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Stochastic Programming: Modeling Decision Problems Under Uncertainty (Graduate Texts in Operations Research) - Softcover
Synopsis
This book provides an essential introduction to Stochastic Programming, especially intended for graduate students. The book begins by exploring a linear programming problem with random parameters, representing a decision problem under uncertainty. Several models for this problem are presented, including the main ones used in Stochastic Programming: recourse models and chance constraint models. The book not only discusses the theoretical properties of these models and algorithms for solving them,...
About the Author
Wim Klein Haneveld is Emeritus Professor in the Department of Operations at the University of Groningen. He is one of the pioneers of Stochastic Programming. He developed the Stochastic Programming course for graduate students at the University of Groningen and has taught this course for many years.
Maarten van der Vlerk was Professor in the Department of Operations at the University of Groningen. He was an expert in...
From the Back Cover
This book provides an essential introduction to Stochastic Programming, especially intended for graduate students. The book begins by exploring a linear programming problem with random parameters, representing a decision problem under uncertainty. Several models for this problem are presented, including the main ones used in Stochastic Programming: recourse models and chance constraint models. The book not only discusses the theoretical properties of these models and algorithms...
"About this title" may belong to another edition of this title.
- PublisherSpringer
- Publication date2020
- ISBN 10 3030292215
- ISBN 13 9783030292218
- BindingPaperback
- LanguageEnglish
- Edition number1
- Number of pages264
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