Prof. em. Dr. phil.
Peter
Kall
Emeritus
peter.kall@business.uzh.ch
Curriculum Vitae
Publikationen
| Books | |
|---|---|
| 1 | H. P. Künzi and P. Kall, editor Dynamische Programmierung und Markov-Prozesse. Verlag Industrielle Organisation, Zurich, 1965. Revised German Edition of R.A. Howard: Dynamic Programming and Markov Processes, MIT Press (1960). |
| 2 | P. Kall. Stochastic Linear Programming. Springer-Verlag, Berlin, 1976. |
| 3 | P. Kall.
Mathematische Methoden des Operations Research, volume 27 of LAMM. B.G. Teubner, Stuttgart, 1976. |
| 4 | K. Brockhoff, W. Dinkelbach, P. Kall, D.B. Pressmar, and K. Spicher, editors.
Proceedings in Operations Research. DGOR Jahrestagung 1977, Physica - Verlag, 1978. |
| 5 | P. Kall and A. Prékopa, editors.
Recent Results in Stochastic Programming. Oberwolfach, Jan 28 - Feb 3, 1979, Springer-Verlag, 1980. volume 179 of Lecture Notes in Econ. Math. Syst. |
| 6 | P. Kall.
Analysis für Oekonomen, volume 53 of LAMM. B.G. Teubner, Stuttgart, 1982. |
| 7 | G. Feichtinger and P. Kall, editors.
Operations Research in Progress, Dordrecht - Boston - London, 1982. OeGOR/SVOR, Vienna 1980, D. Reidel Publ. Comp. |
| 8 | P. Kall.
Lineare Algebra für Oekonomen, volume 54 of LAMM. B.G. Teubner, Stuttgart, 1984. |
| 9 | J. Guddat, B. Bank, H. Hollatz, P. Kall, D. Klatte, B. Kummer, K. Lommatzsch,
K. Tammer, M. Vlach, and K. Zimmermann, editors.
Advances in Mathematical Optimization (Invited papers dedicated to Prof.Dr.Dr.h.c. F. Nozicka on occasion of his 70th birthday), volume 45 of Mathematical Research, Berlin, 1988. Akademie-Verlag. |
| 11 | P. Kall, J. Kohlas, W. Popp, and C.A. Zehnder, editors.
Quantitative Methoden in den Wirtschaftswissenschaften Hans Paul Künzi zum 65. Geburtstag. Springer-Verlag, Berlin, 1989. |
| 12 | P. Kall, editor.
Optimization and Modelling, volume 180 of Lecture Notes in Contr. Inf. Sci. 15th IFIP TC7 Conference on System Modelling and Optimization, Zurich, September 1991, Springer-Verlag, 1992. |
| 13 | G. Hellwig, P. Kall, and P. Abel, editors.
Statistical Methods for Decision Processes. Daimler Benz AG, Stuttgart-Möhringen, 1994. Proceedings, GAMM/IFIP Workshop, Stuttgart, June 1992. |
| 14 | P. Kall and S.W. Wallace.
Stochastic Programming. John Wiley & Sons, Chichester, 1994. |
| 15 | K. Marti and P. Kall, editors.
Stochastic Optimization: Numerical Techniques and Engineering Applications, volume 423 of Lecture Notes in Econ. Math. Syst. Springer-Verlag, Berlin - Heidelberg - New York, 1995. Proc. of 2nd GAMM/IFIP WG 7.7 Workshop, Neubiberg/München, June 15-17, 1993. |
| 16 | K. Marti and P. Kall, editors.
Stochastic Programming Methods and Technical Applications, volume 458 of Lecture Notes in Econ. Math. Syst. 3rd GAMM/IFIP TC 7.7 Munich (D) 1996, Springer-Verlag Berlin-Heidelberg-New York, 1998. |
| 17 | P. Kall and H.-J. Lüthi, editors.
Operations Research Proceedings 1998. Selected Papers of the International Conference on Operations Research, Zurich, August 31 - September 3, 1998, Springer-Verlag, 1999. |
| 18 | M.P. Polis, A.L. Dontchev, P. Kall, I. Lasiecka, and A.W. Olbrot, editors.
