Tabla de Contenidos:
  • Front Cover; Probabilistic Programming; Copyright Page; Table of Contents; Introduction; Chapter I. Stochastic Programming; Parameters; Feasibility and Convexity; Kall's Theorem; Optimality and Convexity; Decision Regions for Optimality; Approximations; Inequalities; Probability Distributions; Chapter II. Decision Problems; A Decision Problem; The Active Approach; Two-Stage Programming under Uncertainty; The Complete Problem; Examples; Discrete Values of bi; The General Case, b Stochastic; Feasibility; Optimality; The General Case, A and b Stochastic; The General Case, b, A, and B Stochastic
  • InequalitiesAppendix; Chapter III. Chance Constraints; Quantile Rules; Joint Probability; Randomized Decisions; P-Model; Nonzero Order Rules; Conditional Quantiles; Appendix I: Linear Programming and Duality; Appendix II: Applications of Stochastic (Probabilistic) Programming in Various Fields (References); References; Index