Introduction to Stochastic Programming (Springer Series in Operations Research and Financial Engineering)

Birge, John R., Louveaux, François

ISBN 10: 0387982175 / ISBN 13: 9780387982175

Edité par Springer, 1997

Readable condition with clear signs of use. May contain notes, highlights, lack the dust jacket or extras like CDs, access codes or inserts. N° de réf. du vendeur 9780387982175-5

Synopsis :

This rapidly developing field encompasses many disciplines including operations research, mathematics, and probability. Conversely, it is 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 present a broad overview of the main themes and methods of the subject, thus helping students develop an intuition for 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. The early chapters introduce some worked examples of stochastic programming, demonstrate how a stochastic model is formally built, develop the properties of stochastic programs and the basic solution techniques used to solve them. The book then goes on to cover approximation and sampling techniques and is rounded off by an in-depth case study. A well-paced and wide-ranging introduction to this subject.

Revue de presse:

From the reviews of the second edition:

Help the students to understand how to model uncertainty into mathematical optimization problems, what uncertainty brings to the decision process and which techniques help to manage uncertainty in solving the problems. ... certainly attract also the wide spectrum of readers whose main interest lies in possible exploitation of stochastic programming methodology and will help them to find their own way to treat actual problems using stochastic programming methods. As a whole, the three main building blocks of stochastic programming ... are well represented and balanced. --(Jitka Dupa ová, Zentralblatt MATH, Vol. 1223, 2011)

Détails bibliographiques

Titre : Introduction to Stochastic Programming (...
Éditeur : Springer
Date d'édition : 1997
Reliure : Couverture rigide
Etat : fair