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

King, Alan J. J.; Wallace, Stein W.

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9781489992123: Modeling with Stochastic Programming (Springer Series in Operations Research and Financial Engineering)

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 explain where models come from and what the fundamental issues are. The book is easy-to-read, highly illustrated with lots of examples and discussions. It will be suitable for graduate students and researchers working in operations research, mathematics, engineering and related departments where there is interest in learning how to model uncertainty. Alan King is a Research Staff Member at IBM's Thomas J. Watson Research Center in New York. Stein W. Wallace is a Professor of Operational Research at Lancaster University Management School in England.

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From the Back Cover

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 explain where models come from and what the fundamental issues are.

The book is easy-to-read, highly illustrated with lots of examples and discussions. It will be suitable for graduate students and researchers working in operations research, mathematics, engineering and related departments where there is interest in learning how to model uncertainty.

Alan King is a Research Staff Member at IBM's Thomas J. Watson Research Center in New York.
Stein W. Wallace is a Professor of Operational Research at Lancaster University Management School inEngland.

"About this title" may belong to another edition of this title.

Other Popular Editions of the Same Title

9780387878164: Modeling with Stochastic Programming (Springer Series in Operations Research and Financial Engineering)

Featured Edition

ISBN 10:  0387878165 ISBN 13:  9780387878164
Publisher: Springer, 2012
Hardcover