# Introduction to Stochastic Programming

John R. Birge, François 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" :**

Inverse Problems in the Mathematical Sciences

Problems in Set Theory, Mathematical Logic and the Theory of Algorithms (University Series in Mathem

Wavelet Methods in Mathematical Analysis and Engineering

Introduction to Mathematical Elasticity

Groups Acting on Hyperbolic Space: Harmonic Analysis and Number Theory

Geometric Group Theory: Volume 2

Handbook of Visual Analysis

Novel Algorithms and Techniques in Telecommunications and Networking

Nonparametric Statistics for Social and Behavioral Sciences

Gue M. Lee, "Quadratic Programming and Affine Variational Inequalities: A Qualitative Study"

**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.

**Categories**

Astronomy and Cosmology | Physics |

Philosophy | Medicine |

Mathematics |
DSP |

Cryptography | Chemistry |

Biology and Genetics | Psychology and Behavior |

**Popular ebooks**

Basic Technical Mathematics with Calculus (5506)

Mathematical Elegance: An Approachable Gui(4948)

Idiot's Guides: Basic Math and Pre-Algebra(4212)

Math For Real Life For Dummies(3570)

Handbook of Mathematics, Sixth Edition(3485)

1,001 Geometry Practice Problems For Dummi(3337)

MATLAB For Dummies, 2 edition(3151)

Probabilities: The Little Numbers That Rul(3037)

Scientific Visualization: The Visual Extra(2658)

Pure Mathematics 1(2477)

Probability and Statistics, 3rd Edition(2467)

Algebraic Geometry(2453)

Statistics I & II For Dummies 2 eBook Bund(2252)

Project Origami: Activities for Exploring (2056)

Statistics Done Wrong: The Woefully Comple(2044)