عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9781441948557
(Number (ISBN
9781475765946
NATIONAL BIBLIOGRAPHY NUMBER
Number
b402343
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Stochastic Optimization: Algorithms and Applications
General Material Designation
[Book]
First Statement of Responsibility
edited by Stanislav Uryasev, Panos M. Pardalos.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Boston, MA :
Name of Publisher, Distributor, etc.
Imprint: Springer,
Date of Publication, Distribution, etc.
2001.
SERIES
Series Title
Applied Optimization,
Volume Designation
54
ISSN of Series
1384-6485 ;
CONTENTS NOTE
Text of Note
Output analysis for approximated stochastic programs -- Combinatorial Randomized Rounding: Boosting Randomized Rounding with Combinatorial Arguments -- Statutory Regulation of Casualty Insurance Companies: An Example from Norway with Stochastic Programming Analysis -- Option pricing in a world with arbitrage -- Monte Carlo Methods for Discrete Stochastic Optimization -- Discrete Approximation in Quantile Problem of Portfolio Selection -- Optimizing electricity distribution using two-stage integer recourse models -- A Finite-Dimensional Approach to Infinite-Dimensional Constraints in Stochastic Programming Duality -- Non-Linear Risk of Linear Instruments -- Multialgorithms for Parallel Computing: A New Paradigm for Optimization -- Convergence Rate of Incremental Subgradient Algorithms -- Transient Stochastic Models for Search Patterns -- Value-at-Risk Based Portfolio Optimization -- Combinatorial Optimization, Cross-Entropy, Ants and Rare Events -- Consistency of Statistical Estimators: the Epigraphical View -- Hierarchical Sparsity in Multistage Convex Stochastic Programs -- Conditional Value-at-Risk: Optimization Approach.
0
SUMMARY OR ABSTRACT
Text of Note
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.
OTHER EDITION IN ANOTHER MEDIUM
International Standard Book Number
9781441948557
PIECE
Title
Springer eBooks
TOPICAL NAME USED AS SUBJECT
Electronic data processing.
Mathematical optimization.
Mathematics.
Operations research.
PERSONAL NAME - PRIMARY RESPONSIBILITY
Uryasev, Stanislav.
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Pardalos, Panos M.
CORPORATE BODY NAME - ALTERNATIVE RESPONSIBILITY
SpringerLink (Online service)
ORIGINATING SOURCE
Date of Transaction
20190307162300.0
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
