E-Book, Englisch, Band 80, 398 Seiten, eBook
Reihe: International Series in Operations Research & Management Science
Kall / Mayer Stochastic Linear Programming
2005
ISBN: 978-0-387-24440-2
Verlag: Springer US
Format: PDF
Kopierschutz: 1 - PDF Watermark
Models, Theory, and Computation
E-Book, Englisch, Band 80, 398 Seiten, eBook
Reihe: International Series in Operations Research & Management Science
ISBN: 978-0-387-24440-2
Verlag: Springer US
Format: PDF
Kopierschutz: 1 - PDF Watermark
Peter Kall and János 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.
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
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.
