesis. M. -B. Wets. L-shaped linear programs with applications to optimal control and stochastic programming. SIAM Journal on Applied Mathematics, 17:638–663, 1969.