Produktnummer:
189941fdbc5dbc456cb13132317825c12d
| Themengebiete: | Analysis Arbitrage Financial Modeling Monte Carlo Method Stochastic Optimization Stochastic Programming Stochastic model Stochastic models algorithms combinatorial optimization |
|---|---|
| Veröffentlichungsdatum: | 31.05.2001 |
| EAN: | 9780792369516 |
| Sprache: | Englisch |
| Seitenzahl: | 435 |
| Produktart: | Gebunden |
| Herausgeber: | Pardalos, Panos M. Uryasev, Stanislav |
| Verlag: | Springer US |
| Untertitel: | Algorithms and Applications |
Produktinformationen "Stochastic Optimization"
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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