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Stochastic Optimization: Algorithms and Applications. Softcover reprint of hardcover 1st ed. 2001
・ISBN 978-1-4419-4855-7 paper EUR 199.99
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| 著者・編者 | Uryasev, Stanislav / Pardalos, Panos M. (eds.), |
|---|---|
| シリーズ | (Applied Optimization) |
| 出版社 | (Springer-Verlag New York Inc., US) |
| 出版年月 | 2010 |
| ページ数 | 435 pp. |
| 言語 | ENG |
| ニュース番号 | ＜A04-76692＞ |
解説
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.
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.