Lectures on Stochastic Programming
Modeling and Theory
Published on 8. October 2009
Book
Paperback/Softback
450 pages
978-0-89871-687-0 (ISBN)
Description
A comprehensive treatment of optimization problems involving uncertain parameters for which stochastic models are available.
More details
Other editions
New editions
Alexander Shapiro | Darinka Dentcheva | Andrzej Ruszczynski
Lectures on Stochastic Programming
Modeling and Theory
Book
09/2014
2nd Edition
Society for Industrial & Applied Mathematics,U.S.
€175.30
Article is exhausted; no reprint
Persons
Alexander Shapiro is a Professor in the School of Industrial and Systems Engineering at Georgia Institute of Technology. He has published more than 100 articles in peer-reviewed journals and is the co-author of several books.
Content
Preface; 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.