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Modeling with Stochastic Programming

Modeling with Stochastic Programming Law

Modeling with Stochastic Programming

0 - Default Title
Description
This is an updated version of what is still the only text to address basic questions about how to model uncertainty in mathematical programming, including how to reformulate a deterministic model so that it can be analyzed in a stochastic setting. This second edition has important extensions regarding how to represent random phenomena in the models (also called scenario generation) as well as a new chapter on multi-stage models.
This text would be suitable as a stand-alone or supplement for a second course in OR/MS or in optimization-oriented engineering disciplines where the instructor wants to explain where models come from and what the fundamental modeling issues are. The book is easy-to-read, highly illustrated with lots of examples and discussions. It will be suitable for graduate students and researchers working in operations research, mathematics, engineering and related departments where there is interest in learning how to model uncertainty.
Alan King is a Research Staff Member at IBM's Thomas J. Watson Research Center in New York.
Stein W. Wallace is a Professor of Operational Research and head of Center for Shipping and Logistics at NHH Norwegian School of Economics, Bergen, Norway.
Product details
Binding:
Paperback
Edition:
2
Number of Pages:
220
Release Date:
2025-06-01
Publication Date:
2025-06-01
Publisher:
Springer
Languages:
Original: English
ISBN10:
3031545524
ISBN13:
9783031545528
GPSR Manufacturer Reference:
Weight:
341 g
Height:
155 cm
Width:
235 cm
Thickness:
13 cm
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