Peter Kall – författare

Top researchers in optimization and control from around the world gathered in Detroit for the 18th annual IFIP TC7 Conference on Systems Modelling and Optimization held in July 1997. The papers offered in this volume were selected from among the 250 plenary, invited, and contributed works presented at the conference. The editors chose these papers to represent the myriad and diverse range of topics within the field -in theory and applications-and to disseminate important new results.The editors have organized the book into seven sections: Distributed Parameter Systems Modelling Optimal Control and Nonsmoooth Analysis Automotive Optimization and Operations Research Applications· Reliability Each section contains important advances in theoretical development of optimization and control, new results, and discussions of applications. Treatment of numerous and wide- ranging applications-from turbulent flows, European option pricing, and storage location, to wear processes, passive fire protection, and robotics-make this resource important for academic and industrial researchers working in a variety of areas in systems engineering and applied mathematics.

Top researchers in optimization and control from around the world gathered in Detroit for the 18th annual IFIP TC7 Conference on Systems Modelling and Optimization held in July 1997. The papers offered in this volume were selected from among the 250 plenary, invited, and contributed works presented at the conference. The editors chose these papers to represent the myriad and diverse range of topics within the field -in theory and applications-and to disseminate important new results.The editors have organized the book into seven sections: Distributed Parameter Systems Modelling Optimal Control and Nonsmoooth Analysis Automotive Optimization and Operations Research ApplicationsReliability Each section contains important advances in theoretical development of optimization and control, new results, and discussions of applications. Treatment of numerous and wide- ranging applications-from turbulent flows, European option pricing, and storage location, to wear processes, passive fire protection, and robotics-make this resource important for academic and industrial researchers working in a variety of areas in systems engineering and applied mathematics.

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-stage setup. To facilitate use as a text, exercises are included throughout the book, and web access is provided to a student version of the authors’ SLP-IOR software. Additionally, the authors have updated the Guide to Available Software, and they have included newer algorithms and modeling systems for SLP. The book is thus suitable as a text for advanced courses in stochastic optimization, and as a reference to the field.From Reviews of the First Edition:"The book presents a comprehensive study of stochastic linear optimization problems and their applications. … The presentation includes geometric interpretation, linear programming duality, and the simplex method in its primal and dual forms. … The authors have made an effort to collect … the most useful recent ideas and algorithms in this area. … A guide to the existing software is included as well." (Darinka Dentcheva, Mathematical Reviews, Issue 2006 c)"This is a graduate text in optimisation whose main emphasis is in stochastic programming. The book is clearly written. … This is a good book for providing mathematicians, economists and engineers with an almost complete start up information for working in the field. I heartily welcome its publication. … It is evident that this book will constitute an obligatory reference source for the specialists of the field." (Carlos Narciso Bouza Herrera, Zentralblatt MATH, Vol. 1104 (6), 2007)

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-stage setup. To facilitate use as a text, exercises are included throughout the book, and web access is provided to a student version of the authors’ SLP-IOR software. Additionally, the authors have updated the Guide to Available Software, and they have included newer algorithms and modeling systems for SLP. The book is thus suitable as a text for advanced courses in stochastic optimization, and as a reference to the field.From Reviews of the First Edition:"The book presents a comprehensive study of stochastic linear optimization problems and their applications. … The presentation includes geometric interpretation, linear programming duality, and the simplex method in its primal and dual forms. … The authors have made an effort to collect … the most useful recent ideas and algorithms in this area. … A guide to the existing software is included as well." (Darinka Dentcheva, Mathematical Reviews, Issue 2006 c)"This is a graduate text in optimisation whose main emphasis is in stochastic programming. The book is clearly written. … This is a good book for providing mathematicians, economists and engineers with an almost complete start up information for working in the field. I heartily welcome its publication. … It is evident that this book will constitute an obligatory reference source for the specialists of the field." (Carlos Narciso Bouza Herrera, Zentralblatt MATH, Vol. 1104 (6), 2007)

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-stage setup. To facilitate use as a text, exercises are included throughout the book, and web access is provided to a student version of the authors’ SLP-IOR software. Additionally, the authors have updated the Guide to Available Software, and they have included newer algorithms and modeling systems for SLP. The book is thus suitable as a text for advanced courses in stochastic optimization, and as a reference to the field.From Reviews of the First Edition:"The book presents a comprehensive study of stochastic linear optimization problems and their applications. … The presentation includes geometric interpretation, linear programming duality, and the simplex method in its primal and dual forms. … The authors have made an effort to collect … the most useful recent ideas and algorithms in this area. … A guide to the existing software is included as well." (Darinka Dentcheva, Mathematical Reviews, Issue 2006 c)"This is a graduate text in optimisation whose main emphasis is in stochastic programming. The book is clearly written. … This is a good book for providing mathematicians, economists and engineers with an almost complete start up information for working in the field. I heartily welcome its publication. … It is evident that this book will constitute an obligatory reference source for the specialists of the field." (Carlos Narciso Bouza Herrera, Zentralblatt MATH, Vol. 1104 (6), 2007)

Contents: Optimality and Duality. - Mathematical Programming- Algorithms: -Computational Geometry. - DiscreteOptimization. - Linear programming and Complementarity. -Nonlinear Programming. - Optimal Control: - ControlProblems. - Distributed Parameter Systems; StochasticProgramming; Applied Modelling and Optimization: Biologicaland Medical Systems. - Computer-aided Modelling and Design.-Ecology. - Economy and Energy. - Financial Services. -Production and Logistics. - Stochastic Modelling.

