Książka Stochastic Optimization Stanislav Uryasev

Stochastic Optimization

Algorithms and Applications

Język: Angielski
Oprawa: Twarda
Wydawca: Springer
Dostępność: Dostępna u dostawcy
Wysyłamy za 10-13 dni
845.73
Stochastic programming is the study of procedures for decision making under the presence of uncertai...

Informacje o książce

Język
Angielski
Oprawa
Książka - Twarda
Data wydania
2001
strony
435
EAN
9780792369516
ISBN
0792369513
Enbook ID
01396768
Wydawca
Waga
1780
Wymiary
156 x 234 x 29

Pełny opis

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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