عنوان

Stochastic Optimization: Algorithms and Applications

شابک

9781441948557

شابک

9781475765946

شماره

b402343

عنوان اصلي

Stochastic Optimization: Algorithms and Applications

نام عام مواد

[Book]

نام نخستين پديدآور

edited by Stanislav Uryasev, Panos M. Pardalos.

محل نشرو پخش و غیره

Boston, MA :

نام ناشر، پخش کننده و غيره

Imprint: Springer,

تاریخ نشرو بخش و غیره

2001.

عنوان فروست

Applied Optimization,

مشخصه جلد

54

شاپا ي ISSN فروست

1384-6485 ;

متن يادداشت

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.

بدون عنوان

0

متن يادداشت

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.

شماره استاندارد بين المللي کتاب و موسيقي

9781441948557

عنوان

Springer eBooks

موضوع مستند نشده

Electronic data processing.

موضوع مستند نشده

Mathematical optimization.

موضوع مستند نشده

Mathematics.

موضوع مستند نشده

Operations research.

مستند نام اشخاص تاييد نشده

Uryasev, Stanislav.

مستند نام اشخاص تاييد نشده

Pardalos, Panos M.

مستند نام تنالگان تاييد نشده

SpringerLink (Online service)

تاريخ عمليات

20190307162300.0

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y