Stochastic programming : modeling decision problems under uncertainty / Willem K. Klein Haneveld, Maarten H. van der Vlerk, Ward Romeijnders.

This book provides an essential introduction to Stochastic Programming, especially intended for graduate students. The book begins by exploring a linear programming problem with random parameters, representing a decision problem under uncertainty. Several models for this problem are presented, inclu...

Full description

Saved in:
Bibliographic Details
Main Authors: Klein Haneveld, Willem K., 1944- (Author), Vlerk, Maarten H. van der (Author), Romeijnders, Ward (Author)
Format: eBook
Language:English
Published: Cham, Switzerland : Springer, [2020]
Series:Graduate texts in operations research.
Subjects:
Online Access:Click for online access