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Stochastic Linear Programming
Kall, Peter; Mayer, Janos
€ 75.64
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Description for Stochastic Linear Programming
Hardback. Authored by two of the field's most prominent researchers, this new edition has been comprehensively updated, with new material on contemporary models and methods including stochastic DEA models, material on Sharpe-ratio, and asset liability management. Series: International Series in Operations Research & Management Science. Num Pages: 426 pages, 2 black & white tables, biography. BIC Classification: PB. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 25. Weight in Grams: 802.
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 ... Read more
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 ... Read more
Product Details
Format
Hardback
Publication date
2010
Publisher
Springer-Verlag New York Inc. United States
Number of pages
426
Condition
New
Series
International Series in Operations Research & Management Science
Number of Pages
426
Place of Publication
New York, NY, United States
ISBN
9781441977281
SKU
V9781441977281
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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