This book addresses stochastic optimization procedures in a broad manner. The first part offers an overview of relevant optimization philosophies; the second de

Stochastic programming is the study of procedures for decision making under the presence of uncertainties and risks. Stochastic programming approaches have been

This book covers not only foundational materials but also the most recent progresses made during the past few years on the area of machine learning algorithms.

Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other

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