Stochastic Optimization: Algorithms and Applications:
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Bibliographic Details
Main Author: Uryasev, Stanislav (Author)
Format: Electronic eBook
Language:English
Published: Boston, MA Springer US 2001
Series:Applied Optimization 54
Subjects:
Online Access:Volltext
Item Description: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
Physical Description:1 Online-Ressource (XII, 435 p)
ISBN:9781475765946
9781441948557
ISSN:1384-6485
DOI:10.1007/978-1-4757-6594-6

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