Background
Birge, John Roberts was born on August 13, 1956 in Troy, New York, United States.
( The aim of stochastic programming is to find optimal de...)
The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research, mathematics, and probability. At the same time, it is now being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks. This textbook provides a first course in stochastic programming suitable for students with a basic knowledge of linear programming, elementary analysis, and probability. The authors aim to present a broad overview of the main themes and methods of the subject. Its prime goal is to help students develop an intuition on how to model uncertainty into mathematical problems, what uncertainty changes bring to the decision process, and what techniques help to manage uncertainty in solving the problems. In this extensively updated new edition there is more material on methods and examples including several new approaches for discrete variables, new results on risk measures in modeling and Monte Carlo sampling methods, a new chapter on relationships to other methods including approximate dynamic programming, robust optimization and online methods. The book is highly illustrated with chapter summaries and many examples and exercises. Students, researchers and practitioners in operations research and the optimization area will find it particularly of interest. Review of First Edition: "The discussion on modeling issues, the large number of examples used to illustrate the material, and the breadth of the coverage make 'Introduction to Stochastic Programming' an ideal textbook for the area." (Interfaces, 1998)
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Birge, John Roberts was born on August 13, 1956 in Troy, New York, United States.
AB, Princeton University, New Jersey, 1977. Master of Science, Stanford University, 1980. Doctor of Philosophy, Stanford University, 1980.
Assistant professor University Michigan, Ann Arbor, 1980-1986, associate professor, 1986-1992, professor, 1992-1999. Dean McCormick School Engineering and Applied Science Northwestern University, Evanston, Illinois, 1999—2004, professor industrial engineering and management science, 1999—2004. Professor University Chicago Graduate School Business, since 2004.
President Institute for Operations Research and the Management Sciences, Linthicum, Maryland, 2000.
( The aim of stochastic programming is to find optimal de...)
Member Institute of Industrial Engineers (president-elect 2000), Mathematics Programming Society (secretary, committee on stochastic programming 1994-1999).
Married Pierrette Gabrielle Birge, August 23, 1980. Children: Richard, Joelle.