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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
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Consisting of two parts, this book presents papers describing publicly available stochastic programming systems that are operational. It presents a diverse coll
Introduction to Stochastic Programming
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This rapidly developing field encompasses many disciplines including operations research, mathematics, and probability. Conversely, it is being applied in a wid
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Optimization problems arising in practice usually contain several random parameters. Hence, in order to obtain optimal solutions being robust with respect to ra
Stochastic Programming: Applications In Finance, Energy, Planning And Logistics
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This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represe