Applications of Stochastic Programming - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Applications of Stochastic Programming write by Stein W. Wallace. This book was released on 2005-01-01. Applications of Stochastic Programming available in PDF, EPUB and Kindle. Consisting of two parts, this book presents papers describing publicly available stochastic programming systems that are operational. It presents a diverse collection of application papers in areas such as production, supply chain and scheduling, gaming, environmental and pollution control, financial modeling, telecommunications, and electricity.
Applications of Stochastic Programming
Applications of Stochastic Programming - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Applications of Stochastic Programming write by Stein W. Wallace. This book was released on 2005-06-01. Applications of Stochastic Programming available in PDF, EPUB and Kindle. Consisting of two parts, this book presents papers describing publicly available stochastic programming systems that are operational. It presents a diverse collection of application papers in areas such as production, supply chain and scheduling, gaming, environmental and pollution control, financial modeling, telecommunications, and electricity.
Continuous-time Stochastic Control and Optimization with Financial Applications
Continuous-time Stochastic Control and Optimization with Financial Applications - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Continuous-time Stochastic Control and Optimization with Financial Applications write by Huyên Pham. This book was released on 2009-05-28. Continuous-time Stochastic Control and Optimization with Financial Applications available in PDF, EPUB and Kindle. Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand, problems in finance have recently led to new developments in the theory of stochastic control. This volume provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations, and martingale duality methods. The theory is discussed in the context of recent developments in this field, with complete and detailed proofs, and is illustrated by means of concrete examples from the world of finance: portfolio allocation, option hedging, real options, optimal investment, etc. This book is directed towards graduate students and researchers in mathematical finance, and will also benefit applied mathematicians interested in financial applications and practitioners wishing to know more about the use of stochastic optimization methods in finance.
Stochastic Optimization
Stochastic Optimization - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Optimization write by Stanislav Uryasev. This book was released on 2013-03-09. Stochastic Optimization available in PDF, EPUB and Kindle. 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.
Stochastic Programming
Stochastic Programming - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Programming write by Carlos Narciso Bouza Herrera. This book was released on 2017. Stochastic Programming available in PDF, EPUB and Kindle. This book is concerned with fostering theoretical issues on stochastic programming and discussing how it can solve real life problems. The book presents applications which solve the optimization of concrete problems in electricity markets, market equilibria, resource markets and environments. Each chapter presents a survey on the main results concerned with its contents, and discusses their impact by illustrating how they are applicable in real life. The authors use concrete, real life problems and simulation-motivated experiments for illustrating the behavior of the stochastic models discussed. The target audience for this title is graduate students or researchers in optimization, approximation, statistics, operations research and computing, as well as professionals dealing with applications where uncertainty may be modeled by using stochastic optimization and academics. The contributors are well-known specialists in stochastic programming.
