TY - GEN
AU - Kall, Peter
AU - Mayer, Janos
TI - Stochastic linear programming: models, theory, and computation
SN - 9781441977281
U1 - 519.72
PY - 2011///
CY - New York
PB - Springer
KW - Mathematics - Statistics
KW - Linear programming
KW - Stochastic processes
N1 - Includes bibliographical references (p. 383-403) and index
N2 - 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.
ER -