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Introduction to Stochastic Programming

by John R. Birge

  • ISBN: 9780387982175
  • ISBN10: 0387982175

Introduction to Stochastic Programming

by John R. Birge

  • List Price: $134.00
  • Binding: Hardcover
  • Publisher: Springer Verlag
  • Publish date: 07/01/1997
  • ISBN: 9780387982175
  • ISBN10: 0387982175
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Description: I Models * Introduction and Examples * Uncertainty and Modeling Issues * II Basic Properties * Basic Properties and Theory * The Value of Information and the Stochastic Solution * III Solution Methods * Two-Stage Linear Recourse Problems * Nonlinear Programming Approaches to Two-Stage Recourse Problems * Multistage Stochastic Programs * Stochastic Integer Programs * IV Approximation and Sampling Methods * Evaluating and Approximating Expectations * Monte Carlo Methods * Multistage Approximations * V A Case Study * Capacity Expansion * Appendix: Sample Distribution Functions
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