Lectures on stochastic programming : modeling and theory / Alexander Shapiro; Darinka Dentcheva; Andrzej Ruszczyński

By:

Shapiro, Alexander, 1949- [VerfasserIn]

Contributor(s):

Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: MOS-SIAM series on optimization ; 16Publisher: Philadelphia, Pa : Society for Industrial and Applied Mathematics [u.a.], 2014Edition: 2. edDescription: 1 Online-Ressource (XVII, 494 Seiten)ISBN:

9781611973433

Subject(s):

Additional physical formats: 9781611973426 | Erscheint auch als: Lectures on stochastic programming. Druck-Ausgabe 2. ed. Philadelphia, Pa : Society for Industrial and Applied Mathematics [u.a.], 2014. XVII, 494 S.MSC: MSC: 90-02 | *90-02 | 90C15 | 91B30 | 65C05RVK: RVK: SK 870LOC classification:

T57.79

DOI: DOI: 10.1137/1.9781611973433Online resources:

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Summary: Stochastic programming models -- Stage problems -- Multistage problems -- Optimization models with probabilistic constraints -- Statistical inference -- Risk averse optimization -- Background material -- Bibliographical remarksPPN: PPN: 1688808760Package identifier: Produktsigel: ZDB-72-SIA

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