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Record Nr. |
UNISALENTO991000573399707536 |
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Autore |
Shapiro, Alexander |
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Titolo |
Lectures on stochastic programming : modeling and theory / Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczynski |
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Pubbl/distr/stampa |
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Philadelphia : Society for Industrial and Applied Mathematics : Mathematical Programming Society, c2009 |
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ISBN |
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Descrizione fisica |
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xv, 436 p. : ill. ; 26 cm |
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Collana |
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MPS-SIAM series on optimization ; 9 |
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Classificazione |
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AMS 90C15 |
AMS 90-02 |
LC T57.79.S54 |
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Altri autori (Persone) |
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Dentcheva, Darinkaauthor |
Ruszczynski, Andrzejauthor |
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Disciplina |
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Soggetti |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di bibliografia |
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Includes bibliographical references and index |
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Nota di contenuto |
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Stochastic programming models ; Two-stage problems ; Multistage problems ; Optimization models with probabilistic constraints ; Statistical inference ; Risk averse optimization ; Background material ; Bibliographical remarks |
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