Each chapter ends with exercises that range from verifying lemmas to extending theorems—ideal for PhD courses or self-study for researchers.
The book then moves on to SNP, covering topics such as optimality conditions, duality theory, and solution methods for SNP problems (Chapters 6-8). The author discusses various approaches, including the sample average approximation (SAA) method and the stochastic gradient method. Shapiro A. Lectures on Stochastic Programming. ...