Description: Stochastic Programming Please note: this item is printed on demand and will take extra time before it can be dispatched to you (up to 20 working days). Modeling Decision Problems Under Uncertainty Author(s): Willem K. Klein Haneveld, Maarten H. van der Vlerk, Ward Romeijnders Format: Hardback Publisher: Springer Nature Switzerland AG, Switzerland Imprint: Springer Nature Switzerland AG ISBN-13: 9783030292188, 978-3030292188 Synopsis 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.
Price: 77.54 GBP
Location: Aldershot
End Time: 2025-01-04T08:47:14.000Z
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Book Title: Stochastic Programming
Number of Pages: 249 Pages
Language: English
Publication Name: Stochastic Programming: Modeling Decision Problems under Uncertainty
Publisher: Springer Nature Switzerland A&G
Publication Year: 2019
Subject: Economics, Mathematics
Item Height: 235 mm
Item Weight: 565 g
Type: Textbook
Author: Ward Romeijnders, Maarten H. Van Der Vlerk, Willem K. Klein Haneveld
Subject Area: Data Analysis
Series: Graduate Texts in Operations Research
Item Width: 155 mm
Format: Hardcover
