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1、InternationalSeriesinOperationsResearch&ManagementScienceVolume156SeriesEditorFrederickS.Hillier,StanfordUniversity,CA,USASpecialEditorialConsultantCamilleC.PriceStephenF.AustinStateUniversity,TX,USAForfurthervolumes:http://www.springer.com/series/6161PeterKall•JánosMayerStochasticLinearP
2、rogrammingModels,Theory,andComputation2ndEdition1CPeterKallJánosMayerProfessoremeritusInstituteofOperationsResearchUniversityofZürichUniversityofZürichMoussonstrasse15Böniweg10CH-8044Zürich,SwitzerlandCH-8932Mettmenstetten,Switzerlandmayer@ior.uzh.chkall@ior.uzh.chISSN0884-8289ISBN978-1-4
3、419-7728-1e-ISBN978-1-4419-7729-8DOI10.1007/978-1-4419-7729-8SpringerNewYorkDordrechtHeidelbergLondonLibraryofCongressControlNumber:2010938300©SpringerScience+BusinessMedia,LLC2005,2011Allrightsreserved.Thisworkmaynotbetranslatedorcopiedinwholeorinpartwithoutthewrittenpermissionofthepubli
4、sher(SpringerScience+BusinessMedia,LLC,233SpringStreet,NewYork,NY10013,USA),exceptforbriefexcerptsinconnectionwithreviewsorscholarlyanalysis.Useinconnec-tionwithanyformofinformationstorageandretrieval,electronicadaptation,computersoftware,orbysimilarordissimilarmethodologynowknownorhereaf
5、terdevelopedisforbidden.Theuseinthispublicationoftradenames,trademarks,servicemarks,andsimilarterms,eveniftheyarenotidentifiedassuch,isnottobetakenasanexpressionofopinionastowhetherornottheyaresubjecttoproprietaryrights.Printedonacid-freepaperSpringerispartofSpringerScience+BusinessMedia(
6、www.springer.com)ToHeleneandIlonaPrefaceThebeginningofstochasticprogramming,andinparticularstochasticlinearpro-gramming(SLP),datesbacktothe50’sandearly60’softhelastcentury.Pioneerswho—atthattime—contributedtothefield,eitherbyidentifyingSLPproblemsinparticularapplications,orbyformulatingvar
7、iousmodeltypesandsolutionap-proachesfordealingadequatelywithlinearprogramscontainingrandomvariablesintheirright–hand–side,theirtechnologymatrix,and/ortheirobjective’sgradient,havebeenamongothers(inalphabeticalorder):E.M.L.Beale[12],proposingaquadraticprogrammingappr
