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Stochastic Linear Programming
Models, Theory, and Computation, International Series in Operations Research & Management Science 156
ISBN/EAN: 9781441977281
Umbreit-Nr.: 1823861
Sprache:
Englisch
Umfang: xx, 426 S.
Format in cm: 2.5 x 24.2 x 16.4
Einband:
gebundenes Buch
Erschienen am 10.11.2010
Auflage: 2/2011
- Zusatztext
- 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.
- Kurztext
- Authored by two of the field¿s most prominent researchers, this new edition has been comprehensively updated, with new material on contemporary models and methods including stochastic DEA models, material on Sharpe-ratio, and asset liability management.