Stochastic Optimization: Algorithms and Applications (Applied Optimization, 54)

ISBN 10: 1441948554 / ISBN 13: 9781441948557

Published by Springer, 2010

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Bibliographic Details

• Title: Stochastic Optimization: Algorithms and Applications (Applied Optimization, 54)
• Publisher: Springer
• Publication Date: 2010
• Language: English
• ISBN 10: 1441948554
• ISBN 13: 9781441948557
• Binding: Paperback
• Condition: Like New
• Book Type: book

About this title

Synopsis

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.