Lectures on Stochastic Programming: Modeling and Theory

Review of the book
The main purpose of this book is to examine optimization models with uncertain parameters. Optimization problems with uncertainty have been used in many fields of science and engineering. In this book, we do not examine all aspects of contingency planning and focus only on some of the contingency issues.

Table of Contents
The topics covered in this book are as follows:
1- Probabilistic planning models
2- Two-step problems
3- Multi-stage problems
4- Optimization models with possible restrictions
5- Statistical interferences
6- reverse risk optimization
7- background material