Stochastic Programming: Volume 10

ISBN-13: 9780444508546 / Angielski / Twarda / 2004 / 700 str.

A. Ruszczynski; A. Shapiro

Opis

Brings together leading in the most important sub-fields of stochastic programming to present a rigourous overview of basic models, methods and applications of stochastic programming. The text is intended for researchers, students, engineers and economists, who encounter in their work optimization problems involving uncertainty.