Lectures on stochastic programming [electronic resource] : modeling and theory / Alexander Shapiro, Georgia Institute of Technology, Atlanta, Georgia, Darinka Dentcheva, Stephens Institute of Technology, Hoboken, New Jersey, Andrzej Ruszczyński, Rutgers University, Piscataway, New Jersey.

"This third edition covers optimization problems involving uncertain parameters, for which stochastic models are available"--

Bibliographic Details
Main Authors: Shapiro, Alexander (Author)
Dentcheva, Darinka (Author)
Ruszczyński, Andrzej P. (Author)
Corporate Authors: Society for Industrial and Applied Mathematics
Mathematical Optimization Society
Language:English
Published: Philadelphia : Society for Industrial and Applied Mathematics ; Mathematical Optimization Society, [2021]
Edition:Third edition.
Series:MOS-SIAM series on optimization ; 28
Subjects:
Online Access:
Variant Title:
Lectures on Stochastic Programming: Modeling and Theory
Format: Electronic eBook

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Online Access

SIAM eBooks: 2021 (Society for Industrial and Applied Mathematics)