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Stochastic Optimization Methods in Finance and Energy: New Financial Products and Energy Market Strategies
ISBN: 9781441995858 / Angielski / Twarda / 476 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This volume presents a collection of contributions dedicated to applied problems in the financial and energy sectors that have been formulated and solved in a stochastic optimization framework. The invited authors represent a group of scientists and practitioners, who cooperated in recent years to facilitate the growing penetration of stochastic programming techniques in real-world applications, inducing a significant advance over a large spectrum of complex decision problems. After the recent widespread liberalization of the energy sector in Europe and the unprecedented growth of energy...
This volume presents a collection of contributions dedicated to applied problems in the financial and energy sectors that have been formulated and sol...
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cena:
602,40 |
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Fuzzy Mathematical Programming: Methods and Applications
ISBN: 9783540560982 / Angielski / Miękka / 306 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. In the last 25 years, the fuzzy set theory has been applied in many disciplines such as operations research, management science, control theory, artificial intelligence/expert system, etc. In this volume, methods and applications of fuzzy mathematical programming and possibilistic mathematical programming are first systematically and thoroughly reviewed and classified. This state-of-the-art survey provides readers with a capsule look into the existing methods, and their characteristics and applicability to analysis of fuzzy and possibilistic programming problems. To realize practical fuzzy...
In the last 25 years, the fuzzy set theory has been applied in many disciplines such as operations research, management science, control theory, artif...
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cena:
200,77 |
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System Modelling and Optimization: Proceedings of the 11th Ifip Conference Copenhagen, Denmark, July 25-29, 1983
ISBN: 9783540131854 / Angielski / Miękka / 939 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
cena:
200,77 |
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Advances in Nonlinear Parameter Optimization
ISBN: 9783540113966 / Angielski / Miękka / 163 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
cena:
200,77 |
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Mathematical Methods in Optimization of Differential Systems
ISBN: 9780792331766 / Angielski / Twarda / 262 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This work is a revised and enlarged edition of a book with the same title published in Romanian by the Publishing House of the Romanian Academy in 1989. It grew out of lecture notes for a graduate course given by the author at the University if Ia i and was initially intended for students and readers primarily interested in applications of optimal control of ordinary differential equations. In this vision the book had to contain an elementary description of the Pontryagin maximum principle and a large number of examples and applications from various fields of science. The evolution of control...
This work is a revised and enlarged edition of a book with the same title published in Romanian by the Publishing House of the Romanian Academy in 198...
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cena:
200,77 |
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The Rational Expectations Equilibrium Inventory Model: Theory and Applications
ISBN: 9780387969404 / Angielski / Miękka / 269 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This volume consists of six essays that develop and/or apply "rational expectations equilibrium inventory models" to study the time series behavior of production, sales, prices, and inventories at the industry level. By "rational expectations equilibrium inventory model" I mean the extension of the inventory model of Holt, Modigliani, Muth, and Simon (1960) to account for: (i) discounting, (ii) infinite horizon planning, (iii) observed and unobserved by the "econometrician" stochastic shocks in the production, factor adjustment, storage, and backorders management processes of firms, as well...
This volume consists of six essays that develop and/or apply "rational expectations equilibrium inventory models" to study the time series behavior of...
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cena:
200,77 |
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Elements of Optimization: With Applications in Economics and Business
ISBN: 9780387902630 / Angielski / Miękka / 220 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book attempts to present the concepts which underlie the various optimization procedures which are commonly used. It is written primarily for those scientists such as economists, operations researchers, and en gineers whose main tools of analysis involve optimization techniques and who possess a (not very sharp) knowledge of one or one-and-a-half year's calculus through partial differentiation and Taylor's theorem and some acquaintance with elementary vector and matrix terminology. Such a scientist is frequently confronted with expressions such as Lagrange multi pliers, first-and...
This book attempts to present the concepts which underlie the various optimization procedures which are commonly used. It is written primarily for tho...
