by JohnR.Birge (Author), François Louveaux (Author)
In an extensively updated new edition, this book teaches stochastic programming, with new approaches for discrete variables, new results on risk measures in modeling and Monte Carlo sampling methods, a new chapter on relationships to other methods and more.
Format: Hardcover
Pages: 510
Edition: 2nd Edition.
Publisher: Springer
Published: 20 Jun 2011
ISBN 10: 1461402360
ISBN 13: 9781461402367