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024 7 $a10.1007/978-3-030-29219-5
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035   $a(DE-He213)978-3-030-29219-5
035   $a(PPN)24282496X
035   $a(EXLCZ)994100000009678418
100   $a20191024d2020      u|         0
101 0 $aeng
135   $aurcnu||||||||
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aStochastic Programming $eModeling Decision Problems Under Uncertainty /$fby Willem K. Klein Haneveld, Maarten H. van der Vlerk, Ward Romeijnders
205   $a1st ed. 2020.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2020.
215   $a1 online resource (255 pages) $cillustrations
225 1 $aGraduate Texts in Operations Research,$x2662-6012
311   $a3-030-29218-5 
320   $aIncludes bibliographical references and index.
327   $aIntroduction -- Random Objective Functions -- Recourse Models -- Stochastic Mixed-integer Programming -- Chance Constraints -- Integrated Chance Constraints -- Assignments -- Case Studies.
330   $aThis book provides an essential introduction to Stochastic Programming, especially intended for graduate students. The book begins by exploring a linear programming problem with random parameters, representing a decision problem under uncertainty. Several models for this problem are presented, including the main ones used in Stochastic Programming: recourse models and chance constraint models. The book not only discusses the theoretical properties of these models and algorithms for solving them, but also explains the intrinsic differences between the models. In the book?s closing section, several case studies are presented, helping students apply the theory covered to practical problems. The book is based on lecture notes developed for an Econometrics and Operations Research course for master students at the University of Groningen, the Netherlands - the longest-standing Stochastic Programming course worldwide.
410  0$aGraduate Texts in Operations Research,$x2662-6012
606   $aOperations research
606   $aDecision making
606   $aProbabilities
606   $aMathematical optimization
606   $aEconomics
606   $aOperations Research/Decision Theory$3https://scigraph.springernature.com/ontologies/product-market-codes/521000
606   $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004
606   $aOptimization$3https://scigraph.springernature.com/ontologies/product-market-codes/M26008
606   $aEconomic Theory/Quantitative Economics/Mathematical Methods$3https://scigraph.springernature.com/ontologies/product-market-codes/W29000
615  0$aOperations research.
615  0$aDecision making.
615  0$aProbabilities.
615  0$aMathematical optimization.
615  0$aEconomics.
615 14$aOperations Research/Decision Theory.
615 24$aProbability Theory and Stochastic Processes.
615 24$aOptimization.
615 24$aEconomic Theory/Quantitative Economics/Mathematical Methods.
676   $a519.7
700   $aKlein Haneveld$b Willem K$4aut$4http://id.loc.gov/vocabulary/relators/aut$0753871
702   $avan der Vlerk$b Maarten H$4aut$4http://id.loc.gov/vocabulary/relators/aut
702   $aRomeijnders$b Ward$4aut$4http://id.loc.gov/vocabulary/relators/aut
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910367242103321
996   $aStochastic Programming$92153535
997   $aUNINA