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...
Enregistré dans:
| Hovedforfatter: | |
|---|---|
| Format: | Livre numérique |
| Sprog: | Anglais |
| Udgivet: |
New York, NY :
Springer US
[20..].
Cham : Springer Nature |
| Serier: | International Series in Operations Research & Management Science
80 |
| Online adgang: | 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 |
| Kommentar: |
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 |
Indholdsfortegnelse:
- 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.