Stochastic Linear Programming Models, Theory, and Computation /

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Peter Kall and János 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: Models, Theory, and Computation is a definitive presentation and discussion of the t...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Kall, Peter (Autor), Mayer, János (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer US : Imprint: Springer, 2005.
Edición:1st ed. 2005.
Colección:International Series in Operations Research & Management Science, 80
Temas:
Mathematical optimization.
Operations research.
Management science.
Engineering mathematics.
Engineering-Data processing.
Probabilities.
Mathematics.
Optimization.
Operations Research, Management Science .
Mathematical and Computational Engineering Applications.
Probability Theory.
Operations Research and Decision Theory.
Applications of Mathematics.
Acceso en línea:Texto Completo
Descripción
Sumario:Peter Kall and János 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: Models, Theory, and Computation 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. The application area of stochastic programming includes portfolio analysis, financial optimization, energy problems, random yields in manufacturing, risk analysis, etc. In this book models in financial optimization and risk analysis are discussed as examples, including solution methods and their implementation. Stochastic programming is a fast developing area of optimization and mathematical programming. Numerous papers and conference volumes, and several monographs have been published in the area; however, the Kall & Mayer book will be particularly useful in presenting solution methods including their solid theoretical basis and their computational issues, based in many cases on implementations by the authors. The book is also suitable for advanced courses in stochastic optimization.
Descripción Física:XII, 398 p. 32 illus. online resource.
ISBN:9780387244402
ISSN:2214-7934 ;

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