Applications of Stochastic Programming

Applications of Stochastic Programming

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Consisting of two parts, this book presents papers describing publicly available stochastic programming systems that are operational. It presents a diverse collection of application papers in areas such as production, supply chain and scheduling, gaming, environmental and pollution control, financial modeling, telecommunications, and electricity.In some cases, these networks are spatial, while in others they are temporal. ... other hand, temporal networks are formed by discretizing time and are commonly used for yield management models for automobile rental companies, hotels, etc.

Title:Applications of Stochastic Programming
Author: Stein W. Wallace, William T. Ziemba
Publisher:SIAM - 2005

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