By John R. Birge,François Louveaux

This quickly constructing box encompasses many disciplines together with operations study, arithmetic, and chance. Conversely, it really is being utilized in a large choice of matters starting from agriculture to monetary making plans and from commercial engineering to machine networks. This textbook presents a primary direction in stochastic programming appropriate for college kids with a easy wisdom of linear programming, uncomplicated research, and likelihood. The authors current a vast evaluation of the most subject matters and techniques of the topic, therefore supporting scholars strengthen an instinct for a way to version uncertainty into mathematical difficulties, what uncertainty adjustments carry to the choice procedure, and what strategies support to regulate uncertainty in fixing the issues. The early chapters introduce a few labored examples of stochastic programming, show how a stochastic version is officially equipped, improve the houses of stochastic courses and the fundamental resolution strategies used to unravel them. The ebook then is going directly to hide approximation and sampling strategies and is rounded off via an in-depth case research. A well-paced and wide-ranging advent to this subject.

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