Springer Series in Operations Research and Financial Engineering

Modeling with Stochastic Programming

Authors: King, Alan J., Wallace, Stein W.

  • The first and only book discussing how to model stochastic programs
  • Mostly non-technical and focuses on the concepts
  • Written by two of the key international researchers
see more benefits

Buy this book

eBook $54.99
price for USA (gross)
  • ISBN 978-0-387-87817-1
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $69.95
price for USA
  • ISBN 978-0-387-87816-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $69.95
price for USA
  • ISBN 978-1-4899-9212-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
About this Textbook

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, and how to reformulate a deterministic model so that it can be analyzed in a stochastic setting. 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 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 at Lancaster University Management School in England.

Reviews

From the reviews:

“It is the first book that systematically tries to answer the questions about modeling under uncertainty … . The book is written in a very readable style … . An experienced researcher who is already familiar with optimization under uncertainty will benefit from reading this book … .” (Laura Galli, Interfaces, Vol. 43 (5), September-October, 2013)

“The book is intended as a textbook for graduate students and researchers interested in decision making under uncertainty. It is expected that the book will also be suitable for teaching some operations research courses for undergraduates. … this textbook can indeed be very useful for mathematics students as a methodological guide to the applications of stochastic programming methods. The structure of the textbook is well adapted to teaching purposes.” (A. H. Žilinskas, Mathematical Reviews, January, 2013)


Table of contents (8 chapters)

  • Uncertainty in Optimization

    King, Alan J. (et al.)

    Pages 1-31

  • Modeling Feasibility and Dynamics

    King, Alan J. (et al.)

    Pages 33-60

  • Modeling the Objective Function

    King, Alan J. (et al.)

    Pages 61-76

  • Scenario-Tree Generation: With Michal Kaut

    King, Alan J. (et al.)

    Pages 77-102

  • Service Network Design: With Arnt-Gunnar Lium and Teodor Gabriel Crainic

    King, Alan J. (et al.)

    Pages 103-122

Buy this book

eBook $54.99
price for USA (gross)
  • ISBN 978-0-387-87817-1
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $69.95
price for USA
  • ISBN 978-0-387-87816-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $69.95
price for USA
  • ISBN 978-1-4899-9212-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
Loading...

Recommended for you

Loading...

Bibliographic Information

Bibliographic Information
Book Title
Modeling with Stochastic Programming
Authors
Series Title
Springer Series in Operations Research and Financial Engineering
Copyright
2012
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-0-387-87817-1
DOI
10.1007/978-0-387-87817-1
Hardcover ISBN
978-0-387-87816-4
Softcover ISBN
978-1-4899-9212-3
Series ISSN
1431-8598
Edition Number
1
Number of Pages
XVI, 176
Topics