Stochastic linear programming: models, theory, and computation
Kall, Peter
creator
Mayer, Janos
xxu
New York
2011
Springer
2nd ed.
eng
xx, 426 p.
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.
Kall, Peter
Includes bibliographical references (p. 383-403) and index.
Mathematics - Statistics
Linear programming
Stochastic processes
519.72 K2S8
International Series in Operations Research & Management Science, Vol.156
9781441977281
140323