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Stochastic Programming

  • András Prékopa

Part of the Mathematics and Its Applications book series (MAIA, volume 324)

Table of contents

  1. Front Matter
    Pages i-xviii
  2. András Prékopa
    Pages 1-33
  3. András Prékopa
    Pages 35-57
  4. András Prékopa
    Pages 59-85
  5. András Prékopa
    Pages 87-123
  6. András Prékopa
    Pages 125-178
  7. András Prékopa
    Pages 179-217
  8. András Prékopa
    Pages 219-232
  9. András Prékopa
    Pages 233-268
  10. András Prékopa
    Pages 269-299
  11. András Prékopa
    Pages 373-423
  12. András Prékopa
    Pages 425-446
  13. András Prékopa
    Pages 447-500
  14. András Prékopa
    Pages 501-539
  15. Back Matter
    Pages 541-599

About this book

Introduction

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.

Keywords

Approximation Normal distribution STATISTICA algorithms linear optimization operations research optimization statistics

Authors and affiliations

  • András Prékopa
    • 1
    • 2
  1. 1.RUTCOR, Rutgers Center for Operations ResearchRutgers UniversityNew BrunswickUSA
  2. 2.Department of Operations ResearchLoránd Eötvös UniversityBudapestHungary

Bibliographic information

  • DOI https://doi.org/10.1007/978-94-017-3087-7
  • Copyright Information Springer Science+Business Media B.V. 1995
  • Publisher Name Springer, Dordrecht
  • eBook Packages Springer Book Archive
  • Print ISBN 978-90-481-4552-2
  • Online ISBN 978-94-017-3087-7
  • Buy this book on publisher's site