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Lectures on stochastic programming : modeling and theory / Alexander Shapiro, Darinka Dentcheva and Andrzej Ruszczynski.

By: Contributor(s): Material type: TextTextSeries: MOS-SIAM series on optimizationPublication details: Philadelphia : SIAM, c2014.Edition: 2nd edDescription: xvii, 494 p. : illustrations ; 27 cmISBN:
  • 9781611973426
Subject(s): DDC classification:
  • 519.7 23 Sh529
Contents:
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.
Summary: A guide to optimization with stochastic models, featuring both fundamental theory, and new material to reflect recent advances.
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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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