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Stochastic Linear Programming: Models, Theory, and Computation

Publisher: 
Springer Verlag
Number of Pages: 
397
Price: 
89.95
ISBN: 
0-387-23385-7
Date Received: 
Tuesday, March 1, 2005
Reviewable: 
No
Include In BLL Rating: 
No
Reviewer Email Address: 
Peter Kall and János Mayer
Series: 
International Series in Operations Research and Management Science 80
Publication Date: 
2005
Format: 
Hardcover
Category: 
Textbook
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.
Publish Book: 
Modify Date: 
Saturday, October 22, 2005

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