Stochastic Programming

Modeling Decision Problems Under Uncertainty

AvWillem K. Klein Haneveld,Maarten H. van der Vlerk

Häftad, Engelska, 2020

Del i serien Graduate Texts in Operations Research

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Beskrivning

This book provides an essential introduction to Stochastic Programming, especially intended for graduate students. Several models for this problem are presented, including the main ones used in Stochastic Programming: recourse models and chance constraint models.

Produktinformation

Utgivningsdatum:2020-11-05
Mått:155 x 235 x 18 mm
Vikt:402 g
Format:Häftad
Språk:Engelska
Serie:Graduate Texts in Operations Research
Antal sidor:249
Förlag:Springer Nature Switzerland AG
ISBN:9783030292218

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Mer om författaren

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.

Recensioner i media

“The book is well written. The book will be of interest to mathematicians, engineers, economics and especially graduate students.” (I. M. Stancu-Minasian, zbMATH 1446.90118, 2020)

Innehållsförteckning

Introduction.- Random Objective Functions.- Recourse Models.- Stochastic Mixed-integer Programming.- Chance Constraints.- Integrated Chance Constraints.- Assignments.- Case Studies.