Lectures on stochastic programming: modeling and theory
| Main Author: | Shapiro, Alexander, author |
|---|---|
| Format: | Book Doctoral |
| Terbitan: |
Society for Industrial and Applied Mathematics
, 2009
|
| Subjects: | |
| Online Access: |
http://lib.ui.ac.id/file?file=digital/2017-3/20443103-Lectures on stochastic programming modeling and theory.pdf |
Daftar Isi:
- Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their existence compels a need for rigorous ways of formulating, analyzing, and solving such problems. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available.