STOCHASTIC PROGRAMMING
Edited by A. Ruszczynski and A. Shapiro
CHAPTER 1
Stochastic Programming Models
A. Ruszczynski and A. Shapiro
1. Introduction*
2. Two-stage models
3. Multistage models
4. Robust and min–max approaches to stochastic optimization
Appendix
Bibliographic notes
References
* The first two pages of the chapters are available as PDF file.
Complete chapters on ScienceDirect
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