© 2011

Stochastic Programming

The State of the Art In Honor of George B. Dantzig

  • Gerd Infanger

Part of the International Series in Operations Research & Management Science book series (ISOR, volume 150)

Table of contents

  1. Front Matter
    Pages i-xxiii
  2. George B. Dantzig
    Pages 1-11
  3. George B. Dantzig, Gerd Infanger
    Pages 13-35
  4. Güzin Bayraksan, David P. Morton, Amit Partani
    Pages 37-55
  5. Suvrajeet Sen, Zhihong Zhou, Kai Huang
    Pages 57-66
  6. Karl Frauendorfer, Daniel Kuhn, Michael Schürle
    Pages 67-96
  7. Holger Heitsch, Werner Römisch
    Pages 139-164
  8. Darinka Dentcheva, Andrzej Ruszczyński
    Pages 189-211
  9. Harry M. Markowitz, Erik L. van Dijk
    Pages 213-237
  10. Hiroshi Konno
    Pages 239-255
  11. Leonard C. MacLean, Yonggan Zhao, William T. Ziemba
    Pages 277-296
  12. Alan S. Manne
    Pages 317-327
  13. Jiarui Han, Benjamin Van Roy
    Pages 329-353
  14. Back Matter
    Pages 355-362

About this book


From the Preface… The preparation of this book started in 2004, when George B. Dantzig and I, following a long-standing invitation by Fred Hillier to contribute a volume to his International Series in Operations Research and Management Science, decided finally to go ahead with editing a volume on stochastic programming. The field of stochastic programming (also referred to as optimization under uncertainty or planning under uncertainty) had advanced significantly in the last two decades, both theoretically and in practice. George Dantzig and I felt that it would be valuable to showcase some of these advances and to present what one might call the state-of- the-art of the field to a broader audience. We invited researchers whom we considered to be leading experts in various specialties of the field, including a few representatives of promising developments in the making, to write a chapter for the volume. Unfortunately, to the great loss of all of us, George Dantzig passed away on May 13, 2005. Encouraged by many colleagues, I decided to continue with the book and edit it as a volume dedicated to George Dantzig. Management Science published in 2005 a special volume featuring the “Ten most Influential Papers of the first 50 Years of Management Science.” George Dantzig’s original 1955 stochastic programming paper, “Linear Programming under Uncertainty,” was featured among these ten. Hearing about this, George Dantzig suggested that his 1955 paper be the first chapter of this book. The vision expressed in that paper gives an important scientific and historical perspective to the book.

Gerd Infanger

Editors and affiliations

  • Gerd Infanger
    • 1
  1. 1.Dept. Management Science & EngineeringStanford UniversityStanfordUSA

Bibliographic information

Industry Sectors
IT & Software
Finance, Business & Banking
Energy, Utilities & Environment
Oil, Gas & Geosciences