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...

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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

MARC

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100 1 |a Klein Haneveld, Willem K.,  |d 1944-  |e author.  |1 https://id.oclc.org/worldcat/entity/E39PBJwhyFfV7TppRcTmtD9hpP 
245 1 0 |a Stochastic programming :  |b modeling decision problems under uncertainty /  |c Willem K. Klein Haneveld, Maarten H. van der Vlerk, Ward Romeijnders. 
264 1 |a Cham, Switzerland :  |b Springer,  |c [2020] 
300 |a 1 online resource (xii, 249 pages) :  |b illustrations 
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337 |a computer  |b c  |2 rdamedia 
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490 1 |a Graduate texts in operations research 
504 |a Includes bibliographical references and index. 
520 |a 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, including the main ones used in Stochastic Programming: recourse models and chance constraint models. The book not only discusses the theoretical properties of these models and algorithms for solving them, but also explains the intrinsic differences between the models. In the book's closing section, several case studies are presented, helping students apply the theory covered to practical problems. The book is based on lecture notes developed for an Econometrics and Operations Research course for master students at the University of Groningen, the Netherlands - the longest-standing Stochastic Programming course worldwide. 
588 0 |a Online resource; title from PDF title page (SpringerLink, viewed October 30, 2019). 
505 0 |a Introduction -- Random Objective Functions -- Recourse Models -- Stochastic Mixed-integer Programming -- Chance Constraints -- Integrated Chance Constraints -- Assignments -- Case Studies. 
650 0 |a Stochastic programming  |v Textbooks. 
650 0 |a Decision making  |v Textbooks. 
650 7 |a Decision making  |2 fast 
650 7 |a Stochastic programming  |2 fast 
655 7 |a Textbooks  |2 fast 
655 7 |a Textbooks.  |2 lcgft 
700 1 |a Vlerk, Maarten H. van der,  |e author. 
700 1 |a Romeijnders, Ward,  |e author. 
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830 0 |a Graduate texts in operations research. 
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