Stochastic Optimization (eBook)

Algorithms and Applications

Panos M. Pardalos, Stanislav Uryasev (Herausgeber)

eBook Download: PDF

2013
Springer US (Verlag)
978-1-4757-6594-6 (ISBN)

Infos

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.

Produkt-Details

• Erscheint lt. Verlag: 9.3.2013
• Sprache: englisch
• Themenwelt: Technik ► Elektrotechnik / Energietechnik
• Themenwelt: Technik ► Maschinenbau
• ISBN-10: 1-4757-6594-0 / 1475765940
• ISBN-13: 978-1-4757-6594-6 / 9781475765946