Stochastic linear programming. Models, theory, and computation.

DOI10.1007/978-1-4419-7729-8zbMath1211.90003OpenAlexW1738394416MaRDI QIDQ708714

János Mayer, Peter Kall

Publication date: 14 October 2010

Published in: International Series in Operations Research \& Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4419-7729-8

zbMATH Keywords

probabilistic programmingstochastic linear programmingalgorithms and solversrecourse problemsrisk and deviation measures

Mathematics Subject Classification ID

Stochastic programming (90C15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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Uses Software

• GAMS
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