Lectures on stochastic programming: modeling and theory/

Main Author: Shapiro, Alexander, 1949-
Other Authors: Dentcheva, Darinka, Ruszczynski, Andrzej P.
Format: Book
Language:English
Published: Philadelphia: Society for Industrial and Applied Mathematics ;: Mathematical Programming Society, c2009
Series:MPS-SIAM series on optimization 9
Subjects:
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100 1 |a Shapiro, Alexander,  |d 1949- 
245 1 0 |a Lectures on stochastic programming:   |b modeling and theory/  |c Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczynski 
260 |a Philadelphia:  |b Society for Industrial and Applied Mathematics ;:  |c c2009  |b Mathematical Programming Society, 
300 |a xv, 436 p. :  |b ill. ;  |c 26 cm. 
490 0 |a MPS-SIAM series on optimization  |v 9 
504 |a Includes bibliographical references (p. 415-429) and index. 
505 1 |a Stochastic programming models -- Two-stage problems -- Multistage problems -- Optimization models with probabilistic constraints -- Statistical inference -- Risk averse optimization -- Background material -- Bibliographical remarks. 
650 0 |a Stochastic programming 
700 1 |a Dentcheva, Darinka 
700 1 |a Ruszczynski, Andrzej P. 
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