LIBERO WebOPAC Catalogue Display (W561)

Catalogue Information
Field name	Details
Dewey Class	670
Title	Stochastic Optimization: Algorithms and Applications ([EBook] /) / edited by Stanislav Uryasev, Panos M. Pardalos.
Added Personal Name	Uryasev, Stanislav editor.
Added Personal Name	Pardalos, Panos M. editor.
Other name(s)	SpringerLink (Online service)
Publication	Boston, MA : : Springer US : : Imprint: Springer, , 2001.
Physical Details	XII, 435 p. : online resource.
Series	Applied Optimization 1384-6485 ; ; 54
ISBN	9781475765946
Summary Note	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.:
Contents note	Output analysis for approximated stochastic programs -- Combinatorial Randomized Rounding: Boosting Randomized Rounding with Combinatorial Arguments -- Statutory Regulation of Casualty Insurance Companies: An Example from Norway with Stochastic Programming Analysis -- Option pricing in a world with arbitrage -- Monte Carlo Methods for Discrete Stochastic Optimization -- Discrete Approximation in Quantile Problem of Portfolio Selection -- Optimizing electricity distribution using two-stage integer recourse models -- A Finite-Dimensional Approach to Infinite-Dimensional Constraints in Stochastic Programming Duality -- Non—Linear Risk of Linear Instruments -- Multialgorithms for Parallel Computing: A New Paradigm for Optimization -- Convergence Rate of Incremental Subgradient Algorithms -- Transient Stochastic Models for Search Patterns -- Value-at-Risk Based Portfolio Optimization -- Combinatorial Optimization, Cross-Entropy, Ants and Rare Events -- Consistency of Statistical Estimators: the Epigraphical View -- Hierarchical Sparsity in Multistage Convex Stochastic Programs -- Conditional Value-at-Risk: Optimization Approach.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site	http://dx.doi.org/10.1007/978-1-4757-6594-6
Links to Related Works	Subject References: Calculus of variations . Calculus of variations and optimal control; optimization . Control . Control engineering . Decision making . Engineering . Finance . Finance, general . Industrial and Production Engineering . Industrial engineering . Mathematical Modeling and Industrial Mathematics . Mathematical models . Operation Research/Decision Theory . Operations research . Production engineering . Authors: Pardalos, Panos M. . Uryasev, Stanislav . Corporate Authors: SpringerLink (Online service) . Series: Applied Optimization . Classification: 670 .

Catalogue Display

Stochastic Optimization: Algorithms and Applications

Reviews