The concept of a system as an entity in its own right has emerged
with increasing force in the past few decades in, for example, the
areas of electrical and control engineering, economics, ecology,
urban structures, automaton theory, operational research and
industry. The more definite concept of a large-scale system is
implicit in these applications, but is particularly evident in
fields such as the study of communication networks, computer
networks and neural networks. The Wiley-Interscience Series in
Systems and Optimization has been established to serve the needs of
researchers in these rapidly developing fields. It is intended for
works concerned with developments in quantitative systems theory,
applications of such theory in areas of interest, or associated
methodology. Of related interest Stochastic Programming Peter Kall,
University of ZA1/4rich, Switzerland and Stein W. Wallace,
University of Trondheim, Norway Stochastic Programming is the first
textbook to provide a thorough and self-contained introduction to
the subject. Carefully written to cover all necessary background
material from both linear and non-linear programming, as well as
probability theory, the book draws together the methods and
techniques previously described in disparate sources. After
introducing the terms and modelling issues when randomness is
introduced in a deterministic mathematical programming model, the
authors cover decision trees and dynamic programming, recourse
problems, probabilistic constraints, preprocessing and network
problems. Exercises are provided at the end of each chapter.
Throughout, the emphasis is on the appropriate use of the
techniques, rather than on the underlying mathematicalproofs and
theories, making the book ideal for researchers and students in
mathematical programming and operations research who wish to
develop their skills in stochastic programming.
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