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Stochastic programming
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==Further reading== * John R. Birge and François V. Louveaux. ''[https://books.google.com/books?id=Vp0Bp8kjPxUC&dq=%22Introduction+to+Stochastic+Programming%22&pg=PR1 Introduction to Stochastic Programming]''. Springer Verlag, New York, 1997. * {{cite book | last1=Kall|first1=Peter |last2=Wallace|first2=Stein W.| title=Stochastic programming | series=Wiley-Interscience Series in Systems and Optimization| publisher=John Wiley & Sons, Ltd.| location=Chichester|year=1994|pages=xii+307|isbn=0-471-95158-7| url=http://stoprog.org/index.html?introductions.html |mr=1315300 }} * G. Ch. Pflug: ''[https://books.google.com/books?id=XJXhBwAAQBAJ&q=%22Stochastic+programming%22&pg=PR13 Optimization of Stochastic Models. The Interface between Simulation and Optimization]''. Kluwer, Dordrecht, 1996. * [[András Prékopa]]. Stochastic Programming. Kluwer Academic Publishers, Dordrecht, 1995. * [[Andrzej Piotr Ruszczyński|Andrzej Ruszczynski]] and Alexander Shapiro (eds.) (2003) ''Stochastic Programming''. Handbooks in Operations Research and Management Science, Vol. 10, Elsevier. * {{cite book|last1=Shapiro|first1=Alexander|author2-link=Darinka Dentcheva|last2=Dentcheva|first2=Darinka|author3-link=Andrzej Piotr Ruszczyński|last3=Ruszczyński|first3=Andrzej|title=Lectures on stochastic programming: Modeling and theory|series=MPS/SIAM Series on Optimization|volume=9|publisher=Society for Industrial and Applied Mathematics (SIAM)|location=Philadelphia, PA|agency=Mathematical Programming Society (MPS)|year=2009|pages=xvi+436|isbn=978-0-89871-687-0|url=http://www2.isye.gatech.edu/people/faculty/Alex_Shapiro/SPbook.pdf|mr=2562798|access-date=2010-09-22|archive-date=2020-03-24|archive-url=https://web.archive.org/web/20200324131907/https://www2.isye.gatech.edu/people/faculty/Alex_Shapiro/SPbook.pdf|url-status=dead}} * Stein W. Wallace and William T. Ziemba (eds.) (2005) ''Applications of Stochastic Programming''. MPS-SIAM Book Series on Optimization 5 * {{cite book | last1=King|first1=Alan J.|last2=Wallace|first2=Stein W.| title=Modeling with Stochastic Programming | series=Springer Series in Operations Research and Financial Engineering| publisher=Springer| location=New York|year=2012|isbn=978-0-387-87816-4| url=https://www.springer.com/mathematics/probability/book/978-0-387-87816-4 }}
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