Lectures on Stochastic Programming: Modeling and Theory, Third Edition

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

Mathematics Subject Classification ID

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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