000 02147n a2200301#a 4500
001 36749
003 P5A
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007 cr cuuuuuauuuu
008 160323s2016 bl por d
035 _aocm51338542
040 _aP5A
_cP5A
090 _acs
100 1 _aOliveira, Welington Luis de.
_u(UERJ - Brazil)
_917853
245 1 0 _aBasic course on stochastic programming/
_cWelington de Oliveira.
246 1 _aPrograma de Mestrado: Basic course on stochastic programming
260 _aRio de Janeiro:
_bIMPA,
_c2016.
300 _avideo online
500 _aCurso - 25 aulas.
505 1 _aThis IMPA Master and PhD course will consist of 40 hours of lectures and 20 hours of computational practice on the topics below: 1. Stochastic Programming, motivation 2. Revision of topics on convex analysis, measure and probability theory 3. Two-Stage Programming: Theory and Algorithms 4. Multi-Stage Programming: Theory and Algorithms 5. Risk Averse Optimization 6. State-of-the-art methods References: Lectures on Stochastic Programming: Modeling and Theory, by Alexander Shapiro, Darinka Dentcheva and Andrezj Ruszczynski,SIAM, Philadelphia, 2009. (Available for download on the authors webpage) Stochastic Programming, vol 10 of Handbooks in Operations Research and Management Sciences, by Alexander Shapiro and Andrezj Ruszczynski, Elsevier, 2003. Stochastic programming, by Peter Kall, Stein W. Wallace, Wiley, 1994 Selected related papers will be suggested along the course .
650 0 4 _aMatematica.
_2larpcal
_919899
697 _aCongressos e Seminários.
_923755
700 1 _aLuna, Juan Pablo
_u(COPPE - UFRJ)
_97504
700 1 _aSagastizábal, Claudia A.
_u(IMPA - Brazil)
_917777
711 2 _aPrograma de Mestrado
_d(2016:
_cIMPA, Rio de Janeiro, Brazil)
856 4 _zVIDEOS
_uhttps://www.youtube.com/playlist?list=PLo4jXE-LdDTSmKVxiE130o1KebekNk00R
942 _2ddc
_cBK
999 _aBASIC course on stochastic programming. Welington de Oliveira. Rio de Janeiro: IMPA, 2016. video online. Disponível em: <https://www.youtube.com/playlist?list=PLo4jXE-LdDTSmKVxiE130o1KebekNk00R>. Acesso em: 2 fev. 2016.
_c35575
_d35575