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1、519.7dc2197-6931ToPierretteandMariePrefaceAccordingtoaFrenchsaying“G′erer,c’estpr′evoir,”whichwemaytrans-lateas“(Theartof)Managingis(in)foreseeing.”Now,probabilityandstatisticshavelongsincetaughtusthatthefuturecannotbeperfectlyforecastbutinsteadshouldbeconsideredrandomoruncert
2、ain.Theaimofstochasticprogrammingispreciselyto?ndanoptimaldecisioninproblemsinvolvinguncertaindata.Inthisterminology,stochasticisopposedtode-terministicandmeansthatsomedataarerandom,whereasprogrammingreferstothefactthatvariouspartsoftheproblemcanbemodeledaslinearornonlinearmat
3、hematicalprograms.The?eld,alsoknownasoptimizationunderuncertainty,isdevelopingrapidlywithcontributionsfrommanydis-ciplinessuchasoperationsresearch,economics,mathematics,probability,andstatistics.Theobjectiveofthisbookistoprovideawideoverviewofstochasticprogramming,withoutrequi
4、ringmorethanabasicbackgroundinthesevariousdisciplines.IntroductiontoStochasticProgrammingisintendedasa?rstcourseforbeginninggraduatestudentsoradvancedundergraduatestudentsinsuch?eldsasoperationsresearch,industrialengineering,businessadministra-tion(inparticular,?nanceormanagem
5、entscience),andmathematics.Stu-dentsshouldhavesomebasicknowledgeoflinearprogramming,elementaryanalysis,andprobabilityasgiven,forexample,inanintroductorybookonoperationsresearchormanagementscienceorinacombinationofanin-troductiontolinearprogramming(optimization)andanintroductio
6、ntoprobabilitytheory.Instructorsmayneedtoaddsomematerialonconvexanalysisdependingonthechoiceofsectionscovered.WechosenottoincludesuchintroductoryviiiPrefacematerialbecausestudents’backgroundsmayvarywidelyandothertextsincludetheseconceptsindetail.Wedid,however,includeanintroduc
7、tiontorandomvariableswhilemodelingstochasticprogramsinSection2.1andshortreviewsoflinearprogramming,duality,andnonlinearprogrammingattheendofChapter2.Thismaterialisgivenasanindicationofthepre-requisitesinthebooktohelpinstructorsprovideanymissingbackground.IntheSubjectIndex,the?
8、rstreferencetoaconceptiswhereitisde?nedor,forconceptsspeci?ct
