Stochastic models are everywhere. In manufacturing, queuing models are used for modeling production processes, realistic inventory models are stochastic in natu

A reprint of one of the classic volumes on portfolio theory and investment, this book has been used by the leading professors at universities such as Stanford,

This book examines optimization problems that in practice involve random model parameters. It details the computation of robust optimal solutions, i.e., optimal

Discrete event systems (DES) have become pervasive in our daily lives. Examples include (but are not restricted to) manufacturing and supply chains, transportat

This books covers the broad range of research in stochastic models and optimization. Applications presented include networks, financial engineering, production