Stochastic Linear Programming

Models, Theory, and Computation

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 stochastic in nature.

From this short sketch of the subject called SLP, which is by far not complete with
respect to the various special problem formulations to be dealt with, we may
already conclude that a basic toolkit of linear and nonlinear programming
methods ...