This text evolved from an introductory course on optimization under
uncertainty that I taught at Stanford University in the spring of 1973 and
at the University of Illinois in the fall of 1974. It is aimed at graduate students
and practicing analysts in engineering, operations research, economics,
statistics, and business administration. As a textbook it could be used, for
example, in a one-semester first-year graduate course, which could cover
primarily the first five chapters, the first half of Chapter 6, and parts of
Chapter 8. It could also be used in a two-quarter graduate course, which
would probably cover the whole text. Depending on the students’ backgrounds
and interests, some material could be omitted or added by the instructor.
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