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Stochastic Programming: Modeling Decision Problems Under Uncertainty
Hardcover
Series: Graduate Texts in Operations Research
Business GeneralGeneral MathematicsProbability & Statistics
ISBN13: 9783030292188
Publisher: Springer Nature
Published: Nov 6 2019
Pages: 249
Weight: 1.20
Height: 0.63 Width: 6.14 Depth: 9.21
Language: English
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 also explains the intrinsic differences between the models. In the book's closing section, several case studies are presented, helping students apply the theory covered to practical problems.
1 different editions
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