Lectures on stochastic programming: modeling and theory/
| Main Author: | |
|---|---|
| Other Authors: | , |
| Format: | Book |
| Language: | English |
| Published: |
Philadelphia:
Society for Industrial and Applied Mathematics ;: Mathematical Programming Society,
c2009
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| Series: | MPS-SIAM series on optimization
9 |
| Subjects: |
Table of Contents:
- Stochastic programming models
- Two-stage problems
- Multistage problems
- Optimization models with probabilistic constraints
- Statistical inference
- Risk averse optimization
- Background material
- Bibliographical remarks.