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Peter Kall — Stochastic Linear Programming: Models, Theory, and Computation
Peter Kall — Stochastic Linear Programming: Models, Theory, and Computation



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Название: Stochastic Linear Programming: Models, Theory, and Computation

Автор: Peter Kall

Аннотация:

Peter Kall and J?nos 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: Models, Theory, and Computation 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. The application area of stochastic programming includes portfolio analysis, financial optimization, energy problems, random yields in manufacturing, risk analysis, etc. In this book, models in financial optimization and risk analysis are discussed as examples, including solution methods and their implementation.Stochastic programming is a fast developing area of optimization and mathematical programming. Numerous papers and conference volumes, and several monographs have been published in the area; however, the Kall and Mayer book will be particularly useful in presenting solution methods including their solid theoretical basis and their computational issues, based in many cases on implementations by the authors. The book is also suitable for advanced courses in stochastic optimization.


Язык: en

Статус предметного указателя: Неизвестно

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Издание: 1

Год издания: 2005

Количество страниц: 407

Добавлена в каталог: 27.11.2013

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