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Hanbooks in Operations Research and Management Series Volume 10 : Volume 10 - Ruszczynski

Hanbooks in Operations Research and Management Series Volume 10

Volume 10

Hardcover Published: 23rd October 2003
ISBN: 9780444508546
Number Of Pages: 700

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The area of stochastic programming was created in the middle of the last century, following fundamental achievements in linear and nonlinear programming. However, because of the inherent difficulty of stochastic optimization problems, it took a long time until efficient solution methods were developed. In the last two decades a dramatic change in our abilities to solve stochastic programming problems took place. This Handbook Volume brings together leading experts in the most important sub-fields of stochastic programming to present a rigorous overview of basic models, methods and applications of stochastic programming. The work is intended for researchers, students, engineers and economists, who encounter in their work optimization problems involving uncertainty. Important research volume for Management Scientists, Operations Researchers, Industrial Engineers, Econometricians, and Applied Mathematicians.

Preface
Stochastic Programming Modelsp. 1
Optimality and Duality in Stochastic Programmingp. 65
Decomposition Methodsp. 141
Stochastic Integer Programmingp. 213
Probabilistic Programmingp. 267
Monte Carlo Sampling Methodsp. 353
Stochastic Optimization and Statistical Inferencep. 427
Stability of Stochastic Programming Problemsp. 483
Stochastic Programming in Transportation and Logisticsp. 555
Stochastic Programming Models in Energyp. 637
Subject Indexp. 679
Contents of Previous Volumesp. 683
Table of Contents provided by Blackwell. All Rights Reserved.

ISBN: 9780444508546
ISBN-10: 0444508546
Series: Handbooks in Operations Research and Management Science
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 700
Published: 23rd October 2003
Publisher: Elsevier Science & Technology
Country of Publication: GB
Dimensions (cm): 23.62 x 16.26  x 4.32
Weight (kg): 1.15