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Book
Stochastic Programming
Authors: --- --- ---
ISBN: 9783030292195 Year: 2020 Publisher: Cham Springer International Publishing :Imprint: Springer


Book
A stochastic programming approach to multiperiod production planning
Authors: --- --- ---
Year: 1988 Publisher: Groningen University of Groningen

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Multilinear approximation on rectangles and the related moment problem
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Year: 1988 Publisher: Groningen University of Groningen

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Simple integer recourse with random technology matrix
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Year: 1992 Publisher: Groningen University

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Multi
Stochastic Programming : Modeling Decision Problems Under Uncertainty
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ISBN: 9783030292195 Year: 2020 Publisher: Cham Springer International Publishing

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This 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.


Book
Proceedings of the Seventh Conference on Probability Theory
Authors: --- --- --- --- --- et al.
ISBN: 9783112314036 Year: 2020 Publisher: Berlin Boston

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