Stochastic programming: Difference between revisions

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* {{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: ''Optimization of Stochastic Models. The Interface between Simulation and Optimization''. Kluwer, Dordrecht, 1996.

* [[AndrasAndrás PrekopaPrékopa]]. 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|last2=[[Darinka Dentcheva|Dentcheva]]|first2=Darinka|last3=[[Andrzej Piotr Ruszczyński|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 }}