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Stochastic Programming

Stochastic Programming

Hardcover

Series: Mathematics and Its Applications, Book 324

General MathematicsProbability & StatisticsProgramming

ISBN10: 0792334825
ISBN13: 9780792334828
Publisher: Springer
Published: Jul 31 1995
Pages: 600
Weight: 2.30
Height: 1.31 Width: 6.14 Depth: 9.21
Language: English
Stochastic programming - the science that provides us with tools to design and control stochastic systems with the aid of mathematical programming techniques - lies at the intersection of statistics and mathematical programming. The book Stochastic Programming is a comprehensive introduction to the field and its basic mathematical tools. While the mathematics is of a high level, the developed models offer powerful applications, as revealed by the large number of examples presented. The material ranges form basic linear programming to algorithmic solutions of sophisticated systems problems and applications in water resources and power systems, shipbuilding, inventory control, etc.
Audience Students and researchers who need to solve practical and theoretical problems in operations research, mathematics, statistics, engineering, economics, insurance, finance, biology and environmental protection.

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