Models -- and Examples -- Uncertainty and Modeling Issues -- Basic Properties -- Basic Properties and Theory -- The Value of Information and the Stochastic Solution -- Solution Methods -- Two-Stage Linear Recourse Problems -- Nonlinear Programming Approaches to Two-Stage Recourse Problems --...

Why Do We Simulate? -- Simulation Programming: Quick Start -- Examples -- Simulation Programming with VBASim -- Two Views of Simulation -- Simulation Input -- Simulation Output -- Experiment Design and Analysis -- Simulation for Research -- VBASim

This book provides an essential introduction to Stochastic Programming, especially intended for graduate students. The book begins by exploring a linear programming problem with random parameters, representing a decision problem under uncertainty. Several models for this problem are presented,...