| 书目名称 | Stochastic Optimization |
| 副标题 | Algorithms and Appli |
| 编辑 | Stanislav Uryasev,Panos M. Pardalos |
| 视频video | http://file.papertrans.cn/879/878067/878067.mp4 |
| 丛书名称 | Applied Optimization |
| 图书封面 |  |
| 描述 | Stochastic programming is the study of procedures for decisionmaking under the presence of uncertainties and risks. Stochasticprogramming approaches have been successfully used in a number ofareas such as energy and production planning, telecommunications, andtransportation. Recently, the practical experience gained instochastic programming has been expanded to a much larger spectrum ofapplications including financial modeling, risk management, andprobabilistic risk analysis. Major topics in this volume include: (1)advances in theory and implementation of stochastic programmingalgorithms; (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. Thebook is appropriate as supplementary reading in courses onoptimization and financial engineering. |
| 出版日期 | Book 2001 |
| 关键词 | Analysis; Arbitrage; Financial Modeling; Monte Carlo Method; Stochastic Optimization; Stochastic Programm |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-1-4757-6594-6 |
| isbn_softcover | 978-1-4419-4855-7 |
| isbn_ebook | 978-1-4757-6594-6Series ISSN 1384-6485 |
| issn_series | 1384-6485 |
| copyright | Springer Science+Business Media Dordrecht 2001 |
|Archiver|手机版|小黑屋|
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