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Author:   Peter Kall ,  Janos Mayer
Publisher:   Springer-Verlag New York Inc.
Imprint:   Springer-Verlag New York Inc.
Edition:   and ed.
Volume:   v. 80
Dimensions:   Width: 23.40cm , Height: 2.50cm , Length: 15.60cm
Weight:   0.759kg
ISBN:  

9780387233857

ISBN 10:   0387233857
Pages:   416
Publication Date:   17 February 2005
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Out of Print
Availability:   Out of stock  

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.

Reviews

From the reviews: <p> The book presents a comprehensive study of stochastic linear optimization problems and their applications. a ] The presentation includes geometric interpretation, linear programming duality, and the simplex method in its primal and dual forms. a ] The authors have made an effort to collect a ] the most useful recent ideas and algorithms in this area. a ] A guide to the existing software is included as well. (Darinka Dentcheva, Mathematical Reviews, Issue 2006 c) <p> This is a graduate text in optimisation whose main emphasis is in stochastic programming. The book is clearly written. a ] 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. a ] 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)

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