Contact
How to shop
Delivery
Shopping guide
Stochastic Programming
Modeling Decision Problems Under Uncertainty
English
318 b
30-day return policy
Customers also purchased
/
Paperback
15 212
Ft
/
Paperback
12 469
Ft
/
Paperback
7 791
Ft
/
Paperback
7 176
Ft
/
Paperback
3 946
Ft
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.
About the book
English
Give this book today
It's easy
1 Add to cart and choose Deliver as present at the checkout 2 We'll send you a voucher 3 The book will arrive at the recipient's addressYou might also be interested in
/
Paperback
4 312
Ft
/
Hardback
63 015
Ft
