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This book examines optimization problems that in practice involve random model parameters. It details the computation of robust optimal solutions, i.e., optimal
Modeling with Stochastic Programming
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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,
Stochastic Models in Operations Research: Stochastic optimization
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This two-volume set of texts explores the central facts and ideas of stochastic processes, illustrating their use in models based on applied and theoretical inv
Stochastic Processes and Models in Operations Research
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Stochastic Programming
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This book provides an essential introduction to Stochastic Programming, especially intended for graduate students. The book begins by exploring a linear program