Introduction to Stochastic Programming



John R. Birge, Fran├žois Louveaux, "Introduction to Stochastic Programming"
Springer | 1997 | ISBN: 0387982175 | 448 pages | File type: PDF | 2,1 mb

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 students develop an intuition on how to model uncertainty into mathematical problems, what uncertainty changes bring to the decision process, and what techniques help to manage uncertainty in solving the problems. The first chapters introduce some worked examples of stochastic programming and demonstrate how a stochastic model is formally built. Subsequent chapters develop the properties of stochastic programs and the basic solution techniques used to solve them. Three chapters cover approximation and sampling techniques and the final chapter presents a case study in depth. A wide range of students from operations research, industrial engineering, and related disciplines will find this a well-paced and wide-ranging introduction to this subject.
Download links:

http://uploading.com/files/2ada7d5c/0387982175Stochastic.rar/

http://depositfiles.com/files/jhpm994m0

http://www.filesonic.com/file/25526777/0387982175Stochastic.rar


[Fast Download] Introduction to Stochastic Programming


Ebooks related to "Introduction to Stochastic Programming" :
Lectures on Finitely Generated Solvable Groups
Applications of Discrete-time Markov Chains and Poisson Processes to Air Pol
System Identification Using Regular and Quantized Observations: Applications
100 Ideas for Teaching Primary Mathematics
Around and Beyond the Square of Opposition
Advances in Heterocyclic Chemistry, Volume 77
Linear Algebra, Third Edition (Undergraduate Texts in Mathematics)
Methods of Multivariate Analysis (Wiley Series in Probability and Statistics
Methods of Contemporary Mathematical Statistical Physics
Differential Geometry and Topology of Curves
Copyright Disclaimer:
This site does not store any files on its server. We only index and link to content provided by other sites. Please contact the content providers to delete copyright contents if any and email us, we'll remove relevant links or contents immediately.