| 书目名称 | Stochastic Programming |
| 副标题 | Modeling Decision Pr |
| 编辑 | Willem K. Klein Haneveld,Maarten H. van der Vlerk, |
| 视频video | |
| 概述 | Provides a comprehensive course on stochastic programming on the graduate level.Places major emphasis on conceptual modeling.Shows students how to integrate risk in a linear programming framework.Incl |
| 丛书名称 | Graduate Texts in Operations Research |
| 图书封面 |  |
| 描述 | .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. |
| 出版日期 | Textbook 2020 |
| 关键词 | Stochastic programming; Risk; Optimization; Recourse models; Chance constraints; Linear programming model |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-030-29219-5 |
| isbn_softcover | 978-3-030-29221-8 |
| isbn_ebook | 978-3-030-29219-5Series ISSN 2662-6012 Series E-ISSN 2662-6020 |
| issn_series | 2662-6012 |
| copyright | Springer Nature Switzerland AG 2020 |
发表于 2025-3-21 19:11:51
