000			02239nam a22002537a 4500
999			_c3854 _d3854
005			20230322143124.0
008			230322b ||||| |||| 00| 0 eng d
020			_a9781493937035
082			_a519.7 _bBIR
100			_aBirge, John R. _912440
245			_aIntroduction to stochastic programming
250			_a2nd
260			_bSpringer _aNew York _c2011
300			_axxv, 485 p.
365			_aEURO _b59.99
490			_aSpringer series in operations research and financial engineering
520			_aThe aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research, mathematics, and probability. At the same time, it is now 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 aim to present a broad overview of the main themes and methods of the subject. Its prime goal is to help students develop an intuition on 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. In this extensively updated new edition there is more material on methods and examples including several new approaches for discrete variables, new results on risk measures in modeling and Monte Carlo sampling methods, a new chapter on relationships to other methods including approximate dynamic programming, robust optimization and online methods. The book is highly illustrated with chapter summaries and many examples and exercises. Students, researchers and practitioners in operations research and the optimization area will find it particularly of interest.
650			_aStochastic programming _912441
650			_aLinear programming _9874
650			_aMathematical optimization _9647
650			_aMathematical statistics _9837
700			_aLouveaux, Francois _912442
942			_2ddc _cBK