System Modelling and Optimization, volume 396 of Research Notes in Mathematics, London, 1999. 18th IFIP TC7 Conference, Detroit, July 22-25, 1997, Chapman & Hall/CRC. |
| 19 | P. Kall and J. Mayer.
Stochastic Linear Programming: Models, Theory, and Computation, volume 80 of International Series in Operations Research and Management Science. Springer Science and Business Media, New York, USA, 2005. |
| Articles in Refereed Journals | |
| 20 | P. Kall.
Über eine Anwendung endlicher Markov-Ketten in der linearen und nichtlinearen Programmierung. Z. Wahrscheinlichkeitstheorie u. verwandte Gebiete, 3:89-109, 1964. |
| 21 | P. Kall.
Über die Optimierung einer bedingt konvexen Funktion unter linearen Nebenbedingungen. Z. Wahrscheinlichkeitstheorie u. verwandte Gebiete, 5:167-172, 1966. |
| 22 | P. Kall.
Qualitative Aussagen zu einigen Problemen der stochastischen Programmierung. Z. Wahrscheinlichkeitstheorie u. verwandte Gebiete, 6:246-272, 1966. |
| 23 | P. Kall.
Das zweistufige Problem der stochastischen linearen Programmierung. Z. Wahrscheinlichkeitstheorie u. verwandte Gebiete, 8:101-112, 1967. |
| 24 | P. Kall.
Produktionsoptimierung mit Hilfe der stochastischen Programmierung. Industrielle Organisation, 36:427-432, 1967. |
| 25 | P. Kall.
Der gegenwärtige Stand der stochastischen Programmierung. Unternehmensforschung, 12:81-95, 1968. |
| 26 | P. Kall.
Some remarks on the distribution problem of stochastic linear programming. Methods of Oper. Res., 16:189-196, 1973. |
| 27 | B. Finkbeiner and P. Kall.
Direct algorithms in quadratic programming. ZOR, 17:45-54, 1973. |
| 28 | P. Kall.
Approximations to stochastic programs with complete fixed recourse. Numer. Math., 22:333-339, 1974. |
| 29 | P. Kall and W. Oettli.
Measurability theorems for stochastic extremals. SIAM J. Contr. Opt., 13:994-998, 1975. |
| 30 | P. Kall.
Computational methods for solving two-stage stochastic linear programming problems. Z. Angew. Math. Phys., 30:261-271, 1979. |
| 31 | P. Kall.
Stochastic programming. Eur. J. Oper. Res., 10:125-130, 1982. Survey. |
| 32 | P. Kall and D. Stoyan.
Solving stochastic programming problems with recourse including error bounds. Math. Operationsforsch. Statist., Ser. Opt., 13:431-447, 1982. |
| 33 | P. Kall.
Approximation to optimization problems: An elementary review. Math. Oper. Res., 11:9-18, 1986. |
| 34 | P. Kall.
Stochastic programs with recourse: An upper bound and the related moment problem. ZOR, 31:A119-A141, 1987. |
| 35 | K. Frauendorfer and P. Kall.
A solution method for SLP recourse problems with arbitrary multivariate distributions - the independent case. Probl. Contr. Inf. Theory, 17:177-205, 1988. |
| 36 | P. Kall and J. Mayer.
SLP-IOR: An interactive model management system for stochastic linear programs. In King [Kin96], pages 221-240. 1996. |
| 37 | P. Kall and J. Mayer.
On the role of bounds in stochastic linear programming. Optimization, 47:287-301, 2000. Presented at `Münchner Stochastik-Tage 1998'. |
| 38 | P. Kall and J. Mayer.
Some insights into the solution algorithms for SLP problems. In Römisch and Schultz [RS06], pages 147-164. 2006. |
| Articles in Refereed Volumes | |
| 39 | P. Kall.
Zusammenhang zwischen dynamischer Programmierung und Branch-and-Bound. In Weinberg [Wei68], pages 73-87. 1968. |
| 40 | P. Kall.
