Stochastic Optimization (eBook, PDF)
eBook, PDF

Stochastic Optimization (eBook, PDF)

Algorithms and Applications

Redaktion: Uryasev, Stanislav; Pardalos, Panos M.
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Stochastic programming is the study of procedures for decision making under the presence of uncertainties and risks. Stochastic programming approaches have been successfully used in a number of areas such as energy and production planning, telecommunications, and transportation. Recently, the practical experience gained in stochastic programming has been expanded to a much larger spectrum of applications including financial modeling, risk management, and probabilistic risk analysis. Major topics in this volume include: (1) advances in theory and implementation of stochastic programming algorit...

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