Stochastic Programming: Numerical Techniques and Engineering Applications : Proceedings of the 2nd Gamm/Ifip-workshop on Stochastic Optimization (Lecture Notes in Economics and Mathematical Systems)
| Author | : | |
| Rating | : | 4.75 (848 Votes) |
| Asin | : | 0387589961 |
| Format Type | : | paperback |
| Number of Pages | : | 361 Pages |
| Publish Date | : | 0000-00-00 |
| Language | : | English |
DESCRIPTION:
rajasahib said GOOD BOOK : GOOD NEWS. I higghly recommend this book for a starting point in Stochastic optimization. It isperfectly suitable for a person with no background in this field. The best part isWiley has released the copyright on the book, and the authors made the text available to the scientific community: it can be downloaded for free. Folllow the link at the Stochastic Programming Communi
Exercises are provided at the end of each chapter.. Emphasises the appropriate use of the techniques described. Carefully written to cover all necessary background material from both linear and non-linear programming as well as probability theory, the book brings together the methods and techniques previously described in disparate sources. Topics include decision trees and dynamic programming, recourse problems, probabilistic constraints, preprocessing and network problems