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The Resource Stochastic linear programming : models, theory, and computation, Peter Kall, János Mayer

Stochastic linear programming : models, theory, and computation, Peter Kall, János Mayer

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
Creator
Contributor
Subject
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 Sharpe-ratio, and Asset Liability Management models involving CVaR in a multi-stage 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' SLP-IOR 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)
Member of
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
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 383-403) 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. Single-stage 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
10.1007/978-1-4419-7729-8
Other physical details
illustrations
http://library.link/vocab/ext/overdrive/overdriveId
978-1-4419-7728-1
Specific material designation
remote
System control number
(OCoLC)695388856
Label
Stochastic linear programming : models, theory, and computation, Peter Kall, János Mayer
Publication
Bibliography note
Includes bibliographical references (pages 383-403) 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. Single-stage 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
10.1007/978-1-4419-7729-8
Other physical details
illustrations
http://library.link/vocab/ext/overdrive/overdriveId
978-1-4419-7728-1
Specific material designation
remote
System control number
(OCoLC)695388856

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