Get 40% off of select print and eBooks in Engineering & Materials Science!

Graduate Texts in Operations Research
cover

Stochastic Programming

Modeling Decision Problems Under Uncertainty

Authors: Klein Haneveld, Willem K., van der Vlerk, Maarten H., Romeijnders, Ward

  • Provides a comprehensive course on stochastic programming on the graduate level
  • Places major emphasis on conceptual modeling
  • Shows students how to integrate risk in a linear programming framework
  • Includes an additional chapter on stochastic integer programming
おすすめポイントをすべて見る

書籍の購入

イーブック ¥6,176
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • イーブック版は、まもなく発売予定です。
  • 予定日: December 12, 2019
  • ISBN 978-3-030-29219-5
  • ウォーターマーク付、 DRMフリー
  • ファイル形式:
  • どの電子書籍リーダーからでもすぐにお読みいただけます。
ハードカバー ¥10,529
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • 予定日: December 12, 2019
  • ISBN 978-3-030-29218-8
  • 個人のお客様には、世界中どこでも配送料無料でお届けします。
この教本について

This book provides an essential introduction to Stochastic Programming, especially intended for graduate students. The book begins by exploring a linear programming problem with random parameters, representing a decision problem under uncertainty. Several models for this problem are presented, including the main ones used in Stochastic Programming: recourse models and chance constraint models. The book not only discusses the theoretical properties of these models and algorithms for solving them, but also explains the intrinsic differences between the models. In the book’s closing section, several case studies are presented, helping students apply the theory covered to practical problems.

The book is based on lecture notes developed for an Econometrics and Operations Research course for master students at the University of Groningen, the Netherlands - the longest-standing Stochastic Programming course worldwide. 

著者について

Wim Klein Haneveld is Emeritus Professor in the Department of Operations at the University of Groningen. He is one of the pioneers of Stochastic Programming. He developed the Stochastic Programming course for graduate students at the University of Groningen and has taught this course for many years.
Maarten van der Vlerk was Professor in the Department of Operations at the University of Groningen. He was an expert in Stochastic Integer Programming. For many years he was lecturer of the Stochastic Programming course in Groningen and a PhD course on Stochastic Programming at the LNMB (the Dutch Network on the Mathematics of Operations Research).
Ward Romeijnders is Assistant Professor in the Department of Operations at the University of Groningen. He is an expert in Stochastic Integer Programming. He is the current lecturer of the Stochastic Programming courses in Groningen and at the LNMB. 


書籍の購入

イーブック ¥6,176
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • イーブック版は、まもなく発売予定です。
  • 予定日: December 12, 2019
  • ISBN 978-3-030-29219-5
  • ウォーターマーク付、 DRMフリー
  • ファイル形式:
  • どの電子書籍リーダーからでもすぐにお読みいただけます。
ハードカバー ¥10,529
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • 予定日: December 12, 2019
  • ISBN 978-3-030-29218-8
  • 個人のお客様には、世界中どこでも配送料無料でお届けします。
Loading...

この書籍のサービス情報

あなたへのおすすめ

Loading...

書誌情報

Bibliographic Information
Book Title
Stochastic Programming
Book Subtitle
Modeling Decision Problems Under Uncertainty
Authors
Series Title
Graduate Texts in Operations Research
Copyright
2020
Publisher
Springer International Publishing
Copyright Holder
Springer Nature Switzerland AG
イーブック ISBN
978-3-030-29219-5
DOI
10.1007/978-3-030-29219-5
ハードカバー ISBN
978-3-030-29218-8
Series ISSN
2662-6012
Edition Number
1
Number of Pages
XII, 249
Number of Illustrations
26 b/w illustrations, 1 illustrations in colour
Topics