The Resource Stochastic linear programming : models, theory, and computation, Peter Kall, János Mayer
Stochastic linear programming : models, theory, and computation, Peter Kall, János Mayer
Resource Information
The item Stochastic linear programming : models, theory, and computation, Peter Kall, János Mayer represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.This item is available to borrow from 1 library branch.
Resource Information
The item Stochastic linear programming : models, theory, and computation, Peter Kall, János Mayer represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.
This item is available to borrow from 1 library branch.
 Summary
 This new edition of Stochastic Linear Programming: Models, Theory and Computation has been brought completely up to date, either dealing with or at least referring to new material on models and methods, including DEA with stochastic outputs modeled via constraints on special risk functions (generalizing chance constraints, ICC's and CVaR constraints), material on Sharperatio, and Asset Liability Management models involving CVaR in a multistage setup. To facilitate use as a text, exercises are included throughout the book, and web access is provided to a student version of the authors' SLPIOR software. Additionally, the authors have updated the Guide to Available Software, and they have included newer algorithms and modeling systems for SLP. The book is thus suitable as a text for advanced courses in stochastic optimization, and as a reference to the field. From Reviews of the First Edition: "The book presents a comprehensive study of stochastic linear optimization problems and their applications. ... The presentation includes geometric interpretation, linear programming duality, and the simplex method in its primal and dual forms. ... The authors have made an effort to collect ... the most useful recent ideas and algorithms in this area. ... A guide to the existing software is included as well." (Darinka Dentcheva, Mathematical Reviews, Issue 2006 c) "This is a graduate text in optimisation whose main emphasis is in stochastic programming. The book is clearly written. ... This is a good book for providing mathematicians, economists and engineers with an almost complete start up information for working in the field. I heartily welcome its publication. ... It is evident that this book will constitute an obligatory reference source for the specialists of the field." (Carlos Narciso Bouza Herrera, Zentralblatt MATH, Vol. 1104 (6), 2007)
 Language
 eng
 Edition
 2nd ed.
 Extent
 1 online resource (xx, 426 pages)
 Contents

 Chapter 1. Basics
 Chapter 2. Singlestage SLP models
 Chapter 3. SLP models with recourse
 Chapter 4. Algorithms
 Isbn
 9781441977281
 Label
 Stochastic linear programming : models, theory, and computation
 Title
 Stochastic linear programming
 Title remainder
 models, theory, and computation
 Statement of responsibility
 Peter Kall, János Mayer
 Language
 eng
 Summary
 This new edition of Stochastic Linear Programming: Models, Theory and Computation has been brought completely up to date, either dealing with or at least referring to new material on models and methods, including DEA with stochastic outputs modeled via constraints on special risk functions (generalizing chance constraints, ICC's and CVaR constraints), material on Sharperatio, and Asset Liability Management models involving CVaR in a multistage setup. To facilitate use as a text, exercises are included throughout the book, and web access is provided to a student version of the authors' SLPIOR software. Additionally, the authors have updated the Guide to Available Software, and they have included newer algorithms and modeling systems for SLP. The book is thus suitable as a text for advanced courses in stochastic optimization, and as a reference to the field. From Reviews of the First Edition: "The book presents a comprehensive study of stochastic linear optimization problems and their applications. ... The presentation includes geometric interpretation, linear programming duality, and the simplex method in its primal and dual forms. ... The authors have made an effort to collect ... the most useful recent ideas and algorithms in this area. ... A guide to the existing software is included as well." (Darinka Dentcheva, Mathematical Reviews, Issue 2006 c) "This is a graduate text in optimisation whose main emphasis is in stochastic programming. The book is clearly written. ... This is a good book for providing mathematicians, economists and engineers with an almost complete start up information for working in the field. I heartily welcome its publication. ... It is evident that this book will constitute an obligatory reference source for the specialists of the field." (Carlos Narciso Bouza Herrera, Zentralblatt MATH, Vol. 1104 (6), 2007)
 Cataloging source
 GW5XE
 http://library.link/vocab/creatorName
 Kall, Peter
 Dewey number
 519.7/2
 Illustrations
 illustrations
 Index
 index present
 LC call number
 T57.74
 LC item number
 .K35 2011
 Literary form
 non fiction
 Nature of contents

 dictionaries
 bibliography
 http://library.link/vocab/relatedWorkOrContributorName
 Mayer, János
 Series statement
 International series in operations research & management science
 Series volume
 156
 http://library.link/vocab/subjectName

 Linear programming
 Stochastic processes
 Science économique
 Affaires
 Linear programming
 Stochastic processes
 Label
 Stochastic linear programming : models, theory, and computation, Peter Kall, János Mayer
 Bibliography note
 Includes bibliographical references (pages 383403) and index
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Color
 multicolored
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents
 Chapter 1. Basics  Chapter 2. Singlestage SLP models  Chapter 3. SLP models with recourse  Chapter 4. Algorithms
 Control code
 695388856
 Dimensions
 unknown
 Edition
 2nd ed.
 Extent
 1 online resource (xx, 426 pages)
 Form of item
 online
 Isbn
 9781441977281
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Other control number
 10.1007/9781441977298
 Other physical details
 illustrations
 http://library.link/vocab/ext/overdrive/overdriveId
 9781441977281
 Specific material designation
 remote
 System control number
 (OCoLC)695388856
 Label
 Stochastic linear programming : models, theory, and computation, Peter Kall, János Mayer
 Bibliography note
 Includes bibliographical references (pages 383403) and index
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Color
 multicolored
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents
 Chapter 1. Basics  Chapter 2. Singlestage SLP models  Chapter 3. SLP models with recourse  Chapter 4. Algorithms
 Control code
 695388856
 Dimensions
 unknown
 Edition
 2nd ed.
 Extent
 1 online resource (xx, 426 pages)
 Form of item
 online
 Isbn
 9781441977281
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Other control number
 10.1007/9781441977298
 Other physical details
 illustrations
 http://library.link/vocab/ext/overdrive/overdriveId
 9781441977281
 Specific material designation
 remote
 System control number
 (OCoLC)695388856
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<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.library.missouri.edu/portal/Stochasticlinearprogrammingmodelstheory/AUIkOe3Vzs/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.missouri.edu/portal/Stochasticlinearprogrammingmodelstheory/AUIkOe3Vzs/">Stochastic linear programming : models, theory, and computation, Peter Kall, János Mayer</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.missouri.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.missouri.edu/">University of Missouri Libraries</a></span></span></span></span></div>