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,

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

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

Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their

Consisting of two parts, this book presents papers describing publicly available stochastic programming systems that are operational. It presents a diverse coll