Stochastic programming : modeling decision problems under uncertainty

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:
Stochastic programming > Textbooks.
Decision making > Textbooks.
Decision making
Stochastic programming
Textbooks
Textbooks.
Online Access:Click for online access
Table of Contents:
  • Introduction
  • Random Objective Functions
  • Recourse Models
  • Stochastic Mixed-integer Programming
  • Chance Constraints
  • Integrated Chance Constraints
  • Assignments
  • Case Studies.

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