The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research, mathematics, and probability. At the same time, it is now being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks. 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.

In this extensively updated new edition there is more material on methods and examples including several new approaches for discrete variables, new results on risk measures in modeling and Monte Carlo sampling methods, a new chapter on relationships to other methods including approximate dynamic programming, robust optimization and online methods.

The book is highly illustrated with chapter summaries and many examples and exercises. Students, researchers and practitioners in operations research and the optimization area will find it particularly of interest.

Review of First Edition:

"The discussion on modeling issues, the large number of examples used to illustrate the material, and the breadth of the coverage make 'Introduction to Stochastic Programming' an ideal textbook for the area." (Interfaces, 1998)

� propos de l?auteur:

John R. Birge, is a Jerry W. and Carol Lee Levin Professor of Operations Management at the University of Chicago Booth School of Business. Fran�ois Louveaux is a Professor at the University of Namur(FUNDP) in the Department of Business Administration

Les informations fournies dans la section � A propos du livre � peuvent faire r�f�rence � une autre �dition de ce titre.

Description de la librairie

GreatBookPrices.com is your top source for finding new books at the absolute lowest prices, guaranteed ! We offer big discounts - everyday - on millions of titles in virtually any category, from Architecture to Zoology -- and everything in between. Discover great deals and super-savings, on professional books, text book titles, the newest computer guides, or your favorite fiction authors. You'll find it all - at HUGE SAVINGS - at GreatBookPrices. Browse through our complete online product catalog today. Serving customers around the world for years, we help thousands find just the books they're looking for -- at incredibly low, bargain prices.

Visitez la page d�accueil du vendeur

Informations commerciales relatives au vendeur

Far Corner Europe Limited
19-20 Bourne Court, 19-20 Bourne Court, Woodford Green, IG8 8HD, United Kingdom

Conditions de vente :

Company Name: GreatBookPricesUK
Legal Entity: Far Corner Europe Limited
Address: 19-20 Bourne Court, Southend Road, Woodford Green Essex, UK IG8 8HD
Registration #: 10691061
Authorized representative: Danielle Hainsey

Conditions de livraison :

Our warehouses across the globe are fully operational without substantial delays. We are working hard and continue to overcome the daily challenges presented by COVID-19. There have been reports that delivery carriers are experiencing large delays resulting in longer than normal deliveries to customers. See USPS's website for further detail. We would like to apologize in advance if your item arrives later than the expected delivery due date.

Internal processing of your order will take about 1-2 business days. Please allow an additional 10-20 business days for Royal Mail delivery.

Informations vendeur d�taill�es

Modes de paiement
accept�s par le vendeur

Ajouter aux demandes de livres

Articles li�s � Introduction to Stochastic Programming

Introduction to Stochastic Programming

Birge, John R.; Louveaux, Francois

Neuf(s) - Couverture souple

Informations commerciales relatives au vendeur