Résumé :
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The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. the textbook provides a first course in stochastic programming suitable for students with a basic knowledge of linear programming, elementary analysis, and probability. the authors aim to present a broad overview of the main themes and methods of the subject.the first chapters introduce some worked examples of stochastic programming and demonstrate how a stochastic model is formally built. subsequent chapters develop the properties of stochastic programs and the basic solution techniques used to solve them. three chapters cover approximation and sampling techniques and the final chapter presents a case study in depth.
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