Introduction to stochastic programming
Auteur :
Birge, John R. / Louveaux, François
Éditeur :
Springer-Verlag New York Inc.
ISBN :
9781493937035
Date de publication :
27 juin 2011
Dimensions :
25,4 x 17,8 cm
Langue :
Anglais
Pays d'origine :
USA
In an extensively updated new edition, this book teaches stochastic programming, with 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 and more.