Stochastic Programming Approach in Stratified Sampling Problems
Stochastic Programming in sampling surveys
978-3-659-81091-6
3659810916
140
2015-12-02
61.90 €
eng
https://images.our-assets.com/cover/230x230/9783659810916.jpg
https://images.our-assets.com/fullcover/230x230/9783659810916.jpg
https://images.our-assets.com/cover/2000x/9783659810916.jpg
https://images.our-assets.com/fullcover/2000x/9783659810916.jpg
This book is based on the application of Stochastic programming techniques in Stratified Sampling problems. Stochastic programming deals with a class of optimization models and algorithms in which some of the data may be considered as random. First chapter provides a brief historical sketch of mathematical programming, stochastic programming and its application to various fields including sampling are presented. Various methods namely E-model, modified E-model, Branch and Bound approach and chance constrained programming are used to solve Probabilistic objective function & constraint into an equivalent deterministic. Allocation problems arising in univariate sratified sampling have been considered in first four (II-V) chapters and multivariate case in the last chapter. The problems are solved by first deriving the deterministic equivalents and then by using a suitable convex programming algorithm or by using the Chance constrained technique. Allocation problem in two stage stratified sampling with random parameters in both objective and constraints is also discussed. A numerical example is presented in all chapters and the problems are solved by LINGO software.
https://www.morebooks.de/books/fr/published_by/lap-lambert-academic-publishing/47/products
Mathématiques
https://www.morebooks.de/store/fr/book/stochastic-programming-approach-in-stratified-sampling-problems/isbn/978-3-659-81091-6