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Stochastic Programming Problems with Probability and Quantile Functions

About Stochastic Programming Problems with Probability and Quantile Functions

This monograph covers basic theoretical results and differing methods for calculating probability and quantile functions. It compares numerical algorithms for the solution of stochastic programming problems with probabilistic objectives.

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  • Language:
  • English
  • ISBN:
  • 9780471958154
  • Binding:
  • Hardback
  • Pages:
  • 316
  • Published:
  • November 12, 1995
  • Dimensions:
  • 157x235x24 mm.
  • Weight:
  • 595 g.
Delivery: 2-4 weeks
Expected delivery: December 7, 2024

Description of Stochastic Programming Problems with Probability and Quantile Functions

This monograph covers basic theoretical results and differing methods for calculating probability and quantile functions. It compares numerical algorithms for the solution of stochastic programming problems with probabilistic objectives.

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