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Stochastic Programming = Modeling Decision Problems Under Uncertainty /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Stochastic Programming/ by Willem K. Klein Haneveld, Maarten H. van der Vlerk, Ward Romeijnders.
其他題名:	Modeling Decision Problems Under Uncertainty /
作者:	Klein Haneveld, Willem K.
其他作者:	Romeijnders, Ward.
面頁冊數:	XII, 249 p. 27 illus., 1 illus. in color.online resource. :
Contained By:	Springer Nature eBook
標題:	Economic Theory/Quantitative Economics/Mathematical Methods. -
電子資源:	https://doi.org/10.1007/978-3-030-29219-5
ISBN:	9783030292195

Stochastic Programming = Modeling Decision Problems Under Uncertainty /
Klein Haneveld, Willem K.

Stochastic ProgrammingModeling Decision Problems Under Uncertainty /[electronic resource] :by Willem K. Klein Haneveld, Maarten H. van der Vlerk, Ward Romeijnders. - 1st ed. 2020. - XII, 249 p. 27 illus., 1 illus. in color.online resource. - Graduate Texts in Operations Research,2662-6012. - Graduate Texts in Operations Research,.

Introduction -- Random Objective Functions -- Recourse Models -- Stochastic Mixed-integer Programming -- Chance Constraints -- Integrated Chance Constraints -- Assignments -- Case Studies.

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.

ISBN: 9783030292195

Standard No.: 10.1007/978-3-030-29219-5doiSubjects--Topical Terms:

1069071
Economic Theory/Quantitative Economics/Mathematical Methods.

LC Class. No.: HD30.23

Dewey Class. No.: 658.40301

Stochastic Programming = Modeling Decision Problems Under Uncertainty /
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