Lectures on Stochastic Programming: Modeling and Theory, Third Edition

DOI10.1137/1.9781611976595zbMath1487.90507OpenAlexW4252698487MaRDI QIDQ5161579

Ruszczyński, Andrzej, Alexander Shapiro, Dentcheva, Darinka

Publication date: 30 October 2021

Full work available at URL: https://doi.org/10.1137/1.9781611976595

stochastic programming numerical methods two-stage models distributionally robust optimization risk-averse optimization multistage models models with probabilistic constraints

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Monte Carlo methods (65C05) Stochastic programming (90C15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

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