Get Quote Order Form Contact Need Help? 800-724-2616


by Ron Roy | Paperback | SKU B5563
McAfee SECURE sites help keep you safe from identity theft, credit card fraud, spyware, spam, viruses and online scams


Stochastic Programming Problems with Probability and Quantile Functions, Andrey I. Kibzun and Yuri S. Kan, Moscow Aviation Institute, Moscow, RussiaStochastic programming methods are used increasingly to help solve optimization problems in many areas of scientific research, business and industry. Until now, publications on the subject have been confined mainly to disparate sources, making this the first book to provide a unified and rigorous treatment. The probability function can be written formally as the expectation of the set indicator function. However, known optimization methods do not work because of the non-smoothness of the indicator function. Specific methods are required for solving these problems. After presenting examples of various models for several applied problems the book covers basic theoretical results and differing methods for calculating probability and quantile functions. The final chapter describes and compares numerical algorithms for the solution of stochastic programming problems with probabilistic objectives. As well as providing a clear introduction to the subject, the authors comprehensively cover all major results in the area. Numerous examples, models and algorithms are given, taken mostly from real problems in business and engineering. The book will be of interest to advanced students and researchers in operations research, statistics, engineering and economics.

Product Information

  • AR Level3.6
  • AR Quiz Number65673
  • AR Quiz Points1
  • AuthorRon Roy
  • Page Count96
  • ISBN100375813675
  • ISBN139780375813672
  • PublisherRandom House Children's Books
  • Year Published2002
  • Grade Level1 - 4
  • Type of BookFiction
  • SubjectGeneral fiction (Children's/YA)
    Animal stories (Children's/YA)
    General fiction (Children's/YA)
  • IllustratorJohn Steven Gurney
  • ImprintRandom House Books for Young Readers

This book is part of these Book Collections

Our school reading collections supply a comprehensive assortment of titles that are perfect for adding depth to classrooms and school libraries.

Customer Reviews

Submit a Review


We respect your privacy. Your email address will not be displayed.

Mailing List

Learning Links
PO Box 326
Cranbury, NJ 08512

26 Haypress Road
Cranbury, NJ 08512

Phone: 516-437-9071
Toll-Free: 800-724-2616
Fax: 516-437-5392
Toll-Free Fax: 888-960-2508

McAfee SECURE sites help keep you safe from identity theft, credit card fraud, spyware, spam, viruses and online scams

Proud member of these
professional organizations…
International Literacy Association

Please Wait... processing