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Stochastic Linear Programming
Peter KallJános Mayer
其他書名
Models, Theory, And Computation
出版Springer Science & Business Media, 2005
主題Business & Economics / Operations ResearchMathematics / AppliedMathematics / Linear & Nonlinear ProgrammingMathematics / Probability & Statistics / GeneralMathematics / Probability & Statistics / Stochastic Processes
ISBN03872338579780387233857
URLhttp://books.google.com.hk/books?id=00zK3Gg9SsEC&hl=&source=gbs_api
EBookSAMPLE
註釋Peter Kall and Jànos 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 Kallnbsp;and 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.