Introduction to Stochastic Programming
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Beschreibung
This textbook provides a first course in stochastic programming suitable for students with a basic knowledge of linear programming, elementary analysis, and probability. The authors aim to present a broad overview of the main themes and methods of the subject. Its prime goal is to help students develop an intuition on how to model uncertainty into mathematical problems, what uncertainty changes bring to the decision process, and what techniques help to manage uncertainty in solving the problems. A wide range of students from operations research, industrial engineering, and related disciplines will find this a well-paced and wide-ranging introduction to this subject.
Autor*in
John R. Birge
Themen in »Introduction to Stochastic Programming«
Stochastic Programming Stochastic model linear optimization model modeling nonlinear optimization operations research programming