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[ FreeCourseWeb ] Stochastic Programming- Modeling Decision Probl

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[ FreeCourseWeb.com ] Stochastic Programming: Modeling Decision Problems
Under Uncertainty  

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English | ISBN: 3030292185 | 2020 | 249 pages | PDF | 3 MB 
This book provides an essential introduction to Stochastic Programming, especially intended for graduate students. The
book begins by exploring a linear programming problem with random parameters, representing a decision problem under
uncertainty. Several models for this problem are presented, including the main ones used in Stochastic Programming:
recourse models and chance constraint models. The book not only discusses the theoretical properties of these models and
algorithms for solving them, but also explains the intrinsic differences between the models. In the book’s closing
section, several case studies are presented, helping students apply the theory covered to practical problems. 
The
book is based on lecture notes developed for an Econometrics and Operations Research course for master students at the
University of Groningen, the Netherlands - the longest-standing Stochastic Programming course worldwide. 

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