Stochastic Programming: Modeling Decision Problems Under Uncertainty (Graduate Texts in Operations Research) - Tapa blanda

Klein Haneveld, Willem K.; Van Der Vlerk, Maarten H.; Romeijnders, Ward

 
9783030292218: Stochastic Programming: Modeling Decision Problems Under Uncertainty (Graduate Texts in Operations Research)
Tapa blanda
ISBN 10: 3030292215 ISBN 13: 9783030292218
Editorial: Springer, 2020

Sinopsis

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. 

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Acerca del autor

Wim Klein Haneveld is Emeritus Professor in the Department of Operations at the University of Groningen. He is one of the pioneers of Stochastic Programming. He developed the Stochastic Programming course for graduate students at the University of Groningen and has taught this course for many years.
Maarten van der Vlerk was Professor in the Department of Operations at the University of Groningen. He was an expert in Stochastic Integer Programming. For many years he was lecturer of the Stochastic Programming course in Groningen and a PhD course on Stochastic Programming at the LNMB (the Dutch Network on the Mathematics of Operations Research).
Ward Romeijnders is Assistant Professor in the Department of Operations at the University of Groningen. He is an expert in Stochastic Integer Programming. He is the current lecturer of the Stochastic Programming courses in Groningen and at the LNMB. 


De la contraportada

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.<br> 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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer
Año de publicación
2020
Idioma
Inglés
ISBN 10 
3030292215
ISBN 13 
9783030292218
Encuadernación
Tapa blanda
Número de edición
1
Número de páginas
264
Contacto del fabricante
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Otras ediciones populares con el mismo título

9783030292188: Stochastic Programming: Modeling Decision Problems Under Uncertainty (Graduate Texts in Operations Research)

Edición Destacada

ISBN 10:  3030292185 ISBN 13:  9783030292188
Editorial: Springer, 2019
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