In order to obtain more reliable optimal solutions of concrete technical/economic problems, e.g. optimal design problems, the often known stochastic variations of many technical/economic parameters have to be taken into account already in the planning phase. Hence, ordinary mathematical programs have to be replaced by appropriate stochastic programs. 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.

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 numerical solution or approximation techniques have to be developed for those problems. This proceedings volume contains a selection of papers on modelling techniques, approximation methods, numerical solution procedures for stochastic optimization problems and applications to the reliability-based optimization of concrete technical or economic systems.

This proceedings volume contains 6 invited state of the art lectures and 50 contributed papers presented at OR 98 held at the Swiss Federal Institute of Technology (ETH) Zurich, 31 August - 3 September 1998. This 4-annual international conference was jointly organized by the Swiss, German and Austrian OR-societies and co-sponsored by SIGOPT. The conference had 450 particpants from 36 countries around the world. The proceedings of this conference are subdivided according to the eleven sections of the conference, namely - Continuous Mathematical Optimization (8 papers), - Discrete Mathematical Optimization (12 papers), - Stochastic Modelling, Optimization & Simulation (4 papers), - Econometrics & Statistics (3 papers), - Mathematical Economics, Game Theory & Decision Theory (3 papers), - Banking & Finance (2 papers), - Operations & Production Management (3 papers), - Energy & Ecology (1 paper), - Telecommunication (4 papers), - Logistics & Transportation (10 papers), - Fuzzy Systems & Neural Networks (3 papers), - GOR Diploma Prize (1 paper).

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 numerical solution or approximation techniques have to be developed for those problems. This proceedings volume contains a selection of papers on modelling techniques, approximation methods, numerical solution procedures for stochastic optimization problems and applications to the reliability-based optimization of concrete technical or economic systems.

Anläßlich des 65. Geburtstages von Hans Paul Künzi haben sich Weggefährten, Mitarbeiter und Schüler aus den Jahren seines Wirkens als Hochschullehrer zusammengetan, um wenigstens punktuell aufzu­ zeigen, wie und wohin in den letzten zwei Jahrzehnten verschiedene theoretische und empirische Entwicklungen verlaufen sind, die der Jubilar zumindest in der Schweiz und zu einem guten Teil auch darüber hinaus mitaufgebaut und in den Anfängen beeinflußt hat. Zu diesem Vorhaben fanden die Herausgeber vielseitige Unterstützung. Zunächst von den beteiligten Autoren, die mit spontanen Zusagen und in vorbildlicher Weise ihre Beiträge termingerecht fertiggestellt haben. Darüber hinaus hat ein größerer Kreis von Persönlichkeiten mit Rat und Tat die Entstehung der Schrift gefördert, wobei besonders auch auf ein großes Entgegenkommen des Springer-Verlages zu verweisen ist. Allen möchten wir für die Hilfe aufrichtig danken. Angesichts der Tatsache, daß Hans Paul Künzi bereits vor fast zwei Jahrzehnten seine wissenschaftliche Laufbahn zugunsten einer anderen Verpflichtung aufgegeben hat, liegt die Frage nahe, warum wir -nach wie vor der akademischen Welt verbunden -heute noch von der Persönlichkeit Künzi beeindruckt sind. Dazu sei kurz auf sein damaliges Wirken als Professor an der Universität Zürich und an der ETH Zürich zurückgeblendet.

Anläßlich des 65. Geburtstages von Hans Paul Künzi haben sich Weggefährten, Mitarbeiter und Schüler aus den Jahren seines Wirkens als Hochschullehrer zusammengetan, um wenigstens punktuell aufzu­ zeigen, wie und wohin in den letzten zwei Jahrzehnten verschiedene theoretische und empirische Entwicklungen verlaufen sind, die der Jubilar zumindest in der Schweiz und zu einem guten Teil auch darüber hinaus mitaufgebaut und in den Anfängen beeinflußt hat. Zu diesem Vorhaben fanden die Herausgeber vielseitige Unterstützung. Zunächst von den beteiligten Autoren, die mit spontanen Zusagen und in vorbildlicher Weise ihre Beiträge termingerecht fertiggestellt haben. Darüber hinaus hat ein größerer Kreis von Persönlichkeiten mit Rat und Tat die Entstehung der Schrift gefördert, wobei besonders auch auf ein großes Entgegenkommen des Springer-Verlages zu verweisen ist. Allen möchten wir für die Hilfe aufrichtig danken. Angesichts der Tatsache, daß Hans Paul Künzi bereits vor fast zwei Jahrzehnten seine wissenschaftliche Laufbahn zugunsten einer anderen Verpflichtung aufgegeben hat, liegt die Frage nahe, warum wir -nach wie vor der akademischen Welt verbunden -heute noch von der Persönlichkeit Künzi beeindruckt sind. Dazu sei kurz auf sein damaliges Wirken als Professor an der Universität Zürich und an der ETH Zürich zurückgeblendet.