This rapidly developing field encompasses many disciplines including operations research, mathematics, and probability. Conversely, it is being applied in a wid

An accessible and rigorous presentation of contemporary models and ideas of stochastic programming, this book focuses on optimization problems involving uncerta

This book provides an essential introduction to Stochastic Programming, especially intended for graduate students. The book begins by exploring a linear program

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,

Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begi