In this extensively updated new edition there is more material on methods and examples including several new approaches for discrete variables, new results on risk measures in modeling and Monte Carlo sampling methods, a new chapter on relationships to other methods including approximate dynamic programming, robust optimization and online methods.
The book is highly illustrated with chapter summaries and many examples and exercises. Students, researchers and practitioners in operations research and the optimization area will find it particularly of interest.
Review of First Edition:
"The discussion on modeling issues, the large number of examples used to illustrate the material, and the breadth of the coverage make 'Introduction to Shastic Programming' an ideal textbook for the area." (Interfaces, 1998)
In this extensively updated new edition there is more material on methods and examples including several new approaches for discrete variables, new results on risk measures in modeling and Monte Carlo sampling methods, a new chapter on relationships to other methods including approximate dynamic programming, robust optimization and online methods.
The book is highly illustrated with chapter summaries and many examples and exercises. Students, researchers and practitioners in operations research and the optimization area will find it particularly of interest.
Review of First Edition:
"The discussion on modeling issues, the large number of examples used to illustrate the material, and the breadth of the coverage make 'Introduction to Shastic Programming' an ideal textbook for the area." (Interfaces, 1998)

Introduction to Stochastic Programming
485
Introduction to Stochastic Programming
485Paperback(2nd ed. 2011)
Product Details
ISBN-13: | 9781493937035 |
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Publisher: | Springer New York |
Publication date: | 06/27/2011 |
Series: | Springer Series in Operations Research and Financial Engineering |
Edition description: | 2nd ed. 2011 |
Pages: | 485 |
Product dimensions: | 7.01(w) x 10.00(h) x (d) |