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.
Main Authors: | , , |
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Format: | Texto biblioteca |
Language: | eng |
Published: |
Boston, MA : Springer US : Imprint: Springer,
2001
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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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