Entwicklungstendenzen in der mathematischen Optimierung, aufgezeigt an Beispielen der neueren Literatur. In Beckmann [Bec71], pages 52-60. 1971. |
| 41 | P. Kall.
Planning under uncertainty: Discussant 1 / planification dans des conditions incertaines: porte-parole 1. In Ross [Ros73], pages 123-126. 1973. |
| 42 | P. Kall.
Stochastische Optimierung - einige neuere Ergebnisse. In Lommatzsch [Lom78], pages 52-64. 1978. |
| 43 | P. Kall.
Solving complete fixed recourse problems by successive discretization - extended abstract -. In Kall and Prékopa [KP80], pages 135-138. 1980. |
| 44 | P. Kall and W. Oettli.
Measurability theorems for stochastic extremals - extended abstract -. In Dempster [Dem80], pages 93-95. 1980. |
| 45 | P. Kall.
Towards computing the expected value of perfect information. In Beckmann et al. [BEK83], pages 277-287. 1983. |
| 46 | P. Kall and M. Ambühl.
OR-Probleme der Elektrizitätsversorgung in Krisenzeiten. In Stähly [Stä83], pages 173-181. 1983. |
| 47 | P. Kall.
On approximations and stability in stochastic programming. In Guddat et al. [GJKN87], pages 387-407. 1987. |
| 48 | P. Kall.
Stochastic programming with recourse: Upper bounds and moment problems-A review. In Guddat et al. [GBHK88], pages 86-103. 1988. |
| 49 | P. Kall, A. Ruszczy'nski, and K. Frauendorfer.
Approximation techniques in stochastic programming. In Ermoliev and Wets [EW88], pages 33-64. 1988. |
| 50 | P. Kall.
An upper bound for SLP using first and total second moments. In Birge and Wets [BW91a], pages 267-276. 1991. |
| 51 | P. Kall.
A review on approximations in stochastic programming. In Bulatov [Bul92], pages 125-133. 1992. |
| 52 | P. Kall and J. Mayer.
SLP-IOR: A model management system for stochastic linear programming - Systems design -. In Beulens and Sebastian [BS92], pages 139-157. 1992. |
| 53 | P. Kall and J. Mayer.
A model management system for stochastic linear programming. In Kall [Kal92], pages 580-587. 1992. |
| 54 | P. Kall and J. Mayer.
SLP-IOR: On the design of a workbench for testing SLP codes. In Bouza [Bou93], pages 148-161. 1993. |
| 55 | P. Kall.
Solution methods in stochastic programming. In Henry and Yvon [HY94], pages 3-22. 1994. |
| 56 | P. Kall and J. Mayer.
Computer support for modeling in stochastic linear programming. In Marti and Kall [MK95], pages 54-70. 1995. |
| 57 | P. Kall.
Bounds for and approximations to stochastic linear programs with recourse -Tutorial-. In Marti and Kall [MK98], pages 1-21. 1998. |
| 58 | P. Kall and J. Mayer.
On testing SLP codes with SLP-IOR. In Giannessi et al. [GKR98], pages 115-135. 1998. |
| 59 | P. Kall and J. Mayer.
On solving stochastic linear programming problems. In Marti and Kall [MK98], pages 329-344. 1998. |
| 60 | P. Kall and J. Mayer.
Modeling support for multistage recourse problems. In Marti et al. [MEP04], pages 21-41. 2004. |
| 61 | P. Kall and J. Mayer.
Building and solving stochastic linear programming models with SLP-IOR. In Wallace and Ziemba [WZ05], chapter 6, pages 79-93. 2005. |
| Contributions to Other Publications | |
| 62 | P. Kall.
Optimierungsverfahren - Eine Einführung. In Henn et al. [HSS80], pages 448-464. 1980. |
| 63 | P. Kall.
Mathematik in den Wirtschaftswissenschaften? In Hoyningen-Huene [HH83], pages 127-142. 1983. |
| 64 | P. Kall.
Das Bewerten von Softwareprodukten: Ein entscheidungstheoretisches Problem. Output, Jg.14(Nr.7):25-32, 1985. |
| 65 | P. Kall.
