Stochastic programming /

• Other Authors: Ruszczyński, Andrzej P., Shapiro, Alexander, 1949-
• Format: eBook
• Language: English
• Published: Amsterdam ; Boston : Elsevier, 2003.
• Series: Handbooks in operations research and management science ; v. 10.
• Subjects: Stochastic programming.; Programmation stochastique.; Stochastische programmering.; Stochastische Optimierung.; Electronic books.

Table of Contents:

• Stochastic programming models
• Optimality and duality in stochastic programming
• Decomposition methods
• Stochastic integer programming
• Probabilistic programming
• Monte Carlo sampling methods--Stochastic optimization and statistical inference
• Stability of stochastic programming problems
• Stochastic programming in transportation and logistics
• Stochastic programming models in energy.