Modeling With Stochastic Programming

Stochastic programming is an important area of operations research dealing with decision problems under uncertainty, with probablistic models of uncertainty. This book fills the gap between the theory and methods of stochastic programming and operations research practitioners. It discusses differen [...]
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Stochastic programming is an important area of operations research dealing with decision problems under uncertainty, with probablistic models of uncertainty. This book fills the gap between the theory and methods of stochastic programming and operations research practitioners. It discusses different ways of formulating stochastic optimization problems and illustrates the advantages and disadvantages of various formulations by using specific examples and case studies.