The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research, mathematics, and probability. At the same time, it is now b…
In an extensively updated new edition, this book teaches stochastic programming, with new approaches for discrete variables, new results on risk measures in modeling and Monte Carlo sampling methods, a new chapter on relationships to other methods and more.
Although studies on multiobjective mathematical programming under uncertainty have been accumulated and several books on multiobjective mathematical programming under uncertainty have been published (e.g., Stancu-Minasian (1984); Slowinski and Teghem (1990); Sakawa (1993); Lai a…