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)
Tapa blanda
ISBN 10: 0898715555 ISBN 13: 9780898715552
Editorial: Society for Industrial and Applied Mathematics, 2005

Sinopsis

This is the first book devoted to the full scale of applications of stochastic programming.

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Acerca del autor

About the Editors 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 Zürich, 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.

De la solapa interior

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 János Mayer; Chapter 7: Stochastic Programming from Modeling Languages, Emmanuel Fragnière 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. Ortuño; Chapter 14: A Supply Chain Optimization Model for the Norwegian Meat Cooperative, A. Tomasgard and E. Høeg; Chapter 15: Melt Control: Charge Optimization via Stochastic Programming, Jitka Dupa?cová 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. Flåm; Chapter 19: Stochastic Optimization for Lake Eutrophication Management, Alan J. King, László Somlyódy, 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 Schürle; 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 Gröwe-Kuska and Werner Römisch; 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

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Editorial
Society for Industrial and Applied Mathematics
Año de publicación
2005
Idioma
Inglés
ISBN 10 
0898715555
ISBN 13 
9780898715552
Encuadernación
Tapa blanda
Número de páginas
184
Contacto del fabricante
no disponible
Persona responsable
no disponible