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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-sta...

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 s...

Optimization problems arising in practice usually contain several random parameters. Hence, in order to obtain optimal solutions being robust with respect to random parameter variations, the mostly available statistical information about the random parameters should be considered already at the planning phase. The original problem with random parameters must be replaced by an appropriate deterministic substitute problem, and efficient numerica...

New theoretical insight into several branches of reliability-oriented optimization of stochastic systems, new computational approaches and technical/economic applications of stochastic programming methods can be found in this volume.

Contents: Optimality and Duality. - Mathematical Programming - Algorithms: -Computational Geometry. - Discrete Optimization. - Linear programming and Complementarity. - Nonlinear Programming. - Optimal Control: - Control Problems. - Distributed Parameter Systems, Stochastic Programming, Applied Modelling and Optimization: Biological and Medical Systems. - Computer-aided Modelling and Design. -Ecology. - Economy and Energy. - Financial S...

Die Bewältigung einer existenzbedrohenden Unternehmenssituation ist eine der größten Herausforderungen für das Management. Allerdings wurde die Ableitung von Erkenntnissen aus Mißerfolgen viel zu lange vernachlässigt. In dieser Arbeit wird ein anspruchsvolles und differenziertes Modell des Turnaround-Managements vorgestellt. Mit der Verdeutlichung des Informationsbedarfs wird der Blick für existenzbedrohende Situationen geschärft und eine wese...

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-sta...