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Lectures on Stochastic Programming
Language: en
Pages: 447
Authors: Alexander Shapiro
Categories: Mathematics
Type: BOOK - Published: 2009-01-01 - Publisher: SIAM

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Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their
Lectures on Stochastic Programming: Modeling and Theory, Third Edition
Language: en
Pages: 540
Authors: Alexander Shapiro
Categories: Mathematics
Type: BOOK - Published: 2021-08-19 - Publisher: SIAM

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An accessible and rigorous presentation of contemporary models and ideas of stochastic programming, this book focuses on optimization problems involving uncerta
Lectures on Stochastic Programming
Language: en
Pages: 512
Authors: Alexander Shapiro
Categories: Mathematics
Type: BOOK - Published: 2014-07-09 - Publisher: SIAM

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Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their
Introduction to Stochastic Programming
Language: en
Pages: 427
Authors: John R. Birge
Categories: Mathematics
Type: BOOK - Published: 2006-04-06 - Publisher: Springer Science & Business Media

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This rapidly developing field encompasses many disciplines including operations research, mathematics, and probability. Conversely, it is being applied in a wid
Stochastic Control Theory
Language: en
Pages: 263
Authors: Makiko Nisio
Categories: Mathematics
Type: BOOK - Published: 2014-11-27 - Publisher: Springer

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This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze c