Stochastic programming: modeling decision problems under uncertainty
Auteur :
Klein Haneveld, Willem K. / van der Vlerk, Maarten H. / Romeijnders, Ward
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783030292218
Date de publication :
5 nov. 2020
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
This book provides an essential introduction to Stochastic Programming, especially intended for graduate students. Several models for this problem are presented, including the main ones used in Stochastic Programming: recourse models and chance constraint models.