Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their existence compels a need for rigorous ways of formulating, analyzing, and solving such problems. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. In the second edition of this book the authors introduce new material to reflect recent ...
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Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their existence compels a need for rigorous ways of formulating, analyzing, and solving such problems. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. In the second edition of this book the authors introduce new material to reflect recent developments in stochastic programming, including: an analytical description of the tangent and normal cones of chance constrained sets; analysis of optimality conditions applied to nonconvex problems; a discussion of the stochastic dual dynamic programming method; an extended discussion of law invariant coherent risk measures and their Kusuoka representations; and in-depth analysis of dynamic risk measures and concepts of time consistency, including several new results.
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Add this copy of Lectures on Stochastic Programming: Modeling and Theory to cart. $100.01, new condition, Sold by SurplusTextSeller rated 5.0 out of 5 stars, ships from Columbia, MO, UNITED STATES, published 2021 by Society for Industrial & Applied Mathematics,U.S..
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2021, Society for Industrial & Applied Mathematics,U.S.
Add this copy of Lectures on Stochastic Programming: Modeling and Theory to cart. $152.31, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2021 by Society for Industrial & Applied Mathematics,U.S..
Edition:
2021, Society for Industrial & Applied Mathematics,U.S.
Publisher:
Society for Industrial & Applied Mathematics,U.S.
Published:
2021
Language:
English
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18241833010
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2021, Society for Industrial & Applied Mathematics,U.S.
Add this copy of Lectures on Stochastic Programming: Modeling and Theory to cart. $175.55, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2021 by Society for Industrial & Applied Mathematics,U.S..
Edition:
2021, Society for Industrial & Applied Mathematics,U.S.
Publisher:
Society for Industrial & Applied Mathematics,U.S.
Published:
2021
Language:
English
Alibris ID:
18241777223
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New. MOS-SIAM Series on Optimization . Intended for professional and scholarly audience. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
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Add this copy of Lectures on Stochastic Programming: Modeling and Theory to cart. $196.17, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2021 by SIAM-Society for Industrial.
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2021, Society for Industrial & Applied Mathematics,U.S.
