Introduction to Stochastic Programming

Name: Introduction to Stochastic Programming
Price: 29.97 USD
Availability: InStock
ISBN: 9780387982175

ISBN-10: 0387982175

ISBN-13: 9780387982175

Edition: 2000

Authors: John R. Birge, Franï¿½ois Louveaux

List price: $134.00

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Description:

The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research, mathematics, and probability. Conversely, it is being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks.This textbook provides a first course in stochastic programming suitable for students with a basic knowledge of linear programming, elementary analysis, and probability. The authors aim to present a broad overview of the main themes and methods of the subject. Its prime goal is to help…

Book details

List price: $134.00
Copyright year: 2000
Publisher: Springer
Publication date: 2/2/2000
Binding: Hardcover
Pages: 421
Size: 6.50" wide x 9.75" long x 1.00" tall
Weight: 1.694
Language: English

John R. Birge, is a Jerry W. and Carol Lee Levin Professor of Operations Management at the University of Chicago Booth School of Business. FranÃ§ois Louveaux is a Professor at the University of Namur(FUNDP) in the Department of Business Administration



Preface


Notation



Models



Introduction and Examples



Uncertainty and Modeling Issues



Basic Properties



Basic Properties and Theory



The Value of Information and the Stochastic Solution



Solution Methods



Two-Stage Linear Recourse Problems



Nonlinear Programming Approaches to Two-Stage Recourse Problems



Multistage Stochastic Programs



Stochastic Integer Programs



Approximation and Sampling Methods



Evaluating and Approximating Expectations



Monte Carlo Methods



Multistage Approximations



A Case Study



Capacity Expansion



Sample Distribution Functions


References


Author Index


Subject Index