| 书目名称 | Introduction to Stochastic Programming |
| 编辑 | John R. Birge,François Louveaux |
| 视频video | |
| 概述 | Well-paced and wide-ranging introduction to this subject.Prime goal is to help students develop an intuition on how to model uncertainty into mathematical problems.Provides a first course in stochasti |
| 丛书名称 | Springer Series in Operations Research and Financial Engineering |
| 图书封面 |  |
| 描述 | .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 includi |
| 出版日期 | Textbook 2011Latest edition |
| 关键词 | Stochastic optimization; Two-Stage Linear Recourse Problems; decision making under uncertainty; dynamic |
| 版次 | 2 |
| doi | https://doi.org/10.1007/978-1-4614-0237-4 |
| isbn_softcover | 978-1-4939-3703-5 |
| isbn_ebook | 978-1-4614-0237-4Series ISSN 1431-8598 Series E-ISSN 2197-1773 |
| issn_series | 1431-8598 |
| copyright | Springer Science+Business Media, LLC 2011 |
发表于 2025-3-21 19:31:46
