Stochastic Linear Programming: Models, Theory, and Computation by Peter Kall , János Mayer
English | PDF | 2005 | 404 Pages | ISBN : 0387233857 | 18.5 MB
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 and 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.
