Overview

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.

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9781441936219

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From the reviews: 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)

"From the reviews: ""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)"

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