Stochastic Programming: Modeling Decision Problems Under Uncertainty (Graduate Texts in Operations Research)

Klein Haneveld, Willem K.; Van Der Vlerk, Maarten H.; Romeijnders, Ward

ISBN 10: 3030292185 / ISBN 13: 9783030292188

Published by Springer, 2019

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Seller Inventory # I-9783030292188

Bibliographic Details

Title: Stochastic Programming: Modeling Decision ...

Publisher: Springer

Publication Date: 2019

Binding: Hardcover

Condition: New

About this title

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, but...

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