Stochastic Programming

Language: English

Published by Springer Nature Switzerland AG, CH, 2020

3030292215 / 9783030292218

Series: Book 1 of 3 - Graduate Texts in Operations Research

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This book provides an essential introduction to Stochastic Programming, especially intended for graduate students. The book begins by exploring a linear programming problem with random parameters, representing a decision problem under uncertainty. Several models for this problem are presented, including the main ones used in Stochastic Programming: recourse models and chance constraint models. The book not only discusses the theoretical properties of these models and algorithms for solving them, but also explains the intrinsic differences between the models. In the book's closing section, several case studies are presented, helping students apply the theory covered to practical problems.The book is based on lecture notes developed for an Econometrics and Operations Research course for master students at the University of Groningen, the Netherlands - the longest-standing Stochastic Programming course worldwide.

Seller Inventory # LU-9783030292218

Title
Stochastic Programming
Author
Willem K. Klein Haneveld, Maarten H. van der Vlerk, Ward Romeijnders
Publisher
Springer Nature Switzerland AG, CH
Publication year
2020
Condition
New
Binding
Paperback
Language
English
ISBN 10
3030292215
ISBN 13
9783030292218
Edition
2020 ed.
Item weight
215 grams
Dimensions
15.5 x 1.52 x 23.5 cm
Series
Book 1 of 3: Graduate Texts in Operations Research

Rarewaves.com USA

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