Lectures on stochastic programming
Subtitle: modeling and theory
By: Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczyński
Contributors: Dentcheva, Darinka; Ruszczyński, Andrzej P.
Series: MPS-SIAM series on optimization -- 9; MPS-SIAM series on optimization -- 9.
Publisher: Society for Industrial and Applied Mathematics; Mathematical Programming Society; Society for Industrial and Applied Mathematics (SIAM)
Published: 2009
Place of publication: Philadelphia
Language: eng
Number of pages: 436
ISBN-13: 9780898716870
Notes: Includes bibliographical references (p. 415-429) and index.
Table of contents: title: Stochastic programming models; title: Two-stage problems; title: Multistage problems; title: Optimization models with probabilistic constraints; title: Statistical inference; title: Risk averse optimization; title: Background material; title: Bibliographical remarks.