03814nam 22006735 450 991036724210332120200703115301.03-030-29219-310.1007/978-3-030-29219-5(CKB)4100000009678418(MiAaPQ)EBC6112899(DE-He213)978-3-030-29219-5(PPN)24282496X(EXLCZ)99410000000967841820191024d2020 u| 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierStochastic Programming Modeling Decision Problems Under Uncertainty /by Willem K. Klein Haneveld, Maarten H. van der Vlerk, Ward Romeijnders1st ed. 2020.Cham :Springer International Publishing :Imprint: Springer,2020.1 online resource (255 pages) illustrationsGraduate Texts in Operations Research,2662-60123-030-29218-5 Includes bibliographical references and index.Introduction -- Random Objective Functions -- Recourse Models -- Stochastic Mixed-integer Programming -- Chance Constraints -- Integrated Chance Constraints -- Assignments -- Case Studies.This book provides an essential introduction to Stochastic Programming, especially intended for graduate students. The book begins by exploring a linear programming problem with random parameters, representing a decision problem under uncertainty. Several models for this problem are presented, including the main ones used in Stochastic Programming: recourse models and chance constraint models. The book not only discusses the theoretical properties of these models and algorithms for solving them, but also explains the intrinsic differences between the models. In the book’s closing section, several case studies are presented, helping students apply the theory covered to practical problems. The book is based on lecture notes developed for an Econometrics and Operations Research course for master students at the University of Groningen, the Netherlands - the longest-standing Stochastic Programming course worldwide.Graduate Texts in Operations Research,2662-6012Operations researchDecision makingProbabilitiesMathematical optimizationEconomicsOperations Research/Decision Theoryhttps://scigraph.springernature.com/ontologies/product-market-codes/521000Probability Theory and Stochastic Processeshttps://scigraph.springernature.com/ontologies/product-market-codes/M27004Optimizationhttps://scigraph.springernature.com/ontologies/product-market-codes/M26008Economic Theory/Quantitative Economics/Mathematical Methodshttps://scigraph.springernature.com/ontologies/product-market-codes/W29000Operations research.Decision making.Probabilities.Mathematical optimization.Economics.Operations Research/Decision Theory.Probability Theory and Stochastic Processes.Optimization.Economic Theory/Quantitative Economics/Mathematical Methods.519.7Klein Haneveld Willem Kauthttp://id.loc.gov/vocabulary/relators/aut753871van der Vlerk Maarten Hauthttp://id.loc.gov/vocabulary/relators/autRomeijnders Wardauthttp://id.loc.gov/vocabulary/relators/autMiAaPQMiAaPQMiAaPQBOOK9910367242103321Stochastic Programming2153535UNINA