000			03922nam a22005175i 4500
001			978-0-387-24440-2
003			DE-He213
005			20250710083931.0
007			cr nn 008mamaa
008			100301s2005 xxu| s |||| 0|eng d
020			_a9780387244402 _a99780387244402
024	7		_a10.1007/b105472 _2doi
082	0	4	_a519.6 _223
100	1		_aKall, Peter. _eauthor.
245	1	0	_aStochastic Linear Programming _h[recurso electrónico] : _bModels, Theory, and Computation / _cby Peter Kall, János Mayer.
264		1	_aBoston, MA : _bSpringer US, _c2005.
300			_aXII, 398 p. _bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_arecurso en línea _bcr _2rdacarrier
347			_atext file _bPDF _2rda
490	1		_aInternational Series in Operations Research & Management Science, _x0884-8289 ; _v80
505	0		_aBasics -- Introduction -- Linear Programming Prerequisites -- Nonlinear Programming Prerequisites -- Single-stage SLP Models -- Introduction -- Models involving Probability Functions -- Quantile Functions, Value at Risk -- Models Based on Expectation -- Models Built with Deviation Measures -- Modeling Risk and Opportunity -- Risk Measures -- Multi-stage SLP Models -- The General SLP with Recourse -- The Two-stage SLP -- The Multi-stage SLP -- Algorithms -- Models with Probability Functions -- Models with Quantile Functions -- Models Based on Expectation -- Models with Deviation Measures -- Two-stage Recourse Problems -- Multi-stage Recourse Problems -- Modeling Systems for SLP -- Bibliography.
520			_aPeter Kall and János Mayer are distinguished scholars and professors of Operations Research and their research interest is particularly devoted to the area of stochastic optimization. STOCHASTIC LINEAR PROGRAMMING: Models, Theory, and Computation is a definitive presentation and discussion of the theoretical properties of the models, the conceptual algorithmic approaches, and the computational issues relating to the implementation of these methods to solve problems that are stochastic in nature. The application area of stochastic programming includes portfolio analysis, financial optimization, energy problems, random yields in manufacturing, risk analysis, etc. In this book models in financial optimization and risk analysis are discussed as examples, including solution methods and their implementation. Stochastic programming is a fast developing area of optimization and mathematical programming. Numerous papers and conference volumes, and several monographs have been published in the area; however, the Kall & Mayer book will be particularly useful in presenting solution methods including their solid theoretical basis and their computational issues, based in many cases on implementations by the authors. The book is also suitable for advanced courses in stochastic optimization.
650		0	_aMATHEMATICS.
650		0	_aMATHEMATICAL OPTIMIZATION.
650		0	_aOPERATIONS RESEARCH.
650		0	_aDISTRIBUTION (PROBABILITY THEORY).
650		0	_aENGINEERING MATHEMATICS.
650	1	4	_aMATHEMATICS.
650	2	4	_aOPTIMIZATION.
650	2	4	_aOPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING.
650	2	4	_aAPPL.MATHEMATICS/COMPUTATIONAL METHODS OF ENGINEERING.
650	2	4	_aPROBABILITY THEORY AND STOCHASTIC PROCESSES.
650	2	4	_aOPERATIONS RESEARCH/DECISION THEORY.
650	2	4	_aAPPLICATIONS OF MATHEMATICS.
700	1		_aMayer, János. _eauthor.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9780387233857
830		0	_aInternational Series in Operations Research & Management Science, _x0884-8289 ; _v80
856	4	0	_uhttp://dx.doi.org/10.1007/b105472 _zVer el texto completo en las instalaciones del CICY
912			_aZDB-2-SMA
942			_2ddc _cER
999			_c56347 _d56347