03918nam a22006015i 4500 978-3-031-54550-4 DE-He213 20251030112245.0 cr nn 008mamaa 240531s2024 sz | s |||| 0|eng d 9783031545504 978-3-031-54550-4 10.1007/978-3-031-54550-4 doi QA273.A1-274.9 PBT bicssc PBWL bicssc MAT029000 bisacsh PBT thema PBWL thema King, Alan J. author. aut http://id.loc.gov/vocabulary/relators/aut 77923 Modeling with Stochastic Programming [electronic resource] / by Alan J. King, Stein W. Wallace. 2nd ed. 2024. Cham : Springer International Publishing : Imprint: Springer, 2024. XVIII, 202 p. 34 illus., 15 illus. in color. online resource. text txt rdacontent computer c rdamedia online resource cr rdacarrier text file PDF rda Springer Series in Operations Research and Financial Engineering, 2197-1773 Uncertainty 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. This 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. Probabilities. 65724 Operations research. 57943 Mathematical optimization. 65522 Numerical analysis. Probability Theory. 67428 Operations Research and Decision Theory. 67143 Optimization. 65528 Numerical Analysis. Wallace, Stein W. author. aut http://id.loc.gov/vocabulary/relators/aut 77924 SpringerLink (Online service) Springer Nature eBook Printed edition: 9783031545498 Printed edition: 9783031545511 Printed edition: 9783031545528 Springer Series in Operations Research and Financial Engineering, 2197-1773 76963 https://doi.org/10.1007/978-3-031-54550-4 ZDB-2-SMA ZDB-2-SXMS 60334 60334