Stochastic Optimization: Algorithms and Applications - download pdf or read online

By Stanislav Uryasev,Panos M. Pardalos

ISBN-10: 0792369513

ISBN-13: 9780792369516

ISBN-10: 1441948554

ISBN-13: 9781441948557

Stochastic programming is the research of approaches for selection making below the presence of uncertainties and dangers. Stochastic programming methods were effectively utilized in a few parts akin to strength and creation making plans, telecommunications, and transportation. lately, the sensible adventure received in stochastic programming has been increased to a far higher spectrum of purposes together with monetary modeling, hazard administration, and probabilistic possibility research. significant subject matters during this quantity contain: (1) advances in conception and implementation of stochastic programming algorithms; (2) sensitivity research of stochastic structures; (3) stochastic programming purposes and different similar topics.
Audience: Researchers and academies operating in optimization, machine modeling, operations study and fiscal engineering. The ebook is suitable as supplementary analyzing in classes on optimization and monetary engineering.

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Stochastic Optimization: Algorithms and Applications (Applied Optimization, Volume 54) by Stanislav Uryasev,Panos M. Pardalos


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