| 书目名称 | Stochastic Optimization | | 副标题 | Algorithms and Appli | | 编辑 | Stanislav Uryasev,Panos M. Pardalos | | 视频video | | | 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 |
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发表于 2025-3-21 19:40:55
