Lectures on Stochastic Programming Modeling and Theory Third Edition is popular PDF and ePub book, written by Alexander Shapiro in 2021-08-19, 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 Modeling and Theory Third Edition can be Read Online from any device for your convenience.
Lectures on Stochastic Programming Modeling and Theory Third Edition Book PDF Summary
An accessible and rigorous presentation of contemporary models and ideas of stochastic programming, this book focuses on optimization problems involving uncertain parameters for which stochastic models are available. Since these problems occur in vast, diverse areas of science and engineering, there is much interest in rigorous ways of formulating, analyzing, and solving them. This substantially revised edition presents a modern theory of stochastic programming, including expanded and detailed coverage of sample complexity, risk measures, and distributionally robust optimization. It adds two new chapters that provide readers with a solid understanding of emerging topics; updates Chapter 6 to now include a detailed discussion of the interchangeability principle for risk measures; and presents new material on formulation and numerical approaches to solving periodical multistage stochastic programs. Lectures on Stochastic Programming: Modeling and Theory, Third Edition is written for researchers and graduate students working on theory and applications of optimization, with the hope that it will encourage them to apply stochastic programming models and undertake further studies of this fascinating and rapidly developing area.
Detail Book of Lectures on Stochastic Programming Modeling and Theory Third Edition PDF
- Author : Alexander Shapiro
- Release : 19 August 2021
- Publisher : SIAM
- ISBN : 9781611976595
- Genre : Mathematics
- Total Page : 540 pages
- Language : English
- PDF File Size : 16,8 Mb
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