# 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" :**

Empirical Research in Statistics Education

TTC - Understanding Calculus: Problems, Solutions, and Tips [repost]

A Companion to Interdisciplinary Stem Project-Based Learning, Second Edition

Intelligent Mathematics II: Applied Mathematics and Approximation Theory

Advances and Applications in Chaotic Systems

Convexity and Well-Posed Problems (CMS Books in Mathematics)

Computational Prospects of Infinity II: Presented Talks (repost

D. E. Edmunds, W. D. Evans - Spectral Theory and Differential Operators

Uses of Infinity

Pseudo-Differential Operators and Generalized Functions

**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**

100 Essential Things You Didn't Know You d(3705)

The Story of Science(3567)

Introducing Mathematics: A Graphic Guide(3428)

How To Learn And Memorize Math, Numbers, E(2961)

Linear Algebra: A Modern Introduction,, 2n(2409)

Encyclopedia of Mathematics(2295)

The Foundations of Mathematics, 2 edition(2280)

Geometric Algebra (Dover Books on Mathemat(2187)

Understanding Statistics(2060)

The Concise Oxford Dictionary of Mathemati(2041)

Applied Mathematics, 4th Edition(1984)

Calculus For Dummies(1952)

Cambridge IGCSE Mathematics: Core & Extend(1938)

Introduction to Logic, 2nd edition(1857)

Geometry for Dummies(1783)