Modelling with Stochastic Programming

Author/creator King, Alan J. Author
Other author Wallace,Stein W. Author
Format Electronic
Publication InfoNew York : Springer
Description192 p. ill 09.210 x 06.140 in.
Supplemental ContentFull text available from Springer Nature - Springer Mathematics and Statistics eBooks 2012 English International
Supplemental ContentFull text available from Springer Books
Subjects

SeriesSpringer Series in Operations Research and Financial Engineering Ser.
Summary Annotation While there are several texts on how to solve and analyze stochastic programs, this is the first text to address basic questions about how to model uncertainty, and how to reformulate a deterministic model so that it can be analyzed in a stochastic setting. This text would be suitable as a stand-alone or supplement for a second course in OR/MS or in optimization-oriented engineering disciplines where the instructor wants to explain where models come from and what the fundamental issues are. The book is easy-to-read, highly illustrated with lots of examples and discussions. It will be suitable for graduate students and researchers working in operations research, mathematics, engineering and related departments where there is interest in learning how to model uncertainty. Alan King is a Research Staff Member at IBM's Thomas J. Watson Research Center in New York. Stein W. Wallace is a Professor of Operational Research at Lancaster University Management School in England.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
ISBN9780387878164
ISBN0387878165 (Trade Cloth) Active Record
Standard identifier# 9780387878164
Stock number0387878165 00024965