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Lecture on Stochastic Programming - Shapiro.pdf

Lecture on Stochastic Programming - Shapiro.pdf

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Published by: MacCaco on Apr 01, 2014
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L
ECTURESON
S
TOCHASTIC
P
ROGRAMMING
ODELING AND
 
HEORY 
Alexander Shapiro
Georgia Institute of TechnologyAtlanta, Georgia
Darinka Dentcheva
Stevens Institute of TechnologyHoboken, New Jersey
Andrzej Ruszczynski
Rutgers UniversityNew Brunswick, New Jersey
Society for Industrial and Applied MathematicsPhiladelphiaMathematical Programming Society Philadelphia
´
 
Copyright © 2009by the Society for Industrial and Applied Mathematics and the MathematicalProgramming Society10 9 8 7 6 5 4 3 2 1All rights reserved. Printed in the United States of America. No part of this book may bereproduced, stored, or transmitted in any manner without the written permission of the publisher.For information, write to the Society for Industrial and Applied Mathematics, 3600 Market Street,6thFloor, Philadelphia, PA 19104-2688 USA.Trademarked names may be used in this book without the inclusion of a trademark symbol. Thesenames are used in an editorial context only; no infringement of trademark is intended.Cover image appears courtesy of Julia Shapiro.
Library of Congress Cataloging-in-Publication Data
Shapiro, Alexander, 1949-Lectures on stochastic programming : modeling and theory / Alexander Shapiro, DarinkaDentcheva, Andrzej Ruszczynski.p. cm. -- (MPS-SIAM series on optimization ; 9)Includes bibliographical references and index.ISBN 978-0-898716-87-01. Stochastic programming. I. Dentcheva, Darinka. II. Ruszczynski, Andrzej P. III. Title. T57.79.S54 2009519.7--dc222009022942is a registered trademark.is a registered trademark.´´
 
To Julia, Benjamin, Daniel, Natan, and Yael; to Tsonka, Konstatin, and Marek;and to the memory of Feliks, Maria, and Dentcho

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