Lectures on Stochastic Programming Modeling and Theory

ISBN-13: 9781611973426 / Angielski / Twarda / 2014 / 511 str.

Shapiro, Alexander|||Dentcheva, Darinka|||Ruszczynski, Andrzej

Opis

A guide to optimization with stochastic models, featuring both fundamental theory, and new material to reflect recent advances.

Spis treści

List of notations; Preface to the second edition; Preface to the first edition; 1. Stochastic programming models; 2. Two-stage problems; 3. Multistage problems; 4. Optimization models with probabilistic constraints; 5. Statistical inference; 6. Risk averse optimization; 7. Background material; 8. Bibliographical remarks; Bibliography; Index.