Stochastic Optimization: Algorithms and Applications:
Gespeichert in:
Bibliographische Detailangaben
1. Verfasser: Uryasev, Stanislav (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Boston, MA Springer US 2001
Schriftenreihe:Applied Optimization 54
Schlagworte:
Online-Zugang:Volltext
Beschreibung: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
Beschreibung:1 Online-Ressource (XII, 435 p)
ISBN:9781475765946
9781441948557
ISSN:1384-6485
DOI:10.1007/978-1-4757-6594-6

Es ist kein Print-Exemplar vorhanden.

Fernleihe Bestellen Achtung: Nicht im THWS-Bestand! Volltext öffnen