Modeling with Stochastic Programming (Springer Series in Operations Research and Financial Engineering) - Hardcover

King, Alan J.; Wallace, Stein W.

Hardcover

ISBN 10: 0387878165 ISBN 13: 9780387878164

Publisher: Springer, 2012

Synopsis

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, and how to reformulate a deterministic model so that it can be analyzed in a stochastic setting. This text would be suitable as a stand-alone or supplement for a second course in OR/MS or in optimization-oriented engineering disciplines where the instructor wants to...

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Review

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...

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Edition details

• Publisher: Springer
• Publication date: 2012
• ISBN 10: 0387878165
• ISBN 13: 9780387878164
• Binding: Hardcover
• Language: English
• Number of pages: 192