Stochastic Linear Programming

Peter Kall, Janos Mayer (Autoren)

Buch | Softcover

410 Seiten

2010 | 2005 ed.
Springer-Verlag New York Inc.
978-1-4419-3621-9 (ISBN)

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Peter Kall and Janos 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 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.

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.

Erscheint lt. Verlag	6.12.2010
Reihe/Serie	International Series in Operations Research & Management Science ; 80
Zusatzinfo	32 black & white illustrations, 2 black & white tables
Verlagsort	New York, NY
Sprache	englisch
Maße	155 x 235 mm
Gewicht	614 g
Einbandart	Paperback
Themenwelt	Informatik ► Weitere Themen ► CAD-Programme
	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
	Mathematik / Informatik ► Mathematik ► Finanz- / Wirtschaftsmathematik
	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
	Wirtschaft ► Betriebswirtschaft / Management
ISBN-10	1-4419-3621-1 / 1441936211
ISBN-13	978-1-4419-3621-9 / 9781441936219
Zustand	Neuware