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Stochastic Programming

by A. Prekopa

Stochastic Programming Cover

Synopses & Reviews

Publisher Comments:

Stochastic programming - the science that provides us with tools to design and control stochastic systems with the aid of mathematical programming techniques - lies at the intersection of statistics and mathematical programming. The book Stochastic Programming is a comprehensive introduction to the field and its basic mathematical tools. While the mathematics is of a high level, the developed models offer powerful applications, as revealed by the large number of examples presented. The material ranges form basic linear programming to algorithmic solutions of sophisticated systems problems and applications in water resources and power systems, shipbuilding, inventory control, etc. Audience: Students and researchers who need to solve practical and theoretical problems in operations research, mathematics, statistics, engineering, economics, insurance, finance, biology and environmental protection.

Book News Annotation:

A graduate textbook that presents a comprehensive introduction to the field of stochastic programming (which provides tools to design and control stochastic systems with the aid of mathematical programming techniques) and its basic mathematical tools. While the mathematics is of a high level, the developed models offer powerful applications, demonstrated by a large number of examples. The material presented ranges from basic linear programming to algorithmic solutions of sophisticated system problems, and applications in such areas as water resources and power systems, ship manufacturing, and inventory control. Most chapters include exercises and problems.
Annotation c. Book News, Inc., Portland, OR (booknews.com)

Product Details

ISBN:
9780792334828
Author:
Prekopa, A.
Publisher:
Springer
Author:
Prekopa, Andras
Author:
Prkopa, Andrs
Author:
Prikopa, Andras
Subject:
Linear Programming
Subject:
Stochastic processes
Subject:
Operations Research
Subject:
Probability & Statistics - General
Edition Number:
1
Series:
Monographiae Biologicae
Series Volume:
324
Publication Date:
July 1995
Binding:
Hardcover
Language:
English
Illustrations:
Y
Pages:
624
Dimensions:
9.21x6.14x1.44 in. 2.30 lbs.

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