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Introduction to Stochastic Programming (Springer Series in Operations Research and Financial Engineering)

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Authors: John R. Birge, François Louveaux
Publisher: Springer

List Price: ~~$134.00~~
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Languages: English (Unknown), English (Original Language), English (Published)
Media: Hardcover
Edition: Corrected
Pages: 448
Number Of Items: 1
Shipping Weight (lbs): 1.7
Dimensions (in): 9.3 x 6.4 x 1

ISBN: 0387982175
EAN: 9780387982175
ASIN: 0387982175

Publication Date: July 18, 1997
Availability: Usually ships in 1-2 business days

Also Available In:

•	Hardcover - Introduction to Stochastic Programming (Springer Series in Operations Research and Financial Engineering)
•	Digital - Introduction to Stochastic Programming (Springer Series in Operations Research and Financial Engineering)
•	Kindle Edition - Introduction to Stochastic Programming

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Product Description
This rapidly developing field encompasses 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 present a broad overview of the main themes and methods of the subject, thus helping students develop an intuition for 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 early chapters introduce some worked examples of stochastic programming, demonstrate how a stochastic model is formally built, develop the properties of stochastic programs and the basic solution techniques used to solve them. The book then goes on to cover approximation and sampling techniques and is rounded off by an in-depth case study. A well-paced and wide-ranging introduction to this subject.

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