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Stochastic Linear Programming: Models, Theory, and Computation (2nd edition) (Repost)

Posted By: zolao
Stochastic Linear Programming: Models, Theory, and Computation (2nd edition) (Repost)

Peter Kall, János Mayer - Stochastic Linear Programming: Models, Theory, and Computation (2nd edition)
Published: 2010-11-10 | ISBN: 1441977287 | PDF | 448 pages | 3 MB

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.

Stochastic Linear Programming: Models, Theory, and Computation (2nd edition) (Repost)