Stochastic Linear Programming : Models, Theory, and Computation
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: Models, Theory, and Computation is a definitive presentation and discussion of the th...
Uloženo v:
| Hlavní autor: | |
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| Médium: | Livre numérique |
| Jazyk: | Anglais |
| Vydáno: |
New York, NY :
Springer US
[20..].
Cham : Springer Nature |
| Edice: | International Series in Operations Research & Management Science
80 |
| On-line přístup: | Accès sur la plateforme de l'éditeur Accès sur la plateforme de l'éditeur (Springer) Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Poznámka: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Variante du titre: | a |
| Edition sous un autre format: | • Stochastic Linear Programming, Texte imprimé, 9781441936219 • Stochastic Linear Programming, Texte imprimé, 9780387503165 • Stochastic Linear Programming, Texte imprimé, 9780387233857 |
| Shrnutí: | 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: 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 & 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. |
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| Popis jednotky: | Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| ISBN: | 9780387244402 |
| ISSN: | 2214-7934 |
| Přístup: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |