Introduction to Stochastic Programming Book

I Models
• Introduction and Examples
• Uncertainty and Modeling Issues
• II Basic Properties
• Basic Properties and Theory
• The Value of Information and the Stochastic Solution
• III Solution Methods
• Two-Stage Linear Recourse Problems
• Nonlinear Programming Approaches to Two-Stage Recourse Problems
• Multistage Stochastic Programs
• Stochastic Integer Programs
• IV Approximation and Sampling Methods
• Evaluating and Approximating Expectations
• Monte Carlo Methods
• Multistage Approximations
• V A Case Study
• Capacity Expansion
• Appendix: Sample Distribution Functions