Lectures on Stochastic Programming: Modeling and Theory

Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczynski Lectures on Stochastic Programming: Modeling and Theory
SIAM-Society for Industrial and Applied Mathematics | English | 2009-09-24 | ISBN: 089871687X | 452 pages | File type: PDF | 2,1 mb

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.

Readers will find coverage of the basic concepts of modeling these problems, including recourse actions and the nonanticipativity principle. The book also includes the theory of two-stage and multistage stochastic programming problems; the current state of the theory on chance (probabilistic) constraints, including the structure of the problems, optimality theory, and duality; and statistical inference in and risk-averse approaches to stochastic programming.

Audience: This book is intended for researchers working on theory and applications of optimization. It also is suitable as a text for advanced graduate courses in optimization.

Contents: Preface; Chapter 1: Stochastic Programming Models; Chapter 2: Two-Stage Problems; Chapter 3: Multistage Problems; Chapter 4: Optimization Models with Probabilistic Constraints; Chapter 5: Statistical Inference; Chapter 6: Risk Averse Optimization; Chapter 7: Background Material; Chapter 8: Bibliographical Remarks; Bibliography; Index.




according to the rules

[Fast Download] Lectures on Stochastic Programming: Modeling and Theory

Related eBooks:
Solar Thermal Conversion. Active Solar Systems
Dyslexia Next Steps for Teens: Everything You Need to Know about College, University and the Workpla
Turning Points in Play Therapy and the Emergence of Self: Applications of the Play Therapy Dimension
How to Dress: Secret styling tips from a fashion insider
Budgeting 101: From Getting Out of Debt and Tracking Expenses to Setting Financial Goals and Buildin
What If?: Short Stories to Spark Inclusion & Diversity Dialogue, 10th Anniversary Edition
The Power of Zero: How to Get to the 0% Tax Bracket and Transform Your Retirement, Revised and Updat
Pilot's Handbook of Aeronautical Knowledge: FAA-H-8083-25A
A Journey Into Yin Yoga
Tommy Emmanuel - It's Never Too Late Songbook
A Mathematica Primer for Physicists
The Chinese Information War: Espionage, Cyberwar, Communications Control and Related Threats to Unit
Copyright Disclaimer:
This site does not store any files on its server. We only index and link to content provided by other sites. Please contact the content providers to delete copyright contents if any and email us, we'll remove relevant links or contents immediately.