Edición de la obra Stochastic Optimization: Algorithms and Applications
| Autor | Stanislav Uryasev |
|---|---|
| Editorial | Springer US |
| Fecha de publicación | 2001 |
| Lugar | Boston, MA |
| Idioma | inglés |
| Páginas | 435 |
| Formato | [electronic resource] / |
| ISBN-13 | 9781441948557, 9781475765946 |
| ISBN-10 | 1441948554, 1475765940 |
| OCLC | 851773893 |
| Serie | Applied Optimization -- 54 · Applied Optimization -- 54 |
| Número de Cutter | U83s |
|---|
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.