Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming
Stochastic programming provides a framework for modelling, analyzing, and solving optimization problems with some parameters being not known up to a probability distribution. Such problems arise in a variety of applications, such as inventory control, financial planning and portfolio optimization, a...
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| Format: | Electronic |
| Language: | English |
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Wiesbaden :
Vieweg+Teubner,
2009.
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| Online Access: | https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-8348-9399-4 |