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Stochastic Optimization

Name: Stochastic Optimization
Brand: Springer
SKU: 01396768
Price: 214.29 EUR
Availability: InStock
Author: Stanislav Uryasev
ISBN: 9780792369516

Algorithms and Applications

Stanislav Uryasev

Panos M. Pardalos

Language

English

Book Hardback

Libristo code: 01396768

Publishers Springer, May 2001

Stochastic programming is the study of procedures for decision making under the presence of uncertai... Full description

Libristo code: 01396768

524 b

214.29 € VAT included

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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.