Kall, Peter

Stochastic linear programming: models, theory, and computation Kall, Peter - 2nd ed. - New York Springer 2011 - xx, 426 p. - International Series in Operations Research & Management Science, Vol.156 .

Includes bibliographical references (p. 383-403) and index.

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.


Mathematics - Statistics
Linear programming
Stochastic processes

519.72 / K2S8

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