Stochastic Optimization - Algorithms and Applications (Paperback, Softcover reprint of hardcover 1st ed. 2001)

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.

General

Imprint:	Springer-Verlag New York
Country of origin:	United States
Series:	Applied Optimization, 54
Release date:	December 2010
First published:	2001
Editors:	Stanislav Uryasev • Panos M. Pardalos
Dimensions:	235 x 155 x 23mm (L x W x T)
Format:	Paperback
Pages:	435
Edition:	Softcover reprint of hardcover 1st ed. 2001
ISBN-13:	978-1-4419-4855-7
Categories:	Books > Business & Economics > Finance & accounting > Finance > General Books > Business & Economics > Business & management > Management & management techniques > Operational research Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Calculus of variations Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematical modelling Books > Professional & Technical > Mechanical engineering & materials > Production engineering > General Books > Professional & Technical > Electronics & communications engineering > Electronics engineering > Automatic control engineering > General Books > Money & Finance > General
LSN:	1-4419-4855-4
Barcode:	9781441948557

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