Bookcover of Stochastic Programming Approach in Stratified Sampling Problems
Booktitle:

Stochastic Programming Approach in Stratified Sampling Problems

Stochastic Programming in sampling surveys

LAP LAMBERT Academic Publishing (2015-12-02 )

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ISBN-13:

978-3-659-81091-6

ISBN-10:
3659810916
EAN:
9783659810916
Book language:
English
Blurb/Shorttext:
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.
Publishing house:
LAP LAMBERT Academic Publishing
Website:
https://www.lap-publishing.com/
By (author) :
Ziaul Hassan Bakhshi
Number of pages:
140
Published on:
2015-12-02
Stock:
Available
Category:
Mathematics
Price:
61.90 €
Keywords:
Optimum Allocation, stochastic programming, Stratified Sampling, Chance Constrained Programming, Modified E-model

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