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Название: Stochastic Programming (Wiley Interscience Series in Systems and Optimization)
Авторы: Kall P., Wallace S.
Аннотация:
I higghly recommend this book for a starting point in Stochastic optimization. It is perfectly suitable for a person with no background in this field. The best part is Wiley has released the copyright on the book, and the authors made the text available to the scientific community: it can be downloaded for free. Folllow the link at the Stochastic Programming Community Home page (SP resources-Textbooks).