Description

Book Synopsis
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.

Table of Contents
Chapter 1. Basics.- Chapter 2. Single-stage SLP models.- Chapter 3. SLP models with recourse.- Chapter 4. Algorithms.

Stochastic Linear Programming Models Theory and Computation International Series in Operations Research Management Science 156

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    A Hardback by Peter Kall, János Mayer

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      View other formats and editions of Stochastic Linear Programming Models Theory and Computation International Series in Operations Research Management Science 156 by Peter Kall

      Publisher: Springer Us
      Publication Date: 11/10/2010 12:00:00 AM
      ISBN13: 9781441977281, 978-1441977281
      ISBN10: 1441977287

      Description

      Book Synopsis
      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.

      Table of Contents
      Chapter 1. Basics.- Chapter 2. Single-stage SLP models.- Chapter 3. SLP models with recourse.- Chapter 4. Algorithms.

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