Download Stochastic Programming by Alexander Shapiro et al (.PDF)

Lectures on Stochastic Programming: Modeling and Theory (MPS-SIAM Series on Optimization) by Alexander Shapiro, Darinka Dentcheva , Andrzej Ruszczynski
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Overview: Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their existence compels a need for rigorous ways of formulating, analyzing, and solving such problems. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available.
Genre: Science & Math ›Mathematics

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