Stochastic linear programming: models, theory, and computation
Auteur :
Kall, Peter / Mayer, János
Éditeur :
Springer-Verlag New York Inc.
ISBN :
9781441977281
Date de publication :
10 nov. 2010
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
USA
Authored by two of the field's most prominent researchers, this new edition has been comprehensively updated, with new material on contemporary models and methods including stochastic DEA models, material on Sharpe-ratio, and asset liability management.