000 01556 n a2200217 4500
001 u7460
003 SIRSI
005 20251112200007.0
008 |a250901t2011 enka r 01|0 eng d
020 _a9781493937035
040 _aclrauoh
_beng
_cclrauoh
_erda
100 _aBirge, John R.,
_eauthor.
245 1 0 _aIntroduction to stochastic programming /
_cJohn R. Birge ; François Louveaux.
250 _aSecond edition.
336 _atext
_btxt
_2rdacontent
337 _aunmediated
_bn
_2rdamedia
338 _avolume
_bnc
_2rdacarrier
520 _aThe aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research, mathematics, and probability. At the same time, it is now being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks. This textbook provides a first course in stochastic programming suitable for students with a basic knowledge of linear programming, elementary analysis, and probability. The authors aim to present a broad overview of the main themes and methods of the subject. Its prime goal is to help students develop an intuition on how to model uncertainty into mathematical problems, what uncertainty changes bring to the decision process, and what techniques help to manage uncertainty in solving the problems.
650 _aStochastic programming.
700 _aLouveaux, François,
_eauthor.
999 _c6476
_d6476