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Stochastic Linear Programming: Models, Theory, and Computation

Peter Kall and János Mayer
Publisher: 
Springer Verlag
Publication Date: 
2005
Number of Pages: 
397
Format: 
Hardcover
Series: 
International Series in Operations Research and Management Science 80
Price: 
89.95
ISBN: 
0-387-23385-7
Category: 
Textbook
We do not plan to review this book.
Basics.- Introduction.- Linear Programming Prerequisites.- Nonlinear Programming Prerequisites.- Single-stage SLP Models.- Introduction.- Models involving Probability Functions.- Quantile Functions, Value at Risk.- Models Based on Expectation.- Models Built with Deviation Measures.- Modeling Risk and Opportunity.- Risk Measures.- Multi-stage SLP Models.- The General SLP with Recourse.- The Two-stage SLP.- The Multi-stage SLP.- Algorithms.- Models with Probability Functions.- Models with Quantile Functions.- Models Based on Expectation.- Models with Deviation Measures.- Two-stage Recourse Problems.- Multi-stage Recourse Problems.- Modeling Systems for SLP.- Bibliography.

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