Introduction to stochastic programming /

In an extensively updated new edition, this book teaches stochastic programming, with 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 and more.

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Bibliographic Details
Main Author: Birge, John R.
Other Authors: Louveaux, François
Format: Electronic eBook
Language:English
Published: New York ; Berlin ; Heidelberg : Springer, 2011.
Edition:2nd ed.
Series:Springer series in operations research.
Subjects:
Online Access:CONNECT