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Introduction to stochastic programming

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Cover of 'Introduction to stochastic programming'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction and Examples
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    Chapter 2 Uncertainty and Modeling Issues
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    Chapter 3 Basic Properties and Theory
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    Chapter 4 The Value of Information and the Stochastic Solution
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    Chapter 5 Two-Stage Recourse Problems
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    Chapter 6 Multistage Stochastic Programs
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    Chapter 7 Stochastic Integer Programs
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    Chapter 8 Evaluating and Approximating Expectations
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    Chapter 9 Monte Carlo Methods
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    Chapter 10 Multistage Approximations
Attention for Chapter 4: The Value of Information and the Stochastic Solution
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