株式会社極東書店トップ ＞ 商品一覧 ＞ Stochastic Programming : Applications in Finance, Energy, Planning and Logistics.
商品詳細
Stochastic Programming : Applications in Finance, Energy, Planning and Logistics.
・ISBN 978-981-4407-50-2 hard US$ 197.00
￥46,157.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
お気に入り
★★★
電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-981-4407-51-9
| 著者・編者 | Gassmann, Horand I. / Wallace, S. W. / Ziemba, W. T. (eds.), |
|---|---|
| シリーズ | World Scientific Series in Finance |
| 出版社 | (World Scientific, SI) |
| 出版年月 | 2012 |
| ページ数 | 400 pp. |
| 言語 | ENG |
| ニュース番号 | ＜597-L115 597-L142＞ |
解説
This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the uncertainty problems. The applications, which were presented at the 12th International Conference on Stochastic Programming held in Halifax, Nova Scotia in August 2010, span the rich field of uses of these models. The finance papers discuss such diverse problems as longevity risk management of individual investors, personal financial planning, intertemporal surplus management, asset management with benchmarks, dynamic portfolio management, fixed income immunization and racetrack betting. The production and logistics papers discuss natural gas infrastructure design, farming Atlantic salmon, prevention of nuclear smuggling and sawmill planning. The energy papers involve electricity production planning, hydroelectric reservoir operations and power generation planning for liquid natural gas plants. Finally, two telecommunication papers discuss mobile network design and frequency assignment problems.