Stochastic Programming

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Synopsis

Stochastic programming - the science that provides us with tools to design and control stochastic systems with the aid of mathematical programming techniques - lies at the intersection of statistics and mathematical programming. The book Stochastic Programming is a comprehensive introduction to the field and its basic mathematical tools. While the mathematics is of a high level, the developed models offer powerful applications, as revealed by the large number of examples presented. The material ranges form basic linear programming to algorithmic solutions of sophisticated systems problems and applications in water resources and power systems, shipbuilding, inventory control, etc. Audience: Students and researchers who need to solve practical and theoretical problems in operations research, mathematics, statistics, engineering, economics, insurance, finance, biology and environmental protection.

Book details

Edition:
1995
Series:
Mathematics and Its Applications (Book 324)
Author:
András Prékopa
ISBN:
9789401730877
Related ISBNs:
9780792334828
Publisher:
Springer Netherlands
Pages:
N/A
Reading age:
Not specified
Includes images:
No
Date of addition:
2022-08-28
Usage restrictions:
Copyright
Copyright date:
1995
Copyright by:
N/A 
Adult content:
No
Language:
English
Categories:
Business and Finance, Mathematics and Statistics, Nonfiction