000 02181cam a2200373 a 4500
001 16483711
003 CO-NeUS
005 20180209100716.0
008 100930s2011 nyua b 001 0 eng
010 _a2010938300
020 _a9781461427452
040 _aDLC
_cDLC
_dDLC
_dCO-NeUS
_beng
_erda
041 _aeng
042 _apcc
050 0 0 _aT57.74
_b.K35 2011
082 _221
_a519.7
_bK125s
100 1 _aKall, Peter.
_eAutor
_952018
245 1 0 _aStochastic linear programming
_bmodels, theory, and computation
_cPeter Kall, János Mayer.
250 _aSecond edition
_bfirst reprint
264 _aNew York, NY
_bSpringer
_c©2010.
300 _axx, 426 pages
_bIllustrations
_c24 cm.
490 _aInternational series in operations research & management science
_v156
_997264
504 _aIncludes bibliographical references (p. 383-403) and index.
505 _aNotations -- 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 --
650 0 _aLinear programming.
_9114976
650 0 _aStochastic processes.
_9132376
650 0 _aProgramacion lineal
_9128951
650 0 _aProcesos estocasticos
_9128725
700 1 _aMayer, János.
_eAutor
_966024
856 4 2 _3Publisher description
_uhttp://www.loc.gov/catdir/enhancements/fy1316/2010938300-d.html
856 4 1 _3Table of contents only
_uhttp://www.loc.gov/catdir/enhancements/fy1316/2010938300-t.html
942 _cCG
999 _c40520
_d40520