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Introduction to Stochastic Programming

John R. Birge and François Louveaux
Publisher: 
Springer
Publication Date: 
2011
Number of Pages: 
485
Format: 
Hardcover
Series: 
Springer Series in Operations Research and Financial Engineering
Price: 
74.95
ISBN: 
9781461402367
Category: 
Monograph
We do not plan to review this book.

Introduction and Examples.- Uncertainty and Modeling Issues.- Basic Properties and Theory.- The Value of Information and the Stochastic Solution.- Two-Stage Recourse Problems.- Multistage Stochastic Programs.- Stochastic Integer Programs.- Evaluating and Approximating Expectations.- Monte Carlo Methods.- Multistage Approximations.- Sample Distribution Functions.- References

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