確率プログラミングを用いたモデリング(テキスト・第2版)
Modeling with Stochastic Programming
Springer Series in Operations Research and Financial Engineering
King, Alan J.
Wallace, Stein W.
- 内容紹介:
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This is an updated version of what is still the only text to address basic questions about how to model uncertainty in mathematical programming, including how to reformulate a deterministic model so that it can be analyzed in a stochastic setting.