Within the mathematical programming community, it is common to split
the field into topics such as linear programming, nonlinear programming,
network flows, integer and combinatorial optimization, and, finally, stochastic
programming. Convenient as that may be, it is conceptually inappropriate.
It puts forward the idea that stochastic programming is distinct from integer
programming the same way that linear programming is distinct from nonlinear
programming. The counterpart of stochastic programming is, of course,
deterministic programming. We have stochastic and deterministic linear
programming, deterministic and stochastic network flow problems, and so on.
Although this book mostly covers stochastic linear programming (since that is
the best developed topic), we also discuss stochastic nonlinear programming,
integer programming and network flows.
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