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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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Kall, Peter (Author), Mayer, János (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: New York, NY : Springer US : Imprint: Springer, 2005.
Edition:1st ed. 2005.
Series:International Series in Operations Research & Management Science, 80
Subjects:
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.
Online Access:Texto Completo
Table of Contents:
  • Basics
  • Introduction
  • Linear Programming Prerequisites
  • Nonlinear Programming Prerequisites
  • Single-stage SLP Models
  • Introduction
  • Models involving Probability Functions
  • Quantile Functions, Value at Risk
  • Models Based on Expectation
  • Models Built with Deviation Measures
  • Modeling Risk and Opportunity
  • Risk Measures
  • Multi-stage SLP Models
  • The General SLP with Recourse
  • The Two-stage SLP
  • The Multi-stage SLP
  • Algorithms
  • Models with Probability Functions
  • Models with Quantile Functions
  • Models Based on Expectation
  • Models with Deviation Measures
  • Two-stage Recourse Problems
  • Multi-stage Recourse Problems
  • Modeling Systems for SLP
  • Bibliography.

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