Lectures on Stochastic Programming
Language: English
Published by Society for Industrial and Applied Mathematics,U.S., US, 2021
- Hardcover
- New
Seller: Rarewaves.com USA, London, London, United KingdomRarewaves.com USA
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Lectures on Stochastic Programming: Modeling and Theory, Third Edition covers optimization problems involving uncertain parameters for which stochastic models are available. These problems occur in almost all areas of science and engineering.This substantial revision of the previous edition presents a modern theory of stochastic programming, including expanded coverage of sample complexity, risk measures, and distributionally robust optimization:Chapter 6 is updated and the interchangeability principle for risk measures is discussed in detail.Two new chapters, 'Distributionally Robust Stochastic Programming' (DRSP) and 'Computational Methods' provide readers with a solid understanding of emerging topics.Chapter 8 presents new material on formulation and numerical approaches to solving periodical multistage stochastic programs.This book is written for researchers and graduate students working on theory and applications of optimization.
Seller Inventory # LU-9781611976588
- Title
- Lectures on Stochastic Programming
- Author
- Alexander Shapiro, Andrzej Ruszczski, Darinka Dentcheva
- Publisher
- Society for Industrial and Applied Mathematics,U.S., US
- Publication year
- 2021
- Condition
- New
- Binding
- Hardback
- Language
- English
- ISBN 10
- 1611976588
- ISBN 13
- 9781611976588
- Edition
- Third Edition.
- Item weight
- 1,290 grams
"Synopsis" may belong to another edition of this title.
About the Author
Darinka Dentcheva has contributed substantially to the theory and methods of optimization under uncertainty and risk in numerous papers and presentations at prominent international events. She is passionate about education and has developed new graduate curricula and courses. Dr. Dentcheva has served the community as an Associate Editor of SIAM Journal on Optimization, SIAM Review, and the Journal on Control, Optimisation and Calculus of Variations of the French Society of Applied Mathematics (ESAIM) among others. She is the recipient of a DAAD award, Davis Memorial Research Award, and Research Recognition Award of the board of trustees of Stevens Institute of Technology.
Andrzej Ruszczy?ski has worked at Warsaw University of Technology, University of Zurich, International Institute of Applied Systems Analysis, Princeton University, University of Wisconsin-Madison, and Rutgers University. He is one of the creators of and main contributors to the field of risk-averse optimization, author of Nonlinear Optimization (Princeton University Press, 2006), co-author of Stochastic Programming (Elsevier, 2003), and author of more than 100 articles in the area of optimization. He is the recipient of the 2018 Dantzig Prize of SIAM and the Mathematical Optimization Society, and an INFORMS fellow.
"About the title" may belong to another edition of this title.
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