Stochastic Optimization: Algorithms and Applications: 54 - Rilegato

 
9780792369516: Stochastic Optimization: Algorithms and Applications: 54
Rilegato
ISBN 10: 0792369513 ISBN 13: 9780792369516
Casa editrice: Springer-Verlag GmbH, 2001

Sinossi

Stochastic programming is the study of procedures for decision making under the presence of uncertainties and risks. Stochastic programming approaches have been successfully used in a number of areas such as energy and production planning, telecommunications, and transportation. Recently, the practical experience gained in stochastic programming has been expanded to a much larger spectrum of applications including financial modeling, risk management, and probabilistic risk analysis. Major topics in this volume include: (1) advances in theory and implementation of stochastic programming algorithms; (2) sensitivity analysis of stochastic systems; (3) stochastic programming applications and other related topics.
Audience: Researchers and academies working in optimization, computer modeling, operations research and financial engineering. The book is appropriate as supplementary reading in courses on optimization and financial engineering.

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Contenuti

Preface. Output analysis for approximated stochastic programs; J. Dupacová. Combinatorial Randomized Rounding: Boosting Randomized Rounding with Combinatorial Arguments; P. Efraimidis, P.G. Spirakis. Statutory Regulation of Casualty Insurance Companies: An Example from Norway with Stochastic Programming Analysis; A. Gaivoronski, et al. Option pricing in a world with arbitrage; X. Guo, L. Shepp. Monte Carlo Methods for Discrete Stochastic Optimization; T. Homem-de-Mello. Discrete Approximation in Quantile Problem of Portfolio Selection; A. Kibzun, R. Lepp. Optimizing electricity distribution using two-stage integer recourse models; W.K. Klein Haneveld, M.H. van der Vlerk. A Finite-Dimensional Approach to Infinite-Dimensional Constraints in Stochastic Programming Duality; L. Korf. Non-Linear Risk of Linear Instruments; A. Kreinin. Multialgorithms for Parallel Computing: A New Paradigm for Optimization; J. Nazareth. Convergence Rate of Incremental Subgradient Algorithms; A. Nedic, D. Bertsekas. Transient Stochastic Models for Search Patterns; E. Pasiliao. Value-at-Risk Based Portfolio Optimization; A. Puelz. Combinatorial Optimization, Cross-Entropy, Ants and Rare Events; R.Y. Rubinstein. Consistency of Statistical Estimators: the Epigraphical View; G. Salinetti. Hierarchical Sparsity in Multistage Convex Stochastic Programs; M. Steinbach. Conditional Value-at-Risk: Optimization Approach; S. Uryasev, R.T. Rockafellar.

Product Description

Book by None

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Editore
Springer-Verlag GmbH
Data di pubblicazione
2001
Lingua
Inglese
ISBN 10 
0792369513
ISBN 13 
9780792369516
Rilegatura
Copertina rigida
Numero di pagine
452
Redattore
Pardalos Panos M., Uryasev Stanislav
Contatto del produttore
non disponibile
Persona responsabile
Springer Nature Customer Service Center GmbH
ProductSafety@springernature.com

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Altre edizioni note dello stesso titolo

9781441948557: Stochastic Optimization: Algorithms and Applications: 54

Edizione in evidenza

ISBN 10:  1441948554 ISBN 13:  9781441948557
Casa editrice: Springer, 2010
Brossura