1.

Record Nr.

UNISALENTO991000573399707536

Autore

Shapiro, Alexander

Titolo

Lectures on stochastic programming : modeling and theory / Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczynski

Pubbl/distr/stampa

Philadelphia : Society for Industrial and Applied Mathematics : Mathematical Programming Society, c2009

ISBN

9780898716870

089871687X

Descrizione fisica

xv, 436 p. : ill. ; 26 cm

Collana

MPS-SIAM series on optimization ; 9

Classificazione

AMS 90C15

AMS 90-02

LC T57.79.S54

Altri autori (Persone)

Dentcheva, Darinkaauthor

Ruszczynski, Andrzejauthor

Disciplina

519.7

Soggetti

Stochastic programming

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Nota di bibliografia

Includes bibliographical references and index

Nota di contenuto

Stochastic programming models ; Two-stage problems ; Multistage problems ; Optimization models with probabilistic constraints ; Statistical inference ; Risk averse optimization ; Background material ; Bibliographical remarks