Stochastic Optimization: Algorithms and Applications

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.

Zusammenfassung

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.

Produktdetails

• Mitarbeit: S. Uryasev (Herausgeber), P. M. Pardalos (Herausgeber), Panos M. Pardalos (Herausgeber), Stanislav Uryasev (Herausgeber), Stan Uryasev (Herausgeber), Panos Pardalos (Herausgeber), Stanisla Uryasev (Herausgeber), M Pardalos (Herausgeber), M Pardalos (Herausgeber)
• Verlag: Springer, Berlin
• Inhalt: Buch
• Produktform: Fester Einband
• Erscheinungsdatum: 26.06.2009
• Thema: Naturwissenschaften, Medizin, Informatik, Technik > Technik > Sonstiges
• EAN: 9780792369516
• ISBN: 978-0-7923-6951-6
• Anzahl Seiten: 435
• Illustration: XII, 435 p.
• Abmessung (Verpackung): 16 x 24 cm
• Gewicht (Verpackung): 807 g
• Serie: Applied Optimization > 54; Applied Optimization
• Themen: Operations Research, C, Optimization, Finance, Mathematik für Ingenieure, Mathematische Modellierung, Finance, general, Operations Research/Decision Theory, Operations Research and Decision Theory, Mathematics and Statistics, Industrial Engineering, Control and Systems Theory, Industrial and Production Engineering, Financial Economics, Management decision making, Production engineering, Operational research, Decision Making, Maths for engineers, Mathematical modelling, Calculus of Variations and Optimization, Calculus of variations, Calculus of Variations and Optimal Control; Optimization, Control engineering, Automatic control engineering, Mathematical Modeling and Industrial Mathematics, Mathematical models, Finanzenwesen und Finanzindustrie