Biblioteca Univ. Surcolombiana

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Stochastic linear programming models, theory, and computation Peter Kall, János Mayer.

By: Kall, Peter [].
Contributor(s): Mayer, János [].
Series: International series in operations research & management science 156.New York, NY Springer ©2010Edition: Second edition first reprint.Description: xx, 426 pages Illustrations 24 cm.ISBN: 9781461427452.Subject(s): Linear programming | Stochastic processes | Programacion lineal | Procesos estocasticosDDC classification: 519.7 Online resources: Publisher description | Table of contents only
Contents:
Notations -- Introduction -- Linear Programming Prerequisites -- Nonlinear Programming Prerequisites -- Single-stage SLP models -- Models involving probability functions -- Quantile functions, Value at Risk -- Models based on expectation -- Models built with deviation measures -- Modeling risk and opportunity -- Risk measures -- SLP models with recourse -- The general multi-stage SLP -- The two-stage SLP Properties and solution appraoches -- The multi-stage SLP -- Algorithms -- Single-stage models with separate probability functions -- Single-stage models with joint probability functions -- Single-stage models based on expectation -- Single-stage models involving VaR -- Single-stage models with deviation measures -- Two-stage recourse models -- Multistage recourse models -- Modeling systems for SLP -- References --
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Item type Current location Collection Call number Vol info Copy number Status Date due Barcode Item holds
Libros Libros Biblioteca Central
General 519.7 / K125s (Browse shelf) 2010/Segunda edición. Ej. 1 Available 900000012047
Total holds: 0

Includes bibliographical references (p. 383-403) and index.

Notations -- Introduction -- Linear Programming Prerequisites -- Nonlinear Programming Prerequisites -- Single-stage SLP models -- Models involving probability functions -- Quantile functions, Value at Risk -- Models based on expectation -- Models built with deviation measures -- Modeling risk and opportunity -- Risk measures -- SLP models with recourse -- The general multi-stage SLP -- The two-stage SLP Properties and solution appraoches -- The multi-stage SLP -- Algorithms -- Single-stage models with separate probability functions -- Single-stage models with joint probability functions -- Single-stage models based on expectation -- Single-stage models involving VaR -- Single-stage models with deviation measures -- Two-stage recourse models -- Multistage recourse models -- Modeling systems for SLP -- References --

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