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Lectures on stochastic programming : modeling and theory
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Lectures on stochastic programming : modeling and theory

Alexander Shapiro

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Contents

Stochastic programming models
Two-stage problems
Multistage problems
Optimization models with probabilistic constraints
Statistical inference
Risk averse optimization
Background material
Bibliographical remarks.

Topics

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Lectures on stochastic programming : modeling and theory by Alexander Shapiro. ISBN 9781611973426. Published by Society for Industrial and Applied Mathematics in 2014. Publication and catalogue information, links to buy online and reader comments.

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