Stochastic linear programming. Models, theory, and computation. (Q708714)

This book keeps the structure of the first edition, see [Zbl 1104.90033]. Chapter 1 includes the background material on linear and nonlinear programming accompanied by a survey on solution methods. Chapter 2 deals with single-stage stochastic linear programs, such as problems with probabilistic constraints, quantile functions or various risk and deviation measures. Two- and multistage stochastic linear programs with recourse are treated in Chapter 3 and Chapter 4 is devoted to algorithms. The guide to available software is updated and the list of references expanded. The important innovation of the 2nd edition is the extension of the text for numerous exercises and hints for their answers.