Non-Fiction Books:

Stochastic Decomposition

A Statistical Method for Large Scale Stochastic Linear Programming

Customer rating

Click to share your rating 0 ratings (0.0/5.0 average) Thanks for your vote!

Share this product

Stochastic Decomposition by Julia L. Higle
Save $183.00
$283.99 was $466.99
or 4 payments of $71.00 with Learn more
In stock with supplier

The item is brand new and in-stock in with one of our preferred suppliers. The item will ship from the Mighty Ape warehouse within the timeframe shown below.

Usually ships within 10-14 days


Delivering to:

Estimated arrival:

  • Around 15-21 February using Express Delivery
    Mighty Ape can deliver this product within 1-2 business days (usually overnight) to urban centres across Australia, and some remote areas. Learn more
  • Around 18-25 February using standard courier delivery


This work summarizes developments related to a class of methods called Stochastic Decomposition (SD) algorithms, which represent an important shift in the design of optimization algorithms. Unlike traditional deterministic algorithms, SD combines sampling approaches from the statistical literature with traditional mathematical programming constructs (for example decomposition and cutting planes). This marriage of two highly computationally oriented disciplines leads to a line of work that is most definitely driven by computational considerations. Furthermore, the use of sampled data in SD makes it extremely flexible in its ability to accommodate various representations of uncertainty, including situations in which outcomes/scenarios can only be generated by an algorithm/simulation. The authors report computational results with some of the largest stochastic programs arising in applications. These results (mathematical as well as computational) are the "tip of the iceberg". Further research will uncover extensions of SD to a wider class of problems.
Release date Australia
February 29th, 1996
Country of Publication
1996 ed.
XXIV, 222 p.
Product ID

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Help & options

  • If you think we've made a mistake or omitted details, please send us your feedback. Send Feedback
  • If you have a question or problem with this product, visit our Help section. Get Help
  • Seen a lower price for this product elsewhere? We'll do our best to beat it. Request a better price
Filed under...