Introduction to Stochastic Programming

Introduction to Stochastic Programming


This textbook is J.R. Birge and Francois Louveaux, Introduction to Stochastic Programming, Second Edition, Springer Verlag, New York, 2011. It is aimed at beginning graduate students and advanced undergraduates with a background in optimization and probability.

For ordering information, you can check the Springer page or amazon.com.  

If you are teaching a class with the book, you can request solutions and additional material by email.  

john.birge@chicagobooth.edu