000			a
999			_c32830 _d32830
008			240220b xxu||||| |||| 00| 0 eng d
020			_a9781071605134
082			_a519.72 _bKAL
100			_aKall, Peter
245			_aStochastic Linear Programming Models, Theory , And Computation
250			_a2nd ed.
260			_bSpringer, _aNew York : _c2011
300			_axx, 426 p. ; _bill., _c25 cm
365			_b2475.00 _c₹ _d01
490			_aInternational series in operations research & management science
504			_aIncludes bibliographical references and index.
520			_aStochastic Linear Programming: Models, Theory, and Computation is a 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." "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			_aRandom variables
650			_aProbability distribution
650			_aMoment problem
650			_aConvex optimization
650			_aSLP Models
650			_aOptimization problems
650			_aOperations Research
650			_aFinancial Optimization
700			_aMayer, Janos
942			_2ddc _cBK