Lectures on Stochastic Programming

DOI10.1137/1.9780898718751zbMath1183.90005OpenAlexW4247165901WikidataQ105584123 ScholiaQ105584123MaRDI QIDQ3643498

Dentcheva, Darinka, Ruszczyński, Andrzej, Alexander Shapiro

Publication date: 9 November 2009

Full work available at URL: https://doi.org/10.1137/1.9780898718751

zbMATH Keywords

statistical inferencesample average approximationoptimality and dualityrisk-averse approachesstochastic programming models

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic programming (90C15) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

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