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Stochastic Linear Programming

Todaymanyeconomists, engineers and mathematicians are familiar with linear programming and are able to apply it. This is owing to the following facts: during the last 25 years efficient methods have been developed; at the same time sufficient computer capacity became available; finally, in many diff...

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Bibliographic Details
Main Author: Kall, P.
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 1976, 1976
Edition:1st ed. 1976
Series:Ökonometrie und Unternehmensforschung Econometrics and Operations Research
Subjects:
Operations Research
Quantitative Economics
Econometrics
Operations Research And Decision Theory
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • 0. Prerequisites
  • 1. Linear Programming.
  • 2. Nonlinear Programming
  • 3. Measure Theory and Probability Theory
  • I. Introduction
  • II. Distribution Problems
  • 1. The General Case
  • 2. Special Problems
  • III. Two Stage Problems
  • 1. The General Case
  • 2. The Fixed Recourse Case
  • 3. Complete Fixed Recourse
  • 4. Simple Recourse
  • 5. Computational Remarks
  • 6. Another Approach to Two Stage Programming
  • IV. Chance Constrained Programming
  • 1. Convexity Statements
  • 2. Relationship between Chance Constrained Programs and Two Stage Problems
  • References

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