Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their existence compels a need for rigorous ways of formulating, analyzing, and solving such problems. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. Readers will find coverage of the basic concepts of modeling these problems, including recourse actions and the nonanticipativity principle. The book also includes the theory of two-stage and multistage stochastic programming problems; the current state of the theory on chance (probabilistic) constraints, including the structure of the problems, optimality theory, and duality; and statistical inference in and risk-averse approaches to stochastic programming.
"synopsis" may belong to another edition of this title.
Alexander Shapiro is a Professor in the School of Industrial and Systems Engineering at Georgia Institute of Technology. He has published more than 100 articles in peer-reviewed journals and is the coauthor of several books.
Darinka Dentcheva is a Professor of Mathematics at Stevens Institute of Technology. She works in the areas of decisions under uncertainty, convex analysis, and stability of optimization problems.
Andrzej Ruszczynski is a Professor of Operations Research at Rutgers University. His research is devoted to the theory and methods of optimization under uncertainty and risk.
"About this title" may belong to another edition of this title.
FREE shipping within U.S.A.
Destination, rates & speedsUS$ 8.82 shipping from United Kingdom to U.S.A.
Destination, rates & speedsSeller: Majestic Books, Hounslow, United Kingdom
Condition: New. Seller Inventory # 126394966
Quantity: 3 available
Seller: Books Puddle, New York, NY, U.S.A.
Condition: New. Seller Inventory # 26134159753
Quantity: 3 available
Seller: BooksRun, Philadelphia, PA, U.S.A.
Hardcover. Condition: Very Good. Second. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported. Seller Inventory # 1611973422-8-1
Quantity: 1 available
Seller: Biblios, Frankfurt am main, HESSE, Germany
Condition: New. Seller Inventory # 18134159747
Quantity: 3 available