Lectures on Stochastic Programming is popular PDF and ePub book, written by Alexander Shapiro in 2009-01-01, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Lectures on Stochastic Programming can be Read Online from any device for your convenience.
Lectures on Stochastic Programming Book PDF Summary
Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their existence compels a need for rigorous ways of formulating, analyzing, and solving such problems. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. Readers will find coverage of the basic concepts of modeling these problems, including recourse actions and the nonanticipativity principle. The book also includes the theory of two-stage and multistage stochastic programming problems; the current state of the theory on chance (probabilistic) constraints, including the structure of the problems, optimality theory, and duality; and statistical inference in and risk-averse approaches to stochastic programming.
Detail Book of Lectures on Stochastic Programming PDF
- Author : Alexander Shapiro
- Release : 01 January 2009
- Publisher : SIAM
- ISBN : 9780898718751
- Genre : Mathematics
- Total Page : 447 pages
- Language : English
- PDF File Size : 14,5 Mb
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