Stochastic Linear Programming: Models, Theory, and Computation

by Peter Kall

Peter 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 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.

Genres: Programming

398 pages, Hardcover

First published March 8, 1975