9783030292188-3030292185-Stochastic Programming: Modeling Decision Problems Under Uncertainty (Graduate Texts in Operations Research)

Stochastic Programming: Modeling Decision Problems Under Uncertainty (Graduate Texts in Operations Research)

ISBN-13: 9783030292188
ISBN-10: 3030292185
Edition: 1st ed. 2020
Author: Klein Haneveld, Willem K., van der Vlerk, Maarten H., Romeijnders, Ward
Publication date: 2019
Publisher: Springer
Format: Hardcover 261 pages
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Book details

ISBN-13: 9783030292188
ISBN-10: 3030292185
Edition: 1st ed. 2020
Author: Klein Haneveld, Willem K., van der Vlerk, Maarten H., Romeijnders, Ward
Publication date: 2019
Publisher: Springer
Format: Hardcover 261 pages

Summary

Acknowledged authors Klein Haneveld, Willem K., van der Vlerk, Maarten H., Romeijnders, Ward wrote Stochastic Programming: Modeling Decision Problems Under Uncertainty (Graduate Texts in Operations Research) comprising 261 pages back in 2019. Textbook and eTextbook are published under ISBN 3030292185 and 9783030292188. Since then Stochastic Programming: Modeling Decision Problems Under Uncertainty (Graduate Texts in Operations Research) textbook was available to sell back to BooksRun online for the top buyback price or rent at the marketplace.

Description

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.
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