Stochastic Linear Programming

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Models, Theory, and Computation, International Series in Operations Research & Management Science 156

ISBN: 1441977287
ISBN 13: 9781441977281
Autor: Kall, Peter/Mayer, János
Verlag: Springer Verlag GmbH
Umfang: xx, 426 S.
Erscheinungsdatum: 10.11.2010
Auflage: 2/2011
Format: 2.5 x 24.2 x 16.4
Gewicht: 805 g
Produktform: Gebunden/Hardback
Einband: GEB

Authored by two of the field¿s most prominent researchers, this new edition has been comprehensively updated, with new material on contemporary models and methods including stochastic DEA models, material on Sharpe-ratio, and asset liability management.

Artikelnummer: 1823861 Kategorie:

Beschreibung

Peter Kall and Janos Mayer are distinguished scholars and professors of Operations Research and their research interest is particularly devoted to the area of stochastic optimization. Stochastic Linear Programming is a definitive presentation and discussion of the theoretical properties of the models, the conceptual algorithmic approaches, and the computational issues relating to the implementation of these methods to solve problems that are stochastic in nature.

Inhaltsverzeichnis

Chapter 1. Basics.- Chapter 2. Single-stage SLP models.- Chapter 3. SLP models with recourse.- Chapter 4. Algorithms.

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