Related Books

Modeling, Stochastic Control, Optimization, and Applications
Language: en
Pages: 599
Authors: George Yin
Categories: Mathematics
Type: BOOK - Published: 2019-07-16 - Publisher: Springer

DOWNLOAD EBOOK

This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at t
Continuous-time Stochastic Control and Optimization with Financial Applications
Language: en
Pages: 243
Authors: Huyên Pham
Categories: Mathematics
Type: BOOK - Published: 2009-05-28 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand,
Constructive Computation in Stochastic Models with Applications
Language: en
Pages: 693
Authors: Quan-Lin Li
Categories: Mathematics
Type: BOOK - Published: 2011-02-02 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

"Constructive Computation in Stochastic Models with Applications: The RG-Factorizations" provides a unified, constructive and algorithmic framework for numerica
Applications of Stochastic Programming
Language: en
Pages: 701
Authors: Stein W. Wallace
Categories: Mathematics
Type: BOOK - Published: 2005-06-01 - Publisher: SIAM

DOWNLOAD EBOOK

Consisting of two parts, this book presents papers describing publicly available stochastic programming systems that are operational. It presents a diverse coll
Stochastic Optimization Methods
Language: en
Pages: 389
Authors: Kurt Marti
Categories: Business & Economics
Type: BOOK - Published: 2015-02-21 - Publisher: Springer

DOWNLOAD EBOOK

This book examines optimization problems that in practice involve random model parameters. It details the computation of robust optimal solutions, i.e., optimal