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Lectures on Stochastic Programming: Modeling and Theory - Hardcover

Shapiro, Alexander; Dentcheva, Darinka; Ruszczynski, Andrzej

 
9781611973426: Lectures on Stochastic Programming: Modeling and Theory

Inhaltsangabe

A guide to optimization with stochastic models, featuring both fundamental theory, and new material to reflect recent advances.

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Über die Autorinnen und Autoren

Alexander Shapiro is a Professor in the School of Industrial and Systems Engineering at Georgia Institute of Technology. He has published more than 100 articles and is the co-author of several books.

Darinka Dentcheva is a Professor of Mathematics at Stevens Institute of Technology. She works in the areas of decisions under uncertainty, convex analysis, and stability of optimization problems.

Andrzej Ruszczyński is a Professor of Operations Research at Rutgers University. His research is devoted to the theory and methods of optimization under uncertainty and risk.

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