000 03966nam a22005535i 4500
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
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
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
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