Overview
- The first and only book discussing how to model stochastic programs
- Mostly non-technical and focuses on the concepts
- Written by two of the key international researchers
- Includes supplementary material: sn.pub/extras
Part of the book series: Springer Series in Operations Research and Financial Engineering (ORFE)
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About this book
While there are several texts on how to solve and analyze stochastic programs, this is the first text to address basic questions about how to model uncertainty, and how to reformulate a deterministic model so that it can be analyzed in a stochastic setting. This text would be suitable as a stand-alone or supplement for a second course in OR/MS or in optimization-oriented engineering disciplines where the instructor wants to explain where models come from and what the fundamental issues are.
The book is easy-to-read, highly illustrated with lots of examples and discussions. It will be suitable for graduate students and researchers working in operations research, mathematics, engineering and related departments where there is interest in learning how to model uncertainty.
Alan King is a Research Staff Member at IBM's Thomas J. Watson Research Center in New York.
Stein W. Wallace is a Professor of Operational Research at Lancaster University Management School in England.
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Keywords
Table of contents (8 chapters)
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Front Matter
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Back Matter
Reviews
From the reviews:
“It is the first book that systematically tries to answer the questions about modeling under uncertainty … . The book is written in a very readable style … . An experienced researcher who is already familiar with optimization under uncertainty will benefit from reading this book … .” (Laura Galli, Interfaces, Vol. 43 (5), September-October, 2013)
“The book is intended as a textbook for graduate students and researchers interested in decision making under uncertainty. It is expected that the book will also be suitable for teaching some operations research courses for undergraduates. … this textbook can indeed be very useful for mathematics students as a methodological guide to the applications of stochastic programming methods. The structure of the textbook is well adapted to teaching purposes.” (A. H. Žilinskas, Mathematical Reviews, January, 2013)
Authors and Affiliations
Bibliographic Information
Book Title: Modeling with Stochastic Programming
Authors: Alan J. King, Stein W. Wallace
Series Title: Springer Series in Operations Research and Financial Engineering
DOI: https://doi.org/10.1007/978-0-387-87817-1
Publisher: Springer New York, NY
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer Science+Business Media New York 2012
Softcover ISBN: 978-1-4899-9212-3Published: 17 July 2014
eBook ISBN: 978-0-387-87817-1Published: 19 June 2012
Series ISSN: 1431-8598
Series E-ISSN: 2197-1773
Edition Number: 1
Number of Pages: XVI, 176
Topics: Probability Theory and Stochastic Processes, Operations Research/Decision Theory, Optimization, Numerical Analysis