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I am a first year graduate student and my advisor wants me to learn about operations research and to use stochastic integer programming in my research. He keeps giving me papers to read but they regularly go over my head with their use of notation and lack of putting things into terms that I can understand.

Does anyone know of a good introductory work that could get me to a level where I could actually start understanding papers enough to ask more insightful questions here? Preferably something that has numerical examples so that I can follow that math through the process and see the algorithms in action.

Rodrigo de Azevedo
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Chris Hagmann
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    What is your background? Math/IE/CS? Further, Operations Research $\neq$ Mathematical Optimization although it uses the principles in Optimization a lot. What do you want to learn? Optimization or OR ? – Inquest Jan 15 '13 at 16:44
  • @cdhagmann: Taking into account Inquest's comment/question (excellent +1), maybe you can tell us if this sort of book is helpful (it is an amazing book and look at the author's web site for additional materials and code). Optimization in Operations Research by Ronald L. Rardin. I am not sure how much stochastic stuff it has for your particular need (although it has some), but it has plenty on OR and O. Regards – Amzoti Jan 15 '13 at 17:25

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If you are totally new to Operations Research, I suggest you to go through one of the Introduction to Operations Research by Frederick S Hillier and Gerald J. Lieberman, Operations Research: An Introduction by Hamdy A. Taha and Operations Research: Applications and Algorithms by Wayne L. Winston. All of these three are general books for beginners. They have been used for undergraduate courses in Operations Research. The last one by Winston contains some stochastic programming chapter already. Later on, you may take a deeper look into other textbooks for stochastic programming more specifically.

HelloObamama
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Adding to Amzoti's valuable comment, if you already comfortable with Linear Programming or have taken any Convex Optimization course, I suggest you consider this book "Introduction to Stochastic Programming, J. Birge, F. Louveaux, 2nd ed" as it is the only introductory book to the field of Stochastic Programming and it contains many numerical examples related to different applications. Wish this helps :)

user85842
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