Modeling with Stochastic Programming
Description
Reviews / Votes
From the reviews:
"It is the first book that systematically tries to answer the questions about modeling under uncertainty . . The book is written in a very readable style . . An experienced researcher who is already familiar with optimization under uncertainty will benefit from reading this book . ." (Laura Galli, Interfaces, Vol. 43 (5), September-October, 2013)
"The book is intended as a textbook for graduate students and researchers interested in decision making under uncertainty. It is expected that the book will also be suitable for teaching some operations research courses for undergraduates. . this textbook can indeed be very useful for mathematics students as a methodological guide to the applications of stochastic programming methods. The structure of the textbook is well adapted to teaching purposes." (A. H. Zilinskas, Mathematical Reviews, January, 2013)
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Content
Uncertainty in Optimization.-Modeling Feasibility and Dynamics.-Modeling the Objective Function.- Scenario tree generation, With Michal Kaut.-Service network design, With Arnt-Gunnar Lium and Teodor Gabriel Crainic.- A multi-dimensional newsboy problem with substitution, With Hajnalka Vaagen.- Stochastic Discount Factors.- Long Lead Time Production, With Aliza Heching.- References.- Index
