Lectures on stochastic programming
Subtitle: modeling and theory
By: Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczyski.
Contributors: Dentcheva, Darinka.; Ruszczyński, Andrzej P.
Series: MPS-SIAM series on optimization ; 9
Publisher: Rutgers University
Published: 2009
Place of publication: Piscataway, N.J
Language: eng
ISBN-13: 9780898716870
Subjects: Stochastic programming
Notes: Includes bibliographical references and index.
Table of contents: title: Stochastic programming models; title: Stage problems; title: Multistage problems; title: Optimization models with probabilistic constraints; title: Statistical inference; title: Risk averse optimization; title: Background material; title: Bibliographical remarks.