文档介绍：International Series in Operations
Research & Management Science
Volume 156
Series Editor
Frederick S. Hillier,
Stanford University, CA, USA
Special Editorial Consultant
Camille C. Price
Stephen F. Austin State University, TX, USA
For further volumes:
ies/6161
Peter Kall • János Mayer
Stochastic Linear
Programming
Models, Theory, putation
2nd Edition
1 C
Peter Kall János Mayer
Professor emeritus Institute of Operations Research
University of Zürich University of Zürich
Moussonstrasse 15
Böniweg 10 CH-8044 Zürich, Switzerland
CH-8932 Mettmenstetten, Switzerland ******@
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ISSN 0884-8289
ISBN 978-1-4419-7728-1 e-ISBN 978-1-4419-7729-8
DOI -1-4419-7729-8
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Library of Congress Control Number: 2010938300
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To Helene and Ilona
Preface
The beginning of stochastic programming, and in particular stochastic linear pro-
gramming (SLP), dates back to the 50’s and early 60’s of the last century. Pioneers
who—at that time—contributed to the field, either by identifying SLP problems
in particular applica