Bøker av Janos Mayer

A computationally oriented comparison of solution algorithms for two stage and jointly chance constrained stochastic linear programming problems, this resource presents comparative computational results with several major stochastic programming solution approaches.

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.