Optimization and Control for Systems in the Big-Data Era: Theory and Applications - Softcover

9783319535173: Optimization and Control for Systems in the Big-Data Era: Theory and Applications

Softcover

ISBN 10: 331953517X ISBN 13: 9783319535173

Publisher: Springer, 2017

This specific ISBN edition is currently not available.

Preface.- 1. Optimization and Control for Systems in the Big-Data Era: An Introduction.- - Tsan-Ming Choi, Jianjun Gao, James H. Lambert, Chi-Kong Ng, Jun Wang.- Part I: Reviews on Optimization and Control Theories.- 2. Dual Control in Big Data Era: An Overview.- - Peilin Fu.- 3. Time Inconsistency and Self Control Optimization Problems: Progress and Challenges.- - Yun Shi, Xiangyu Cui.- 4. Quadratic Convex Reformulations for Integer and Mixed-Integer Quadratic Programs.- - Baiyi Wu, Rujun Jiang

.- Part II: Reviews on Optimization and Control Applications.- 5. Measurements of Financial Contagion: A Primary Review from the Perspective of Structural Break.- - Xi Pei, Shushang Zhu

.- 6. Asset-Liability Management in Continuous-Time: Cointegration and Exponential Utility.- - Mei-Choi Chiu.- 7. A Review of Modern Cryptography: From the World War II Era to the Big-Data Era.- - Bojun Lu.- 8. Supply Risk in the New Business Era: Supply Chain Competition and Cooperation.- - Xiang Li, Yongjian Li, Linghua Zhao

.- Part III: Financial Optimization Analysis.- 9. A Parameterized Method for Optimal Multi-period Mean-Variance Portfolio Selection with Liability.- - Xun Li, Zhongfei Li, Xianping Wu, Haixiang Yao

.- 10. Sparse and Multiple Risk Measures Approach for Data Driven Mean-CVaR Portfolio Optimization Model.- - Jianjun Gao, Weiping Wu

.- 11. Multistage Optioned Portfolio Selection: Mean-Variance Model and Target Tracking Model.- - Jianfeng Liang

.- 12. Multi-period portfolio selection with stochastic investment horizon.- - Lan Yi<

.- Part IV: Operations Analysis.- 13. A New Model and Method for Order Selection Problems in Flow-shop Production.- - Jun Wang, Xiaoxiao Zhuang, Baiyi Wu

.- 14. Quick Response Fashion Supply Chains in the Big Data Era .- - Tsan-Ming Choi

.- Part V: Concluding Remarks.- 15. Optimization and Control for Systems in the Big-Data Era: Concluding Remarks.- - Tsan-Ming Choi, Jianjun Gao, James H. Lambert, Chi-Kong Ng, Jun Wang

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