Shapiro, Alexander,

Lectures on stochastic programming : modeling and theory / Alexander Shapiro, Darinka Dentcheva, Andrzej RuszczyƄski. - Third edition. - MOS-SIAM series on optimization ; 28 .

Includes bibliographical references (pages 505-520) and index.

"This third edition covers optimization problems involving uncertain parameters, for which stochastic models are available""--

9781611976588


Stochastic programming.