An edition of Stochastic linear programming (1976)

Stochastic linear programming

models, theory, and computation

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March 28, 2025 | History
An edition of Stochastic linear programming (1976)

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 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.

Publish Date
Publisher
Springer
Language
English
Pages
397

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Previews available in: English

Edition Availability
Cover of: Stochastic Linear Programming
Stochastic Linear Programming: Models, Theory, and Computation
2012, Springer
in English
Cover of: Stochastic Linear Programming
Stochastic Linear Programming: Models, Theory, and Computation
Nov 11, 2010, Springer
paperback
Cover of: Stochastic Linear Programming
Stochastic Linear Programming: Models, Theory, and Computation
2010, Springer London, Limited
in English
Cover of: Stochastic linear programming
Stochastic linear programming: models, theory, and computation
2005, Springer
in English
Cover of: Stochastic Linear Programming
Stochastic Linear Programming: Models, Theory, and Computation
2005, Springer London, Limited
in English
Cover of: Stochastic linear programming
Stochastic linear programming
1976, Springer-Verlag
in English

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Book Details


Edition Notes

Includes bibliographical references and index.

Published in
New York
Series
International series in operations research & management science ;, 80

Classifications

Dewey Decimal Class
519.7/2
Library of Congress
T57.74 .K35 2005

The Physical Object

Pagination
p. cm.
Number of pages
397

Edition Identifiers

Open Library
OL3312302M
ISBN 10
0387233857
LCCN
2004066228
OCLC/WorldCat
57392269
LibraryThing
2028213
Goodreads
1602532

Work Identifiers

Work ID
OL3039532W

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History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
March 28, 2025 Edited by ImportBot Redacting ocaids
December 25, 2024 Edited by MARC Bot import existing book
December 31, 2022 Edited by MARC Bot import existing book
December 4, 2022 Edited by ImportBot import existing book
April 1, 2008 Created by an anonymous user Imported from Scriblio MARC record