| 书目名称 | Stochastic Linear Programming | | 副标题 | Models, Theory, and | | 编辑 | Peter Kall,János Mayer | | 视频video | | | 概述 | Authors are two of the most prominent researchers in the field.End-of-chapter exercises will now be added.Brings field completely up to date, with new models, citations, and references.Includes supple | | 丛书名称 | International Series in Operations Research & Management Science | | 图书封面 |  | | 描述 | This new edition of Stochastic Linear Programming: Models, Theory and Computation has been brought completely up to date, either dealing with or at least referring to new material on models and methods, including DEA with stochastic outputs modeled via constraints on special risk functions (generalizing chance constraints, ICC’s and CVaR constraints), material on Sharpe-ratio, and Asset Liability Management models involving CVaR in a multi-stage setup.To facilitate use as a text, exercises are included throughout the book, and web access is provided to a student version of the authors’ SLP-IOR software.Additionally, the authors have updated the Guide to Available Software, and they have included newer algorithms and modeling systems for SLP.The book is thus suitable as a text for advanced courses in stochastic optimization, and as a reference to the field.From Reviews of the First Edition:"The book presents a comprehensive study of stochastic linear optimization problems and their applications. … The presentation includes geometric interpretation, linear programming duality, and the simplex method in its primal and dual forms. … The authors have made an effort to collect … the most | | 出版日期 | Textbook 2011Latest edition | | 关键词 | Financial Optimization; Operations Research; Optimization; SLP; SLP Models; Stochastic Linear Programming | | 版次 | 2 | | doi | https://doi.org/10.1007/978-1-4419-7729-8 | | isbn_softcover | 978-1-4614-2745-2 | | isbn_ebook | 978-1-4419-7729-8Series ISSN 0884-8289 Series E-ISSN 2214-7934 | | issn_series | 0884-8289 | | copyright | Springer Science+Business Media, LLC 2011 |
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发表于 2025-3-21 18:21:12