Lösungsverfahren der stochastischen Programmierung - Ein Überblick. In Kall et al. [KKPZ89], pages 19-29. 1989. |
| 66 | P. Kall.
Obere Schranken und Momentenprobleme in der Stochastischen Programmierung: Ein Vergleich. Output, Jg.18(Nr.12):73-75, 1989. |
| 67 | P. Kall.
Solution methods in stochastic programming - A review -. In Hellwig et al. [HKA94], pages 21-37. 1994. |
| 68 | P. Kall.
Foundations of modelling stochastic programs-An introduction-. In Hellwig et al. [HKA94], pages 38-53. 1994. |
| 69 | P. Kall and J. Mayer.
SLP-IOR: A model management system for stochastic linear programming-General features. In Hellwig et al. [HKA94], pages 54-63. 1994. |
| 70 | P. Kall.
Stochastic Programming: Achievements and Open Problems. In Kischka et al. [KLMR01], pages 285-302. 2001. |
| Technical Reports, Papers Submitted, Etc. | |
| 71 | H. P. Künzi, P. Kall, and W. Oettli.
A contribution to indefinite quadratic programming. Research Paper RZ-163, IBM Rüschlikon, December 1964. |
| 72 | M. Ambühl, P. Kall, E. Keller, and F. Schmid.
Nichtlineare Optimierung: Theorie und Verfahren. Manuscript, Inst. Oper. Res., University of Zurich, 1982. SVOR-Workshop Lenk, March 1982. |
| 73 | P. Kall and E. Keller.
Computational experience in solving stochastic programs with recourse. Manuscript, Inst. Oper. Res., University of Zurich, 1983. |
| 74 | P. Kall.
Approximations to stochastic optimization problems. Manuscript, Inst. Oper. Res., University of Zurich, 1984. |
| 75 | P. Kall, A. Quadroni, and L. Rüst.
MESSAGE - Anwendungsmöglichkeiten eines globalen Energiemodells in der Schweiz. Manuscript, Inst. Oper. Res., University of Zurich, 1984. |
| 76 | P. Kall.
Upper bounds and moment problems in stochastic programming: A comparison. Manuscript, Inst. Oper. Res., University of Zurich, 1990. |
| 77 | P. Kall.
Solution methods in stochastic programming - a review -. Manuscript, Inst. Oper. Res., University of Zurich, 1990. |
| 78 | P. Kall and J. Mayer.
SLP-IOR: Model management system for stochastic linear programming. Manuscript, Inst. Oper. Res., University of Zurich, 1994. |
| 79 | P. Fúsek, P. Kall, J. Mayer, S. Sen, and S. Siegrist.
Multistage stochastic linear programming: Aggregation, approximation, and some open problems. Technical report, Inst. Oper. Res., University of Zurich, 2000. Presented at the conference on Stochastic Optimization, Gainesville, FL (Feb. 2000). |
| 80 | P. Kall, J. Mayer, and S. Muster.
ALM/CFM. User's Guide. User's guide, Risk Management Group, Zurich Insurance Company and IOR, University of Zurich, 2000. 86 pages. |
| 81 | P. Kall, J. Mayer, and S. Muster.
Stochastic variants of the ALM/CFM model. Technical report, Inst. Oper. Res., University of Zurich, 2001. 44 pages. |
| 82 | P. Kall.
A note on simple recourse type functions. Working paper, Inst. Oper. Res., University of Zurich, 2002. |
| 83 | P. Kall and J. Mayer.
SLP-IOR. User's Guide. Technical report, Inst. Oper. Res., University of Zurich, 2002. 217 pages. |
| 84 | P. Kall.
Challenges to OR in Switzerland for the years to come. On the occasion of the 40th anniversary of IFOR/ETHZ, 2007. |
| 85 | P. Kall.
Stochastic Linear Optimization. Lecture notes, Winter 2004/2005. |
| Edited Collections | |
| Bec71 | M. Beckmann, editor.
