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OverviewLectures on Stochastic Programming: Modeling and Theory, Third Edition covers optimization problems involving uncertain parameters for which stochastic models are available. These problems occur in almost all areas of science and engineering. This substantial revision of the previous edition presents a modern theory of stochastic programming, including expanded coverage of sample complexity, risk measures, and distributionally robust optimization: Chapter 6 is updated and the interchangeability principle for risk measures is discussed in detail. Two new chapters, 'Distributionally Robust Stochastic Programming' (DRSP) and 'Computational Methods' provide readers with a solid understanding of emerging topics. Chapter 8 presents new material on formulation and numerical approaches to solving periodical multistage stochastic programs. This book is written for researchers and graduate students working on theory and applications of optimization. Full Product DetailsAuthor: Alexander Shapiro , Darinka Dentcheva , Andrzej RuszczskiPublisher: Society for Industrial & Applied Mathematics,U.S. Imprint: Society for Industrial & Applied Mathematics,U.S. Edition: 3rd Revised edition Weight: 1.290kg ISBN: 9781611976588ISBN 10: 1611976588 Pages: 527 Publication Date: 30 December 2021 Audience: Professional and scholarly , Professional & Vocational Format: Hardback Publisher's Status: Active Availability: In Print  This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us. Table of ContentsReviewsAuthor InformationTab Content 6Author Website:Countries AvailableAll regions |
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