Introduction to Stochastic Programming

• Κύριοι συγγραφείς: Birge, John R. (Συγγραφέας), Louveaux, François (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York, 2011.
• Σειρά: Springer Series in Operations Research and Financial Engineering,
• Θέματα: Mathematics.; Mathematical optimization.; Operations research.; Management science.; Statistics.; Operations Research, Management Science.; Statistics and Computing/Statistics Programs.; Optimization.

The aim of stochastic programming is to find optimal decisions in problems  which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research, mathematics, and probability. At the same time, it is now being applied in a wi...

Πίνακας περιεχομένων:

• Introduction and Examples
• Uncertainty and Modeling Issues
• Basic Properties and Theory
• The Value of Information and the Stochastic Solution
• Two-Stage Recourse Problems
• Multistage Stochastic Programs
• Stochastic Integer Programs
• Evaluating and Approximating Expectations
• Monte Carlo Methods
• Multistage Approximations
• Sample Distribution Functions
• References.