Unternehmensforschung Heute, volume 50 of Lecture Notes in Oper. Res. Math. Syst. SVOR/DGU-Tagung Zürich (CH) 1970, Springer-Verlag Berlin-Heidelberg-New York, 1971. |
| BEK83 | M.J. Beckmann, W. Eichhorn, and W. Krelle, editors.
Mathematische Systeme in der Ökonomie: Rudolf Henn zum 60. Geburtstag. Athenäum Verlag, Königstein/Ts., 1983. |
| Bou93 | C. Bouza, editor.
Stochastic Programming: The State of the Art, volume 14, 2-3, of Revista Investigación Operacional. IFIP TC 7.7 Havana (CU) 1992, 1993. |
| BS92 | A.J.M. Beulens and H.-J. Sebastian, editors.
Optimization-Based Computer-Aided Modelling and Design, volume 174 of Lecture Notes in Contr. Inf. Sci. IFIP TC 7.6, The Hague (NL) 1991, Springer-Verlag Berlin-Heidelberg-New York, 1992. |
| Bul92 | V.L. Bulatov, editor.
Optimization: Models, Methods, and Solutions. Baikal (RU) Conf. Global Opt., 1989, Nauka Nowosibirsk, 1992. (in Russian). |
| BW91a | J.R. Birge and R.J.-B. Wets, editors.
Stochastic Programming, Part I, volume 30 of Ann. Oper. Res. Conf. Stoch. Prog. V at Ann Arbor (USA) 1989, J.C. Baltzer AG Basel, 1991. |
| BW91b | J.R. Birge and R.J.-B. Wets, editors.
Stochastic Programming, Part II, volume 31 of Ann. Oper. Res. Conf. Stoch. Prog. V at Ann Arbor (USA) 1989, J.C. Baltzer AG Basel, 1991. |
| CDFM06 | F. Ceragioli, A. Dontchev, H. Futura, K. Marti, and L. Pandolfi, editors.
System Modeling and Optimization, New York, 2006. 22nd IFIP TC7 Conf. at Turin (I), 18-22 July 2005, Springer-Verlag Berlin-Heidelberg-New York. |
| Dem80 | M.A.H. Dempster, editor.
Stochastic Programming. Conf. Stoch. Prog. I at Oxford (GB) 1974, Academic Press London, 1980. |
| EW88 | Y. Ermoliev and R. J-B Wets, editors.
Numerical Techniques for Stochastic Optimization, volume 10 of Series in Comp. Math. Springer-Verlag Berlin-Heidelberg-New York, 1988. |
| GBHK88 | J. Guddat, B. Bank, H. Hollatz, P. Kall, D. Klatte, B. Kummer, K. Lommatzsch,
K. Tammer, M. Vlach, and K. Zimmermann, editors.
Advances in Mathematical Optimization (Invited papers dedicated to Prof.Dr.Dr.h.c. F. Nozicka on occasion of his 70th birthday), volume 45 of Math. Research. Akademie-Verlag Berlin, 1988. |
| GJKN87 | J. Guddat, H. Th. Jongen, B. Kummer, and F. Nozicka, editors.
Parametric Optimization and Related Topics, volume 35 of Math. Research. Conf. Param. Opt. Rel. Topics at Plaue (GDR) 1985, Akademie-Verlag Berlin, 1987. |
| GKR98 | F. Giannessi, S. Komlósi, and T. Rapcsák, editors.
New Trends in Mathematical Programming -Homage to Steven Vajda-. XIII. Internat. Math. Prog. Conference, Mátraháza (H) 1996, Kluwer Academic Publ., 1998. |
| HH83 | P. Hoyningen-Huene, editor.
Die Mathematisierung der Wissenschaften, volume 4 of Zürcher Hochschulforum. Vortragsreihe von UZH und ETHZ im Sommer 1981, Artemis Verlag Zürich, 1983. |
| HKA94 | G. Hellwig, P. Kall, and P. Abel, editors.
Statistical Methods for Decision Processes. GAMM/IFIP TC 7.7 Stuttgart (D) 1992, Daimler Benz AG at Stuttgart-Möhringen, 1994. |
| HSS80 | R. Henn, B. Schips, and P. Stähly, editors.
