Professoren
Prof. Dr. phil. Peter Kall

Prof. Dr. phil. Peter Kall

Books

[1] H. P. Künzi and P. Kall, editors.
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] 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.

[10] P. Kall, editor.
Optimization and Modelling, volume 180 of Lecture Notes in Contr. Inf. Sci.
Springer-Verlag, 1992.
Available from World Wide Web:
./bib/ka-92b.pdf.
Proc., 15th IFIP TC7 Conference on System Modelling and Optimization, Zurich, September 1991.

[11] 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.

[12] P. Kall and S.W. Wallace.
Stochastic Programming.
John Wiley & Sons, Chichester, 1994.
Available from World Wide Web:
./bib/ka-wal-94.pdf.

[13] 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.

[14] K. Marti and P. Kall, editors.
Stochastic Programming Methods and Technical Applications, volume 458 of Lecture Notes in Econ. Math. Syst.
Springer-Verlag, Berlin - Heidelberg - New York, 1998.
Proceedings of the 3rd GAMM/IFIP Workshop, Neubiberg/München, June 17-20, 1996.

[15] P. Kall and H.-J. Lüthi, editors.
Operations Research Proceedings 1998.
Springer-Verlag, 1999.
Available from World Wide Web:
./bib/ka-luethi-99.pdf.
Selected Papers of the International Conference on Operations Research, Zurich, August 31 - September 3, 1998.

[16] 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.
Chapman & Hall/CRC, London, 1999.
Proceedings of the 18th IFIP TC7 Conference, Detroit, July 22-25, 1997.

Articles in Refereed Journals
[17] P. Kall.
Über eine Anwendung endlicher Markov-Ketten in der linearen und nichtlinearen Programmierung.
Z. Wahrsch. theorie u. verw. Geb., 3:89-109, 1964.

[18] P. Kall.
Über die Optimierung einer bedingt konvexen Funktion unter linearen Nebenbedingungen.
Z. Wahrsch. theorie u. verw. Geb., 5:167-172, 1966.

[19] P. Kall.
Qualitative Aussagen zu einigen Problemen der stochastischen Programmierung.
Z. Wahrsch. theorie u. verw. Geb., 6:246-272, 1966.

[20] P. Kall.
Das zweistufige Problem der stochastischen linearen Programmierung.
Z. Wahrsch. theorie u. verw. Geb., 8:101-112, 1967.

[21] P. Kall.
Produktionsoptimierung mit Hilfe der stochastischen Programmierung.
Industrielle Organisation, 36:427-432, 1967.

[22] P. Kall.
Der gegenwärtige Stand der stochastischen Programmierung.
Unternehmensforschung, 12:81-95, 1968.

[23] P. Kall.
Some remarks on the distribution problem of stochastic linear programming.
Methods of Oper. Res., 16:189-196, 1973.

[24] B. Finkbeiner and P. Kall.
Direct algorithms in quadratic programming.
ZOR, 17:45-54, 1973.

[25] P. Kall.
Approximations to stochastic programs with complete fixed recourse.
Numer. Math., 22:333-339, 1974.

[26] P. Kall and W. Oettli.
Measurability theorems for stochastic extremals.
SIAM J. Contr. Opt., 13:994-998, 1975.

[27] P. Kall.
Computational methods for solving two-stage stochastic linear programming problems.
Z. Angew. Math. Phys., 30:261-271, 1979.

[28] P. Kall.
Stochastic programming.
Eur. J. Oper. Res., 10:125-130, 1982.
Survey.

[29] P. Kall and D. Stoyan.
Solving stochastic programming problems with recourse including error bounds.
Math. Operationsforsch. Statist., Ser. Opt., 13:431-447, 1982.
Available from World Wide Web:
./bib/ka-stoy-82-scan.pdf.

[30] P. Kall.
Approximation to optimization problems: An elementary review.
Math. Oper. Res., 11:9-18, 1986.
Available from World Wide Web:
./bib/ka-86.pdf.

[31] P. Kall.
Stochastic programs with recourse: An upper bound and the related moment problem.
ZOR, 31:A119-A141, 1987.
Available from World Wide Web:
./bib/ka-87b-scan.pdf.

[32] 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.

[33] P. Kall.
An upper bound for SLP using first and total second moments.
Ann. Oper. Res., 30:267-276, 1991.
Available from World Wide Web:
./bib/ka-91a.pdf.

