Stochastic Optimization: Algorithms and Applications [electronic resource] /

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.

Bibliographic Details

Main Authors:	Uryasev, Stanislav. editor., Pardalos, Panos M. editor., SpringerLink (Online service)
Format:	Texto biblioteca
Language:	eng
Published:	Boston, MA : Springer US : Imprint: Springer, 2001
Subjects:	Engineering., Operations research., Decision making., Finance., Mathematical models., Calculus of variations., Control engineering., Industrial engineering., Production engineering., Industrial and Production Engineering., Control., Calculus of Variations and Optimal Control; Optimization., Operation Research/Decision Theory., Finance, general., Mathematical Modeling and Industrial Mathematics.,
Online Access:	http://dx.doi.org/10.1007/978-1-4757-6594-6
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