Stochastic Programming - Brossura

Wallace, Stein W.; Kall, Peter

 
9780471951582: Stochastic Programming

Sinossi

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. Emphasises the appropriate use of the techniques described. Exercises are provided at the end of each chapter.

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9780471951087: Stochastic Programming

Edizione in evidenza

ISBN 10:  0471951080 ISBN 13:  9780471951087
Casa editrice: John Wiley & Sons Ltd, 1994
Brossura