[34] P. Kall and J. Mayer.
SLP-IOR: An interactive model management system for stochastic linear programs.
In A. King, editor, Approximation and Computation in Stochastic Programming, volume 75, pages 221-240. Math. Prog. B, 1996.
Available from World Wide Web:
./bib/ka-may-96a.pdf.

[35] P. Kall and J. Mayer.
On the role of bounds in stochastic linear programming.
Optimization, 47:287-301, 2000.
Available from World Wide Web:
./bib/ka-may-00a.pdf.
Presented at `Münchner Stochastik-Tage 1998'.


Articles in Refereed Volumes
[36] P. Kall.
Zusammenhang zwischen dynamischer Programmierung und Branch-and-Bound, volume 4 of Lecture Notes in Oper. Res. Math. Syst., pages 73-87.
Springer-Verlag, Berlin - Heidelberg - New York, 1968.

[37] P. Kall.
Entwicklungstendenzen in der mathematischen Optimierung, aufgezeigt an Beispielen der neueren Literatur.
In M. Beckmann, editor, Unternehmensforschung Heute, pages 52-60, Berlin-Heidelberg-New York, 1971. SVOR / DGU Zürich, September 1970, Springer-Verlag.
LN Oper. Res. Math. Syst., vol. 50.

[38] P. Kall.
Planning under uncertainty: Discussant 1 / planification dans des conditions incertaines: porte-parole 1.
In M. Ross, editor, Operational Research '72, pages 123-126. North-Holland, 1973.

[39] P. Kall.
Stochastische Optimierung - einige neuere Ergebnisse.
In K. Lommatzsch, editor, Fortschritte in der Mathematischen Optimierung (Tagung zu Ehren von Prof. Dr. F. Nozicka), pages 52-64. Sektion Mathematik,Humboldt-Universität zu Berlin, 1978.
Seminarbericht Nr. 15.

[40] P. Kall.
Solving Complete Fixed Recourse Problems by Successive Discretization - Extended Abstract -, volume 179 of Lecture Notes in Econ. Math. Syst., pages 135-138.
Springer-Verlag, 1980.

[41] P. Kall and W. Oettli.
Measurability theorems for stochastic extremals - extended abstract -.
In M. A. H. Dempster, editor, Stochastic Programming, pages 93-95. Academic Press, 1980.

[42] P. Kall.
Towards computing the expected value of perfect information.
In M. J. Beckmann, W. Eichhorn, and W. Krelle, editors, Mathematische Systeme in der Ökonomie, pages 277-287. Athenäum, Meisenheim, 1983.

[43] P. Kall and M. Ambühl.
OR-Probleme der Elektrizitätsversorgung in Krisenzeiten.
In P. Stähly, editor, Wirtschaftliche Landesvorsorge im Rahmen der Sicherheitspolitik, pages 173-181. Verlag P. Haupt, Bern, 1983.

[44] P. Kall.
On approximations and stability in stochastic programming.
In J. Guddat, H. Th. Jongen, B. Kummer, and F. Nozicka, editors, Parametric Optimization and Related Topics, pages 387-407. Akademie-Verlag, Berlin, 1987.
Available from World Wide Web:
./bib/ka-87a.pdf.

[45] P. Kall.
Stochastic programming with recourse: Upper bounds and moment problems-A review.
In 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 (Dedicated to Prof. Dr. Dr. hc. F. Nozicka), pages 86-103. Akademie-Verlag, Berlin, 1988.

[46] P. Kall, A. Ruszczy'nski, and K. Frauendorfer.
Approximation techniques in stochastic programming.
In Y. M. Ermoliev and R. J.-B. Wets, editors, Numerical Techniques for Stochastic Optimization, pages 33-64. Springer-Verlag, Berlin, 1988.

[47] P. Kall.
A review on approximations in stochastic programming.
In V. L. Bulatov, editor, Optimization: Models, methods and solutions, pages 125-133, Nowosibirsk, 1992. Baikal Conference on Global Optimization, 1989, Nauka.
Available from World Wide Web:
./bib/ka-92a.pdf.
(in Russian).

[48] P. Kall and J. Mayer.
SLP-IOR: A model management system for stochastic linear programming - Systems design -.
In A. J. M. Beulens and H.-J. Sebastian, editors, Optimization-Based Computer-Aided Modelling and Design, pages 139-157. IFIP WG7.6 Working Conference, Den Haag 1991, Springer-Verlag, 1992.
Available from World Wide Web:
./bib/ka-may-92a.pdf.
LN Contr. Inform. Sci., vol. 174.