Quantitative Wirtschafts und Unternehmensforschung. St. Galler (CH) Symposium 1979, Springer-Verlag Berlin-Heidelberg-New York, 1980. |
| HY94 | J. Henry and J.-P. Yvon, editors.
System Modelling and Optimization, volume 197 of Lecture Notes in Contr. Inf. Sci. 16th IFIP Conference on System Modelling and Optimization, Compiègne (F) July 1993, Springer-Verlag Berlin-Heidelberg-New York, 1994. |
| Kal92 | P. Kall, editor.
Optimization and Modelling, volume 180 of Lecture Notes in Contr. Inf. Sci. Springer-Verlag, 1992. Proc., 15th IFIP TC7 Conference on System Modelling and Optimization, Zurich (CH), September 1991. |
| Kin96 | A. King, editor.
Approximation and Computation in Stochastic Programming, volume B 75 of Math. Prog., 1996. |
| KKPZ89 | P. Kall, J. Kohlas, W. Popp, and C. A. Zehnder, editors.
Quantitative Methoden in den Wirtschaftswissenschaften Hans Paul Künzi zum 65. Geburtstag. Springer-Verlag, 1989. |
| KLMR01 | P. Kischka, U. Leopold-Wildburger, R. Möhring, and F.J. Radermacher,
editors.
Models, Methods and Decision Support for Management: Essays in Honor of Paul Stähly, Heidelberg - New York, 2001. Physica-Verlag. |
| KP80 | P. Kall and A. Prékopa, editors.
Recent Results in Stochastic Programming, volume 179 of Lecture Notes in Econ. Math. Syst. Oberwolfach (D), Jan 28 - Feb 3, 1979, Springer-Verlag Berlin-Heidelberg-New York, 1980. |
| Lom78 | K. Lommatzsch, editor.
Fortschritte in der Mathematischen Optimierung, volume 15 of Seminarberichte. Tagung zu Ehren von Prof. Dr. F. Nozicka, Sektion Mathematik,Humboldt-Universität zu Berlin (GDR), 1978. |
| MEP04 | K. Marti, Y. Ermoliev, and G. Pflug, editors.
Dynamic Stochastic Optimization, volume 532 of Lecture Notes in Econ. Math. Syst. IIASA/IFIP TC 7.7 Laxenburg (AT), March 2002, Springer-Verlag Berlin-Heidelberg-New York, 2004. |
| MK95 | K. Marti and P. Kall, editors.
Stochastic Optimization: Numerical Techniques and Engineering Applications, volume 423 of Lecture Notes in Econ. Math. Syst. 2nd GAMM/IFIP TC 7.7 Neubiberg/München (D) 1993, Springer-Verlag Berlin-Heidelberg-New York, 1995. |
| MK98 | K. Marti and P. Kall, editors.
Stochastic Programming Methods and Technical Applications, volume 458 of Lecture Notes in Econ. Math. Syst. 3rd GAMM/IFIP TC 7.7 Munich (D) 1996, Springer-Verlag Berlin-Heidelberg-New York, 1998. |
| Ros73 | M. Ross, editor.
Operational Research '72. North-Holland, 1973. |
| RS06 | W. Römisch and R. Schultz, editors.
Stochastic Programming, volume 142 of Ann. Oper. Res. Conf. Stoch. Prog. IX at Berlin (D) 2001, Springer-Verlag, 2006. |
| Stä83 | P. Stähly, editor.
Wirtschaftliche Landesvorsorge im Rahmen der Sicherheitspolitik. Syposium Bern (CH) 1982, Paul Haupt Bern, 1983. |
| Wei68 | F. Weinberg, editor.
Einführung in die Methode Branch and Bound, volume 4 of Lecture Notes in Oper. Res. Math. Syst. Inst. Oper. Res., ETH Zurich, Springer-Verlag Berlin-Heidelberg-New York, 1968. |
| WZ05 | S.W. Wallace and W.T. Ziemba, editors.
Applications of Stochastic Programming. MPS-SIAM Series on Optimization. SIAM and MPS, Philadelphia, 2005. |