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:

[Fast Download] Introduction to Stochastic Programming

Ebooks related to "Introduction to Stochastic Programming" :
History of Banach Spaces and Linear Operators
The Number Mysteries: A Mathematical Odyssey through Everyday Life
Understanding Mathematics
Plato's Ghost: The Modernist Transformation of Mathematics
Diophantine Approximation: Festschrift for Wolfgang Schmidt
MuPAD: Eine Einf├╝hrung
Hypergeometric Summation (Viewed Advanced Lectures in Mathematics Series)
Breastfeeding: A Guide for the Medical Professional (Expert Consult - Online and Print)
Functional Analysis, Sobolev Spaces and Partial Differential Equations
Bridges to Infinity: The Human Side of Mathematics
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.