Introduction to Stochastic Programming (Springer Series in Operations Research and Financial Engineering)
by John R. Birge, François Louveaux
An authoritative introduction to stochastic programming, covering models, algorithms, and applications for optimization under uncertainty in operations research and finance.
About This Book
This book presents core principles and models used in stochastic programming.
It covers theory, algorithms, and practical considerations for decision-making under uncertainty.
Readers will find structured explanations of recourse models and decomposition techniques.
The text is part of the Springer Series in Operations Research and Financial Engineering.
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