[49] P. Kall and J. Mayer.
A model management system for stochastic linear programming.
In P. Kall, editor, System Modelling and Optimization, pages 580-587. 15th IFIP TC7 Conference, Zurich, September 1991, Springer-Verlag, 1992.
LN Contr. Inform. Sci., vol. 180.

[50] P. Kall and J. Mayer.
SLP-IOR: On the design of a workbench for testing SLP codes.
In C. Bouza, editor, Stochastic Programming: The State of the Art, pages 148-161, Havana, 1993. IFIP WG7.7 Workshop, Havana, April 1992, Special Issue of Revista Investigación Operacional, vol. 14, 2-3,.
Available from World Wide Web:
./bib/ka-may-93a.pdf.

[51] P. Kall.
Solution methods in stochastic programming.
In J. Henry and J.-P. Yvon, editors, System Modelling and Optimization, pages 3-22, Berlin - Heidelberg - New York, 1994. 16th IFIP Conference on System Modelling and Optimization, Compiègne, July 1993, Springer-Verlag.
Available from World Wide Web:
./bib/ka-94c.pdf.
Lecture Notes in Contr. Inf. Sci., vol 197.

[52] P. Kall and J. Mayer.
Computer support for modeling in stochastic linear programming.
In K. Marti and P. Kall, editors, Stochastic Optimization: Numerical Techniques and Engineering Applications, Lecture Notes in Econ. Math. Syst., vol. 423, pages 54-70, Berlin - Heidelberg - New York, 1995. Springer-Verlag.
Available from World Wide Web:
./bib/ka-may-95a.pdf.
GAMM/IFIP WG 7.7 Workshop, Neubiberg/München, June 15-17, 1993.

[53] P. Kall.
Bounds for and approximations to stochastic linear programs with recourse -Tutorial-.
In K. Marti and P. Kall, editors, Stochastic Programming Methods and Technical Applications, pages 1-21. 3rd GAMM/IFIP WS Munich, 1996, Springer-Verlag, 1998.
Available from World Wide Web:
./bib/ka-98a.pdf.

[54] P. Kall and J. Mayer.
On testing SLP codes with SLP-IOR.
In F. Giannessi, S. Komlósi, and T. Rapcsák, editors, New Trends in Mathematical Programming -Homage to Steven Vajda-, pages 115-135. XIII. Internat. Math. Prog. Conference, Mátraháza, Hungary, 1996, Kluwer Academic Publ., 1998.
Available from World Wide Web:
./bib/ka-may-98a.pdf.

[55] P. Kall and J. Mayer.
On solving stochastic linear programming problems.
In K. Marti and P. Kall, editors, Stochastic Programming Methods and Technical Applications, pages 329-344. 3rd GAMM/IFIP WS Munich, 1996, Springer-Verlag, 1998.
Available from World Wide Web:
./bib/ka-may-98b.pdf.

[56] P. Kall and J. Mayer.
Building and solving stochastic linear programming models with SLP-IOR.
In S.W. Wallace and W.T. Ziemba, editors, Applications of Stochastic Programming, Series in Optimization, chapter I 6, pages 89-105. MPS SIAM, SIAM, Philadelphia, 2003.
In print.

[57] P. Kall and J. Mayer.
Modeling support for multistage recourse problems.
In Y. Ermoliev, K. Marti, and G. Pflug, editors, Dynamic Stochastic Optimization. Springer Verlag, 2003.
Lecture Notes in Economics and Mathematical Systems, accepted.


Contributions to Other Publications

[58] P. Kall.
Optimierungsverfahren - Eine Einführung.
In R. Henn, B. Schips und P. Stähly, editor, Quantitative Wirtschafts- und Unternehmensforschung, pages 448-464. Springer-Verlag, 1980.

[59] P. Kall.
Mathematik in den Wirtschaftswissenschaften?
In Paul Hoyningen-Huene, editor, Die Mathematisierung der Wissenschaften, pages 127-142. Artemis Verlag, Zürich - München, 1983.

[60] P. Kall.
Das Bewerten von Softwareprodukten: Ein entscheidungstheoretisches Problem.
Output, Jg.14(Nr.7):25-32, 1985.

