International Series in Operations Research & Management Science

Stochastic Linear Programming

Models, Theory, and Computation

Authors: Kall, Peter, Mayer, János

  • Authors are two of the most prominent researchers in the field
  • End-of-chapter exercises added to facilitate use as textbook
  • Brings field completely up to date, with new models, citations, and references
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eBook $79.99
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  • ISBN 978-1-4419-7729-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $109.00
price for USA
  • ISBN 978-1-4419-7728-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $109.00
price for USA
  • ISBN 978-1-4614-2745-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
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About this Textbook

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 useful recent ideas and algorithms in this area. … A guide to the existing software is included as well." (Darinka Dentcheva, Mathematical Reviews, Issue 2006 c) "This is a graduate text in optimisation whose main emphasis is in stochastic programming. The book is clearly written. … This is a good book for providing mathematicians, economists and engineers with an almost complete start up information for working in the field. I heartily welcome its publication. … It is evident that this book will constitute an obligatory reference source for the specialists of the field." (Carlos Narciso Bouza Herrera, Zentralblatt MATH, Vol. 1104 (6), 2007)

Table of contents (4 chapters)

Buy this book

eBook $79.99
price for USA (gross)
  • ISBN 978-1-4419-7729-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $109.00
price for USA
  • ISBN 978-1-4419-7728-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $109.00
price for USA
  • ISBN 978-1-4614-2745-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Stochastic Linear Programming
Book Subtitle
Models, Theory, and Computation
Authors
Series Title
International Series in Operations Research & Management Science
Series Volume
156
Copyright
2011
Publisher
Springer US
Copyright Holder
Springer Science+Business Media, LLC
eBook ISBN
978-1-4419-7729-8
DOI
10.1007/978-1-4419-7729-8
Hardcover ISBN
978-1-4419-7728-1
Softcover ISBN
978-1-4614-2745-2
Series ISSN
0884-8289
Edition Number
2
Number of Pages
XX, 426
Topics