Computational stochastic programming. Models, algorithms, and implementation

DOI10.1007/978-3-031-52464-6MaRDI QIDQ6536030zbMATHFDO

Authors Lewis Ntaimo

Publication date 19 March 2024

Published in Springer Optimization and Its Applications (Search for Journal in Brave)

zbMATH Keywords

decomposition algorithmsreal-life examplesrisk-neutral and risk-averse models

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Integer programming (90C10) Mixed integer programming (90C11)

Recommendations

• Stochastic linear programming. Models, theory, and computation
• Stochastic programming. Modeling decision problems under uncertainty
• Introduction to stochastic programming.
• Lectures on Stochastic Programming
• Lectures on stochastic programming. Modeling and theory.

This page was built for publication: Computational stochastic programming. Models, algorithms, and implementation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6536030)