rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Introduction to stochastic programming
  name:
    name part: Birge, John R.
    role:
      role term: creator
  name:
    name part: Louveaux, François.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  genre: bibliography
  genre: Electronic books.
  origin info:
    place:
      place term: nyu
    date issued: 1997
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (xix, 421 pages) : illustrations.
  abstract: The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research, mathematics, and probability. Conversely, it is being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks. This textbook provides a first course in stochastic programming suitable for students with a basic knowledge of linear programming, elementary analysis, and probability. The authors aim to present a broad overview of the main themes and methods of the subject. Its prime goal is to help students develop an intuition on how to model uncertainty into mathematical problems, what uncertainty changes bring to the decision process, and what techniques help to manage uncertainty in solving the problems. The first chapters introduce some worked examples of stochastic programming and demonstrate how a stochastic model is formally built. Subsequent chapters develop the properties of stochastic programs and the basic solution techniques used to solve them. Three chapters cover approximation and sampling techniques and the final chapter presents a case study in depth. A wide range of students from operations research, industrial engineering, and related disciplines will find this a well-paced and wide-ranging introduction to this subject.
  note: John R. Birge, Francois Louveaux.
  note: Electronic resource.
  note: Includes bibliographical references (pages 387-410) and indexes.
  subject:
    topic: Stochastic programming
  subject:
    topic: Programmation stochastique
  subject:
    topic: MATHEMATICS
    topic: Linear & Nonlinear Programming
  subject:
    topic: Stochastic programming
  subject:
    topic: Stochastische programmering
  subject:
    topic: Programacao estocastica
  classification: T57.79 .B57 1997eb
  classification: 519.7
  classification: 85.03
  classification: 31.80
  related item:
    title info:
      title: Introduction to stochastic programming
    name:
      name part: Birge, John R.
    origin info:
      publisher: New York : Springer, ©1997
    identifier: (DLC) 97006931
  related item:
    title info:
      title: Springer series in operations research
  identifier: 0387226184 (electronic bk.)
  identifier: 9780387226187 (electronic bk.)
  identifier: 9780387982175
  identifier: 0387982175
  identifier: EBL219473 eBook Library
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: MERUC
    record creation date: 970219
    record change date: 20260422223841.9
    record identifier: in00003513483
    language of cataloging:
      language term: eng