03539nam a22005175i 4500001001800000003000900018005001700027007001500044008004100059020001800100024003500118050001900153072001600172072001700188072002300205072001500228072001600243100007500259245010200334250001800436264007500454300006700529336002600596337002600622338003600648347002400684490008100708505043100789520121701220650001902437650002502456650003102481650002402512650002402536650004502560650001802605650002402623700007902647710003402726773002602760776003602786776003602822776003602858830008102894856004602975978-3-031-54550-4DE-He21320251030112245.0cr nn 008mamaa240531s2024 sz | s |||| 0|eng d a97830315455047 a10.1007/978-3-031-54550-42doi 4aQA273.A1-274.9 7aPBT2bicssc 7aPBWL2bicssc 7aMAT0290002bisacsh 7aPBT2thema 7aPBWL2thema1 aKing, Alan J.eauthor.4aut4http://id.loc.gov/vocabulary/relators/aut10aModeling with Stochastic Programmingh[electronic resource] /cby Alan J. King, Stein W. Wallace. a2nd ed. 2024. 1aCham :bSpringer International Publishing :bImprint: Springer,c2024. aXVIII, 202 p. 34 illus., 15 illus. in color.bonline resource. atextbtxt2rdacontent acomputerbc2rdamedia aonline resourcebcr2rdacarrier atext filebPDF2rda1 aSpringer Series in Operations Research and Financial Engineering,x2197-17730 aUncertainty in Optimization -- Information Structures and Feasibility -- Modeling the Objective Function -- Scenario Tree Generation, With Michal Kaut and Jamie Fairbrother -- High-Dimentional Dependent Randomness. With Zhaoxia Guo and Michal Kaut -- Service Network Design, With Arnt-Gunnar Lium and Teodor Gabriel Crainic -- A Multi-dimensional Newsboy Problem with Substitution, With Hajnalka Vaagen -- References -- Index. aThis is an updated version of what is still the only text to address basic questions about how to model uncertainty in mathematical programming, including how to reformulate a deterministic model so that it can be analyzed in a stochastic setting. This second edition has important extensions regarding how to represent random phenomena in the models (also called scenario generation) as well as a new chapter on multi-stage models. This text would be suitable as a stand-alone or supplement for a second course in OR/MS or in optimization-oriented engineering disciplines where the instructor wants to explain where models come from and what the fundamental modeling issues are. The book is easy-to-read, highly illustrated with lots of examples and discussions. It will be suitable for graduate students and researchers working in operations research, mathematics, engineering and related departments where there is interest in learning how to model uncertainty. Alan King is a Research Staff Member at IBM's Thomas J. Watson Research Center in New York. Stein W. Wallace is a Professor of Operational Research and head of Center for Shipping and Logistics at NHH Norwegian School of Economics, Bergen, Norway. 0aProbabilities. 0aOperations research. 0aMathematical optimization. 0aNumerical analysis.14aProbability Theory.24aOperations Research and Decision Theory.24aOptimization.24aNumerical Analysis.1 aWallace, Stein W.eauthor.4aut4http://id.loc.gov/vocabulary/relators/aut2 aSpringerLink (Online service)0 tSpringer Nature eBook08iPrinted edition:z978303154549808iPrinted edition:z978303154551108iPrinted edition:z9783031545528 0aSpringer Series in Operations Research and Financial Engineering,x2197-177340uhttps://doi.org/10.1007/978-3-031-54550-4