Research Catalog
Stochastic programming
- Title
- Stochastic programming / Peter Kall, Stein W. Wallace.
- Author
- Kall, Peter.
- Publication
- Chichester ; New York : Wiley, [1994], ©1994.
Items in the Library & Off-site
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1 Item
| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
Not available - Please for assistance. | Text | Request in advance | T57.79 .K35 1994 | Off-site |
Holdings
Details
- Additional Authors
- Wallace, Stein W., 1956-
- Description
- xii, 307 pages : illustrations; 24 cm.
- Summary
- 'Stochastic Programming' is the first textbook to provide a thorough and self-contained introduction to the subject. Carefully written to cover all necessary background material from both linear and non-linear programming, as well as probability theory, the book draws together the methods and techniques previously described in disparate sources.
- After introducing the terms and modelling issues when randomness is introduced in a deterministic mathematical programming model, the authors cover decision trees and dynamic programming, recourse problems, probabilistic constraints, preprocessing and network problems. Exercises are provided at the end of each chapter.
- Throughout, the emphasis is on the appropriate use of the techniques, rather than on the underlying mathematical proofs and theories, making the book ideal for researchers and students in mathematical programming and operations research who wish to develop their skills in stochastic programming.
- Series Statement
- Wiley-Interscience series in systems and optimization
- Uniform Title
- Wiley-Interscience series in systems and optimization.
- Subject
- Bibliography (note)
- Includes bibliographical references and index.
- Contents
- 1. Basic Concepts -- 2. Dynamic Systems -- 3. Recourse Problems -- 4. Probabilistic Constraints -- 5. Preprocessing -- 6. Network Problems.
- ISBN
- 0471951080
- 0471951587 (pbk)
- LCCN
- 95116976
- OCLC
- ocm31213035
- Owning Institutions
- Columbia University Libraries