Modeling with Stochastic Programming

• Main Authors: King, Alan J. (Author), Wallace, Stein W. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York : Imprint: Springer, 2012.
• Series: Springer Series in Operations Research and Financial Engineering,
• Subjects: Mathematics.; Operations research.; Decision making.; Numerical analysis.; Mathematical optimization.; Probabilities.; Probability Theory and Stochastic Processes.; Operation Research/Decision Theory.; Optimization.; Numerical Analysis.

While there are several texts on how to solve and analyze stochastic programs, this is the first text to address basic questions about how to model uncertainty, and how to reformulate a deterministic model so that it can be analyzed in a stochastic setting. This text would be suitable as a  stand-al...