Applications of Stochastic Programming Paperback: 5 (MPS-SIAM Series on Optimization, Series Number 5) - Tapa blanda

Wallace; Ziemba

9780898715552: Applications of Stochastic Programming Paperback: 5 (MPS-SIAM Series on Optimization, Series Number 5)

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ISBN 10: 0898715555 ISBN 13: 9780898715552

Editorial: Society for Industrial and Applied Mathematics, 2005

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This is the first book devoted to the full scale of applications of stochastic programming and also the first to provide access to publicly available algorithmic systems. The 32 contributed papers are written by leading stochastic programming specialists and reflect recent advanced research on algorithms and applications.

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Contents Preface: Part I: Stochastic Programming Codes; Chapter 1: Stochastic Programming Computer Implementations, Horand I. Gassmann, SteinW.Wallace, and William T. Ziemba; Chapter 2: The SMPS Format for Stochastic Linear Programs, Horand I. Gassmann; Chapter 3: The IBM Stochastic Programming System, Alan J. King, Stephen E.Wright, Gyana R. Parija, and Robert Entriken; Chapter 4: SQG: Software for Solving Stochastic Programming Problems with Stochastic Quasi-Gradient Methods, Alexei A. Gaivoronski; Chapter 5: Computational Grids for Stochastic Programming, Jeff Linderoth and Stephen J.Wright; Chapter 6: Building and Solving Stochastic Linear Programming Models with SLP-IOR, Peter Kall and J�nos Mayer; Chapter 7: Stochastic Programming from Modeling Languages, Emmanuel Fragni�re and Jacek Gondzio; Chapter 8: A Stochastic Programming Integrated Environment (SPInE), P. Valente, G. Mitra, and C. A. Poojari; Chapter 9: Stochastic Modelling and Optimization Using Stochastics™ , M. A. H. Dempster, J. E. Scott, and G.W. P. Thompson; Chapter 10: An Integrated Modelling Environment for Stochastic Programming, Horand I. Gassmann and David M. Gay; Part II: Stochastic Programming Applications; Chapter 11: Introduction to Stochastic Programming Applications Horand I. Gassmann, Sandra L. Schwartz, SteinW.Wallace, and William T. Ziemba Chapter 12: Fleet Management, Warren B. Powell and Huseyin Topaloglu; Chapter 13: Modeling Production Planning and Scheduling under Uncertainty, A. Alonso-Ayuso, L. F. Escudero, and M. T. Ortu�o; Chapter 14: A Supply Chain Optimization Model for the Norwegian Meat Cooperative, A. Tomasgard and E. H�eg; Chapter 15: Melt Control: Charge Optimization via Stochastic Programming, Jitka Dupa?cov� and Pavel Popela; Chapter 16: A Stochastic Programming Model for Network Resource Utilization in the Presence of Multiclass Demand Uncertainty, Julia L. Higle and Suvrajeet Sen; Chapter 17: Stochastic Optimization and Yacht Racing, A. B. Philpott; Chapter 18: Stochastic Approximation, Momentum, and Nash Play, H. Berglann and S. D. Fl�m; Chapter 19: Stochastic Optimization for Lake Eutrophication Management, Alan J. King, L�szl� Somly�dy, and Roger J.-B.Wets; Chapter 20: Mitigating Anthropogenic Climate Change, GaryW. Yohe; Chapter 21: Groundwater Pollution Control, David W.Watkins, Jr., Daene C. McKinney, and David P. Morton; Chapter 22: Catastrophic Risk Management: Flood and Seismic Risks Case Studies, Tatiana Ermolieva and Yuri Ermoliev; Chapter 23: Refinancing Mortgages in Switzerland, Karl Frauendorfer and Michael Sch�rle; Chapter 24. Optimization Models for Structuring Index Funds, Stavros A. Zenios; Chapter 25: Decentralized Risk Management for Global P/C Insurance Companies, John M. Mulvey and Hafize Gaye Erkan; Chapter 26: Wealth Goals Investing, Leonard C. MacLean, Yonggan Zhao, and William T. Ziemba; Chapter 27: Scenario-Based Risk Management Tools, Helmut Mausser and Dan Rosen; Chapter 28: Price Protection Strategies for an Oil Company, E. A. Medova and A. Sembos; Chapter 29: Numerical Comparison of CVaR and CDaR Approaches: Application to Hedge Funds, P. Krokhma, S. Uryasev, and G. Zrazhevsky; Chapter 30: Stochastic Unit Commitment in Hydro-Thermal Power Production Planning, Nicole Gr�we-Kuska and Werner R�misch; Chapter 31: Valuation of Electricity Generation Capacity, Shi-Jie Deng and Shmuel S. Oren; Chapter 32: Stochastic Optimization Problems in Telecommunications, Alexei A. Gaivoronski; Index

Biograf�a del autor

Stein W. Wallace is Professor of Quantitative Logistics at Molde University College, Norway. He has held visiting positions at institutions in both Europe and the United States. He is co-author, with Peter Kall of Zurich, of the first textbook in stochastic programming, and he has published more than 50 articles in refereed journals. William T. Ziemba is Alumni Professor of Financial Modeling and Stochastic Optimization at the Sauder School of Business at the University of British Columbia. He has held visiting positions at universities in Europe, the United States, and Asia and is a consultant in the financial and investment industries. He has served as CORS editor of INFOR and department of finance editor of Management Science. He is author or editor of over 20 books and has published over 200 papers in refereed journals

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EditorialSociety for Industrial and Applied Mathematics
A�o de publicaci�n2005
ISBN 10 0898715555
ISBN 13 9780898715552
Encuadernaci�nTapa blanda
IdiomaIngl�s
N�mero de p�ginas184

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Applications of Stochastic Programming: Series Number 5 (MPS-SIAM Series on Optimization, Series Number 5)

Wallace; Ziemba

Publicado por Society for Industrial and Applied Mathematics, 2005

ISBN 10: 0898715555 ISBN 13: 9780898715552

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Applications of Stochastic Programming: Series Number 5 (MPS-SIAM Series on Optimization, Series Number 5)

Wallace; Ziemba

Publicado por Society for Industrial and Applied Mathematics, 2005

ISBN 10: 0898715555 ISBN 13: 9780898715552

Antiguo o usado Tapa blanda

Librería: WeBuyBooks, Rossendale, LANCS, Reino Unido

Calificaci�n del vendedor: 5 de 5 estrellas

Condici�n: Like New. Most items will be dispatched the same or the next working day. An apparently unread copy in perfect condition. Dust cover is intact with no nicks or tears. Spine has no signs of creasing. Pages are clean and not marred by notes or folds of any kind. N� de ref. del art�culo: wbs4806756069

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