Stochastic Linear Programming Models, Theory, and Computation

Name: Stochastic Linear Programming Models, Theory, and Computation
Price: 55.72 USD
Availability: InStock
ISBN: 9781441977281

ISBN-10: 1441977287

ISBN-13: 9781441977281

Edition: 2nd 2011

Authors: Peter Kall, Jï¿½nos Mayer

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Description:

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…

Book details

Edition: 2nd
Copyright year: 2011
Publisher: Springer
Publication date: 11/10/2010
Binding: Hardcover
Pages: 426
Size: 6.10" wide x 9.25" long x 1.25" tall
Weight: 3.894
Language: English