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Stochastic Linear Programming: Models, Theory, and Computation
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Catalogue Information
Field name
Details
Dewey Class
519.72 (DDC 22)
Title
Stochastic Linear Programming ([EBook]) : Models, Theory, and Computation / by Peter Kall, János Mayer.
Author
Kall, Peter
Added Personal Name
Mayer, János
Other name(s)
SpringerLink (Online service)
Publication
Boston, MA : Kluwer , 2005
Physical Details
: v.: digital
Series
International Series in Operations Research & Management Science
0884-8289 ; 80
ISBN
9780387244402
Summary Note
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.:
System details note
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site
http://dx.doi.org/10.1007/b105472
Links to Related Works
Subject References:
Applications of Mathematics
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Appl.Mathematics/Computational Methods of Engineering
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Distribution (Probability theory)
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Engineering mathematics
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Mathematical optimization
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Operations research
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Operations research, mathematical programming
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Probability theory and stochastic processes
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Authors:
Kall, Peter
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Mayer, János
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Corporate Authors:
SpringerLink (Online service)
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Series:
International Series in Operations Research & Management Science
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Classification:
519.72 (DDC 22)
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