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Stochastic Optimization: Algorithms and Applications: 54 Softcover reprint of hardcover 1st ed. 2001 Edition
Author(s): Stanislav Uryasev (Editor), Panos M. Pardalos
- Publisher: Springer
- Publication Date: 1 Dec. 2010
- Edition: Softcover reprint of hardcover 1st ed. 2001
- Language: English
- Print length: 447 pages
- ISBN-10: 1441948554
- ISBN-13: 9781441948557
Book Description
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.
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.
