Lectures on Stochastic Programming: Modeling and Theory, Third Edition

Darinka Dentcheva, Andrzej Ruszczynski, Alexander Shapiro

ISBN 10: 1611976588 / ISBN 13: 9781611976588

Published by SIAM - Society for Industrial and Applied Mathemat, 2021

About this Item

New. SHIPS FROM MULTIPLE LOCATIONS.

Seller Inventory # D7S9-1-M-1611976588-6

Bibliographic Details

• Title: Lectures on Stochastic Programming: Modeling and Theory, Third Edition
• Publisher: SIAM - Society for Industrial and Applied Mathemat
• Publication Date: 2021
• Language: English
• ISBN 10: 1611976588
• ISBN 13: 9781611976588
• Binding: hardcover
• Edition: 3rd Edition
• Condition: New
• Book Type: book

About this title

Synopsis

null

About the Author

Alexander Shapiro is Professor in the School of Industrial and Systems Engineering at Georgia Institute of Technology. He was Editor-in-Chief of the Mathematical Programming, Series A (2012-2017). He has given numerous invited keynote and plenary talks, including invited section talk (section Control Theory and Optimization) at the International Congress of Mathematicians in 2010. In 2013, he was a recipient of the Khachiyan prize awarded by the INFORMS Optimization Society, and in 2018, he was a recipient of the Dantzig Prize awarded by the Mathematical Optimization Society and SIAM. He was elected to the National Academy of Engineering in 2020.

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.