Introduction to Stochastic Programming

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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Birge, John R. (Autor), Louveaux, François (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2011.
Edición:2nd ed. 2011.
Colección:Springer Series in Operations Research and Financial Engineering,
Temas:
Operations research.
Management science.
Mathematical statistics-Data processing.
Mathematical optimization.
Operations Research, Management Science .
Statistics and Computing.
Optimization.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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