Stochastic programming : applications in finance, energy, planning and logistics / edited by Horand I. Gassmann, Stein W. Wallace, William T. Ziemba.

This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the uncertainty problems. The applications, which were presented at the 12th International Conference on Stoc...

Full description

Saved in:
Bibliographic Details
Other Authors: Gassmann, Horand I., Wallace, Stein W., 1956-, Ziemba, W. T.
Format: eBook
Language:English
Published: Singapore ; London : World Scientific, 2012.
Series:World Scientific series in finance ; vol. 4.
Subjects:
Online Access:Click for online access