Lectures on stochastic programming : modeling and theory /
Shapiro, Alexander,1949-author.
Dentcheva, Darinka,author.
Ruszczyński, Andrzej P.,author.
Society for Industrial and Applied Mathematics.
Mathematical Optimization Society.
Includes bibliographical references and index.
Stochastic programming models -- Two-stage problems -- Multistage problems -- Optimization models with probabilistic constraints -- Statistical inference -- Risk averse optimization -- Background material -- Bibliographical remarks.
Stochastic programming.