Lectures on stochastic programming : modeling and theory / Alexander Shapiro, Darinka Dentcheva and Andrzej Ruszczynski.
Material type: TextSeries: MOS-SIAM series on optimizationPublication details: Philadelphia : SIAM, c2014.Edition: 2nd edDescription: xvii, 494 p. : illustrations ; 27 cmISBN:- 9781611973426
- 519.7 23 Sh529
Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
---|---|---|---|---|---|---|---|
Books | ISI Library, Kolkata | 519.7 Sh529 (Browse shelf(Opens below)) | Available | 136294 |
Includes bibliographical references and index.
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.
A guide to optimization with stochastic models, featuring both fundamental theory, and new material to reflect recent advances.
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