Lectures on Stochastic Programming: Modeling and Theory, Third Edition
Publication:5161579
DOI10.1137/1.9781611976595zbMath1487.90507MaRDI QIDQ5161579
Ruszczyński, Andrzej, Alexander Shapiro, Dentcheva, Darinka
Publication date: 30 October 2021
Full work available at URL: https://doi.org/10.1137/1.9781611976595
stochastic programming; numerical methods; two-stage models; distributionally robust optimization; risk-averse optimization; multistage models; models with probabilistic constraints
65K05: Numerical mathematical programming methods
65C05: Monte Carlo methods
90C15: Stochastic programming
90-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming
90-02: Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming
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