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Risk-Averse Optimization and Control: Theory and Methods (Springer Series in Operations Research and Financial Engineering) - Hardcover
- PublisherSpringer
- Publication date2024
- ISBN 10 3031579879
- ISBN 13 9783031579875
- BindingHardcover
- LanguageEnglish
- Number of pages466
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Risk-Averse Optimization and Control: Theory and Methods (Springer Series in Operations Research and Financial Engineering)
Seller: California Books, Miami, FL, U.S.A.
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Risk-Averse Optimization and Control (Hardcover)
Published by
Springer International Publishing AG, Cham, 2024
ISBN 10: 3031579879
ISBN 13: 9783031579875
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Hardcover
Seller: Grand Eagle Retail, Fairfield, OH, U.S.A.
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Hardcover. Condition: new. Hardcover. This book offers a comprehensive presentation of the theory and methods of risk-averse optimization and control. Problems of this type arise in finance, energy production and distribution, supply chain management, medicine, and many other areas, where not only the average performance of a stochastic system is essential, but also high-impact and low-probability events must be taken into account. The book is a self-contained presentation of the utility theory, the theory of measures of risk, including systemic and dynamic measures of risk, and their use in optimization and control models. It also covers stochastic dominance relations and their application as constraints in optimization models. Optimality conditions for problems with nondifferentiable and nonconvex functions and operators involving risk measures and stochastic dominance relations are discussed. Much attention is paid to multi-stage risk-averse optimization problems and to risk-averse Markov decision problems. Specialized algorithms for solving risk-averse optimization and control problems are presented and analyzed: stochastic subgradient methods for risk optimization, decomposition methods for dynamic problems, event cut and dual methods for stochastic dominance constraints, and policy iteration methods for control problems. The target audience is researchers and graduate students in the areas of mathematics, business analytics, insurance and finance, engineering, and computer science. The theoretical considerations are illustrated with examples, which make the book useful material for advanced courses in the area. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9783031579875
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Risk-Averse Optimization and Control
Published by
Springer, Berlin, Springer Nature Switzerland, Springer, 2024
ISBN 10: 3031579879
ISBN 13: 9783031579875
New
Hardcover
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
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Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book offers a comprehensive presentation of the theory and methods of risk-averse optimization and control. Problems of this type arise in finance, energy production and distribution, supply chain management, medicine, and many other areas, where not only the average performance of a stochastic system is essential, but also high-impact and low-probability events must be taken into account. The book is a self-contained presentation of the utility theory, the theory of measures of risk, including systemic and dynamic measures of risk, and their use in optimization and control models. It also covers stochastic dominance relations and their application as constraints in optimization models. Optimality conditions for problems with nondifferentiable and nonconvex functions and operators involving risk measures and stochastic dominance relations are discussed. Much attention is paid to multi-stage risk-averse optimization problems and to risk-averse Markov decision problems.Specialized algorithms for solving risk-averse optimization and control problems are presented and analyzed: stochastic subgradient methods for risk optimization, decomposition methods for dynamic problems, event cut and dual methods for stochastic dominance constraints, and policy iteration methods for control problems.The target audience is researchers and graduate students in the areas of mathematics, business analytics, insurance and finance, engineering, and computer science. The theoretical considerations are illustrated with examples, which make the book useful material for advanced courses in the area. 451 pp. Englisch. Seller Inventory # 9783031579875
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Risk-Averse Optimization and Control
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Springer, Berlin|Springer Nature Switzerland|Springer, 2024
ISBN 10: 3031579879
ISBN 13: 9783031579875
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Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book offers a comprehensive presentation of the theory and methods of risk-averse optimization and control. Problems of this type arise in finance, energy production and distribution, supply chain management, medicine, and many other areas, where no. Seller Inventory # 1462973744
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Risk-Averse Optimization and Control : Theory and Methods
Published by
Springer Nature Switzerland, 2024
ISBN 10: 3031579879
ISBN 13: 9783031579875
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Hardcover
Seller: AHA-BUCH GmbH, Einbeck, Germany
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Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book offers a comprehensive presentation of the theory and methods of risk-averse optimization and control. Problems of this type arise in finance, energy production and distribution, supply chain management, medicine, and many other areas, where not only the average performance of a stochastic system is essential, but also high-impact and low-probability events must be taken into account. The book is a self-contained presentation of the utility theory, the theory of measures of risk, including systemic and dynamic measures of risk, and their use in optimization and control models. It also covers stochastic dominance relations and their application as constraints in optimization models. Optimality conditions for problems with nondifferentiable and nonconvex functions and operators involving risk measures and stochastic dominance relations are discussed. Much attention is paid to multi-stage risk-averse optimization problems and to risk-averse Markov decision problems.Specialized algorithms for solving risk-averse optimization and control problems are presented and analyzed: stochastic subgradient methods for risk optimization, decomposition methods for dynamic problems, event cut and dual methods for stochastic dominance constraints, and policy iteration methods for control problems.The target audience is researchers and graduate students in the areas of mathematics, business analytics, insurance and finance, engineering, and computer science. The theoretical considerations are illustrated with examples, which make the book useful material for advanced courses in the area. Seller Inventory # 9783031579875
Quantity: 1 available
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Risk-Averse Optimization and Control: Theory and Methods (Springer Series in Operations Research and Financial Engineering)
Seller: Books Puddle, New York, NY, U.S.A.
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Condition: New. 2024th edition NO-PA16APR2015-KAP. Seller Inventory # 26401471506
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Risk-Averse Optimization and Control (Hardcover)
Published by
Springer International Publishing AG, Cham, 2024
ISBN 10: 3031579879
ISBN 13: 9783031579875
New
Hardcover
Seller: AussieBookSeller, Truganina, VIC, Australia
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Hardcover. Condition: new. Hardcover. This book offers a comprehensive presentation of the theory and methods of risk-averse optimization and control. Problems of this type arise in finance, energy production and distribution, supply chain management, medicine, and many other areas, where not only the average performance of a stochastic system is essential, but also high-impact and low-probability events must be taken into account. The book is a self-contained presentation of the utility theory, the theory of measures of risk, including systemic and dynamic measures of risk, and their use in optimization and control models. It also covers stochastic dominance relations and their application as constraints in optimization models. Optimality conditions for problems with nondifferentiable and nonconvex functions and operators involving risk measures and stochastic dominance relations are discussed. Much attention is paid to multi-stage risk-averse optimization problems and to risk-averse Markov decision problems. Specialized algorithms for solving risk-averse optimization and control problems are presented and analyzed: stochastic subgradient methods for risk optimization, decomposition methods for dynamic problems, event cut and dual methods for stochastic dominance constraints, and policy iteration methods for control problems. The target audience is researchers and graduate students in the areas of mathematics, business analytics, insurance and finance, engineering, and computer science. The theoretical considerations are illustrated with examples, which make the book useful material for advanced courses in the area. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Seller Inventory # 9783031579875
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Risk-averse Optimization and Control: Theory and Methods
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Hardcover. Condition: Brand New. 466 pages. 9.25x6.10x9.21 inches. In Stock. Seller Inventory # x-3031579879
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Risk-Averse Optimization and Control: Theory and Methods (Springer Series in Operations Research and Financial Engineering)
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Risk-Averse Optimization and Control: Theory and Methods (Springer Series in Operations Research and Financial Engineering)
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hardcover. Condition: New. New. book. Seller Inventory # D8S0-3-M-3031579879-6
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