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Introduction to Stochastic Programming
Language: en
Pages: 427
Authors: John R. Birge
Categories: Mathematics
Type: BOOK - Published: 2006-04-06 - Publisher: Springer Science & Business Media

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This rapidly developing field encompasses many disciplines including operations research, mathematics, and probability. Conversely, it is being applied in a wid
Lectures on Stochastic Programming
Language: en
Pages: 512
Authors: Alexander Shapiro
Categories: Mathematics
Type: BOOK - Published: 2014-07-09 - Publisher: SIAM

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Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their
Modeling with Stochastic Programming
Language: en
Pages: 189
Authors: Alan J. King
Categories: Mathematics
Type: BOOK - Published: 2012-06-19 - Publisher: Springer Science & Business Media

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While there are several texts on how to solve and analyze stochastic programs, this is the first text to address basic questions about how to model uncertainty,
Stochastic Programming: Applications In Finance, Energy, Planning And Logistics
Language: en
Pages: 549
Authors: Horand I Gassmann
Categories: Business & Economics
Type: BOOK - Published: 2012-11-28 - Publisher: World Scientific

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This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represe
Stochastic Programming
Language: en
Pages: 255
Authors: Willem K. Klein Haneveld
Categories: Business & Economics
Type: BOOK - Published: 2019-10-24 - Publisher: Springer Nature

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This book provides an essential introduction to Stochastic Programming, especially intended for graduate students. The book begins by exploring a linear program