Introduction to Stochastic Programming (Springer Series in Operations Research and Financial Engineering)

Just Another Book Diary (2023) (176 books items)

"9.3. Man must understand his trade. Stochastic programming was just the kind of stuff I needed right now, having background in probability and optimization theory and financial mathematics, this book combines them all and goes little further than what you learned in university. And it's mostly very readable if you're already familiar with higher mathematics, but needed more examples."