000 | 03966nam a22005535i 4500 | ||
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001 | 978-1-4419-7729-8 | ||
003 | DE-He213 | ||
005 | 20140220083725.0 | ||
007 | cr nn 008mamaa | ||
008 | 101109s2011 xxu| s |||| 0|eng d | ||
020 |
_a9781441977298 _9978-1-4419-7729-8 |
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024 | 7 |
_a10.1007/978-1-4419-7729-8 _2doi |
|
050 | 4 | _aQA402.5-402.6 | |
072 | 7 |
_aPBU _2bicssc |
|
072 | 7 |
_aMAT003000 _2bisacsh |
|
082 | 0 | 4 |
_a519.6 _223 |
100 | 1 |
_aKall, Peter. _eauthor. |
|
245 | 1 | 0 |
_aStochastic Linear Programming _h[electronic resource] : _bModels, Theory, and Computation / _cby Peter Kall, János Mayer. |
250 | _a2. | ||
264 | 1 |
_aBoston, MA : _bSpringer US, _c2011. |
|
300 |
_aXX, 426 p. _bonline resource. |
||
336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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347 |
_atext file _bPDF _2rda |
||
490 | 1 |
_aInternational Series in Operations Research & Management Science, _x0884-8289 ; _v156 |
|
505 | 0 | _aChapter 1. Basics -- Chapter 2. Single-stage SLP models -- Chapter 3. SLP models with recourse -- Chapter 4. Algorithms. | |
520 | _aThis 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) | ||
650 | 0 | _aMathematics. | |
650 | 0 | _aMathematical optimization. | |
650 | 0 | _aOperations research. | |
650 | 0 | _aDistribution (Probability theory). | |
650 | 0 | _aEngineering mathematics. | |
650 | 1 | 4 | _aMathematics. |
650 | 2 | 4 | _aOptimization. |
650 | 2 | 4 | _aOperations Research, Mathematical Programming. |
650 | 2 | 4 | _aAppl.Mathematics/Computational Methods of Engineering. |
650 | 2 | 4 | _aProbability Theory and Stochastic Processes. |
650 | 2 | 4 | _aOperations Research/Decision Theory. |
650 | 2 | 4 | _aApplications of Mathematics. |
700 | 1 |
_aMayer, János. _eauthor. |
|
710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
776 | 0 | 8 |
_iPrinted edition: _z9781441977281 |
830 | 0 |
_aInternational Series in Operations Research & Management Science, _x0884-8289 ; _v156 |
|
856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-1-4419-7729-8 |
912 | _aZDB-2-SBE | ||
999 |
_c105840 _d105840 |