[61] P. Kall.
Lösungsverfahren der stochastischen Programmierung - Ein Überblick.
In P. Kall, J. Kohlas, W. Popp, and C. A. Zehnder, editors, Quantitative Methoden in den Wirtschaftswissenschaften Hans Paul Künzi zum 65. Geburtstag, pages 19-29. Springer-Verlag, Berlin, 1989.

[62] P. Kall.
Obere Schranken und Momentenprobleme in der Stochastischen Programmierung: Ein Vergleich.
Output, Jg.18(Nr.12):73-75, 1989.
Available from World Wide Web:
./bib/ka-89b.pdf.

[63] P. Kall.
Solution methods in stochastic programming - A review -.
In G. Hellwig, P. Kall, and P. Abel, editors, Statistical Methods for Decision Processes, pages 21-37, Stuttgart-Möhringen, 1994. GAMM/IFIP Workshop, Stuttgart, June 1992, Daimler Benz AG.
Available from World Wide Web:
./bib/ka-94a.pdf.

[64] P. Kall.
Foundations of modelling stochastic programs-An introduction-.
In G. Hellwig, P. Kall, and P. Abel, editors, Statistical Methods for Decision Processes, pages 38-53, Stuttgart-Möhringen, 1994. GAMM/IFIP Workshop, Stuttgart, June 1992, Daimler Benz AG.
Available from World Wide Web:
./bib/ka-94b.pdf.

[65] P. Kall and J. Mayer.
SLP-IOR: A model management system for stochastic linear programming-General features.
In G. Hellwig, P. Kall, and P. Abel, editors, Statistical Methods for Decision Processes, pages 54-63, Stuttgart-Möhringen, 1994. GAMM/IFIP Workshop, Stuttgart, June 1992, Daimler Benz AG.
Available from World Wide Web:
./bib/ka-may-94a.pdf.

[66] P. Kall.
Stochastic Programming: Achievements and Open Problems.
In 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, pages 285-302. Physica-Verlag, Heidelberg - New York, 2001.
Available from World Wide Web:
./bib/ka-01a.pdf.


Technical Reports, Papers Submitted, Etc.

[67] H. P. Künzi, P. Kall, and W. Oettli.
A contribution to indefinite quadratic programming.
Research Paper RZ-163, IBM Rüschlikon, December 1964.

[68] 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.

[69] P. Kall and E. Keller.
Computational experience in solving stochastic programs with recourse.
Manuscript, Inst. Oper. Res., University of Zurich, 1983.

[70] P. Kall.
Approximations to stochastic optimization problems.
Manuscript, Inst. Oper. Res., University of Zurich, 1984.

[71] P. Kall, A. Quadroni, and L. Rüst.
MESSAGE - Anwendungsmöglichkeiten eines globalen Energiemodells in der Schweiz.
Manuscript, Inst. Oper. Res., University of Zurich, 1984.

[72] P. Kall.
Upper bounds and moment problems in stochastic programming: A comparison.
Manuscript, Inst. Oper. Res., University of Zurich, 1990.
Available from World Wide Web:
./bib/ka-90a.pdf.

[73] P. Kall.
Solution methods in stochastic programming - a review -.
Manuscript, Inst. Oper. Res., University of Zurich, 1990.
Available from World Wide Web:
./bib/ka-90b.pdf.

[74] P. Kall and J. Mayer.
SLP-IOR: Model management system for stochastic linear programming.
Manuscript, Inst. Oper. Res., University of Zurich, 1994.
Available from World Wide Web:
./bib/ka-may-94b.pdf.

[75] 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.
Available from World Wide Web:
./bib/fus-ka-etal.pdf.
Presented at the conference on Stochastic Optimization, Gainesville, FL (Feb. 2000).

[76] 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.

[77] P. Kall, J. Mayer, and S. Sen.
An algorithmic approach solving particular multistage stochastic linear programs.
Manuscript, Inst. Oper. Res., University of Zurich, 2000.
Available from World Wide Web:
./bib/ka-may-sen-00.pdf.

[78] 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.

[79] P. Kall.
A note on simple recourse type functions.
Working paper, Inst. Oper. Res., University of Zurich, 2002.
Available from World Wide Web:
./bib/ka-02a.pdf.

[80] P. Kall and J. Mayer.
SLP-IOR. User's Guide.
User's guide, Inst. Oper. Res., University of Zurich, 2002.
Available from World Wide Web:
SLP_Users_Guide.pdf.
217 pages.

[81] P. Kall and J. Mayer.
On solving large scale SLP problems.
Annals of Operations Research, 2003.
Submitted.

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