Search Results for: Stochastic Programming

This rapidly developing field encompasses many disciplines including operations research, mathematics, and probability. Conversely, it is being applied in a wid

Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their

While there are several texts on how to solve and analyze stochastic programs, this is the first text to address basic questions about how to model uncertainty,

This book provides an essential introduction to Stochastic Programming, especially intended for graduate students. The book begins by exploring a linear program

A reprint of one of the classic volumes on portfolio theory and investment, this book has been used by the leading professors at universities such as Stanford,