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

An accessible and rigorous presentation of contemporary models and ideas of stochastic programming, this book focuses on optimization problems involving uncerta

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

Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reade