Stochastic programming [electronic resource] / edited by A. Ruszczynski, A. Shapiro.

Contributor(s): Ruszczy�nski, Andrzej P | Shapiro, Alexander, 1949-Material type: Text

TextSeries: Handbooks in operations research and management science ; v. 10.Publication details: Amsterdam ; Boston : Elsevier, 2003. Description: 1 online resource (x, 688 p.) : illISBN: 0444508546; 9780444508546Subject(s): Stochastic programming | Programmation stochastique | Stochastische programmering | Stochastische Optimierung | Stochastic programmingGenre/Form: Electronic books.Additional physical formats: Print version:: Stochastic programming.DDC classification: 519.7 Other classification: 85.03 | 30.10 | 31.70 Online resources: ScienceDirect

Contents:

Stochastic programming models -- Optimality and duality in stochastic programming -- Decomposition methods -- Stochastic integer programming -- Probabilistic programming -- Monte Carlo sampling methods--Stochastic optimization and statistical inference -- Stability of stochastic programming problems -- Stochastic programming in transportation and logistics -- Stochastic programming models in energy.

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Includes bibliographical references and index.

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