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Lectures on Stochastic Programming: Modeling and Theory (MPS-SIAM Series on Optimization)

Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczynski




[PDF.au99] Lectures on Stochastic Programming: Modeling and Theory (MPS-SIAM Series on Optimization)

Lectures on Stochastic Programming:  Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczynski epub
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 | #2866067 in Books |  2009-09-24 | Original language:English | PDF # 1 |  9.72 x.79 x6.85l,1.10 | File type: PDF | 452 pages

||0 of 0 people found the following review helpful.| A wealth of information, but not always an easy read|By ELN|This is certainly an authoritative tome on the theory of stochastic programming. It doesn't cover algorithmic aspects, or more outlandish topics such as integer stochastic programming, and is quite heavy on mathematical theory. For this reason, a clear and consistent writing style is called for, but unfortunately, that|About the Author|Alexander Shapiro is a Professor in the School of Industrial and Systems Engineering at Georgia Institute of Technology. He has published more than 100 articles in peer-reviewed journals and is the coauthor of several books.| | Darinka

Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their existence compels a need for rigorous ways of formulating, analyzing, and solving such problems. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available.

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You can specify the type of files you want, for your device.Lectures on Stochastic Programming: Modeling and Theory (MPS-SIAM Series on Optimization)   |  Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczynski. I have read it a couple of times and even shared with my family members. Really good. Couldnt put it down.

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