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cena:
200,77 |
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Encyclopedia of Operations Research and Management Science
ISBN: 9781441911377 / Angielski / Twarda / 1641 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The goal of the Encyclopedia of Operations Research and Management Science is to provide decision makers and problem solvers in business, industry, government, and academia a comprehensive overview of the wide range of ideas, methodologies, and synergistic forces that combine to form the preeminent decision-aiding fields of operations research and management science (OR/MS). The impact of OR/MS on the quality-of life and economic well-being of everyone is a story. The Encyclopedia of Operations Research and Management Science is the prologue to that story. The editors,... The goal of the Encyclopedia of Operations Research and Management Science is to provide decision makers and problem solvers in business, in... |
cena:
3212,96 |
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Quantitative Risk Assessment
ISBN: 9780521760577 / Angielski / Twarda / 224 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Quantitative risk assessments cannot eliminate risk, nor can they resolve tradeoffs. They can, however, guide principled risk management and reduction if the quality of assessment is high and decision makers understand how to use it. This book builds a unifying scientific framework for discussing and evaluating the quality of risk assessments and whether they are fit for purpose. Uncertainty is a central topic. In practice, uncertainties about inputs are rarely reflected in assessments, with the result that many safety measures are considered unjustified. Other topics include the meaning of a...
Quantitative risk assessments cannot eliminate risk, nor can they resolve tradeoffs. They can, however, guide principled risk management and reduction...
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cena:
245,12 |
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Minisum Hyperspheres
ISBN: 9781441998064 / Angielski / Twarda / 116 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book presents a self-contained introduction to the theory of minisum hyperspheres. This specialized research area within the larger field of geometric optimization is full of interesting and open problems. This work provides an overview of the history of minisum hyperspheres as well as describes the best techniques for developing and solving minisum hypersphere problems. Various related areas of geometric and nonlinear optimization are also discussed. As the first publication devoted to this area of research, this work will be of great interest to graduate-level... This book presents a self-contained introduction to the theory of minisum hyperspheres. This specialized research area within the larger field of g... |
cena:
200,77 |
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Optimal Control of Random Sequences in Problems with Constraints
ISBN: 9780792345718 / Angielski / Twarda / 348 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Controlled stochastic processes with discrete time form a very interest ing and meaningful field of research which attracts widespread attention. At the same time these processes are used for solving of many applied problems in the queueing theory, in mathematical economics. in the theory of controlled technical systems, etc. . In this connection, methods of the theory of controlled processes constitute the every day instrument of many specialists working in the areas mentioned. The present book is devoted to the rather new area, that is, to the optimal control theory with functional...
Controlled stochastic processes with discrete time form a very interest ing and meaningful field of research which attracts widespread attention. At t...
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cena:
401,58 |
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Topology Optimization: Theory, Methods, and Applications
ISBN: 9783642076985 / Angielski / Miękka / 370 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The topology optimization method solves the basic enginee- ring problem of distributing a limited amount of material in a design space. The first edition of this book has become the standard text on optimal design which is concerned with the optimization of structural topology, shape and material. This edition, has been substantially revised and updated to reflect progress made in modelling and computational procedures. It also encompasses a comprehensive and unified description of the state-of-the-art of the so-called material distribution method, based on the use of mathematical programming...
The topology optimization method solves the basic enginee- ring problem of distributing a limited amount of material in a design space. The first edit...
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cena:
562,23 |
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Nonlinear Dynamical Systems of Mathematical Physics: Spectral and Symplectic Integrability Analysis
ISBN: 9789814327152 / Angielski / Twarda / 564 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This distinctive volume presents a clear, rigorous grounding in modern nonlinear integrable dynamics theory and applications in mathematical physics, and an introduction to timely leading-edge developments in the field — including some innovations by the authors themselves — that have not appeared in any other book.The exposition begins with an introduction to modern integrable dynamical systems theory, treating such topics as Liouville-Arnold and Mischenko-Fomenko integrability. This sets the stage for such topics as new formulations of the gradient-holonomic algorithm for Lax...
This distinctive volume presents a clear, rigorous grounding in modern nonlinear integrable dynamics theory and applications in mathematical physics, ...
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cena:
872,61 |
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Theorie Der Linearen Dekomposition
ISBN: 9783540056676 / Niemiecki / Miękka / 194 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Das zentrale Interesse heutiger Forschung auf dem Gebiet der mathematischen Programmierung gilt speziellen Fragen der linearen Programmierung so wie allgemeinen Problemen der nichtlinearen Pro grammierung. Unter den speziellen Fragen der linea ren Programmierung ist der mit dem Stichwort De komposition verbundene Komplex aus verschiedenen GrUnden von besonderer Bedeutung und Aktualitat: Einerseits, weil die praktische Anwendung von linearen Programmen haufig zu derart groBen Syste men fUhrt, daB die Speicherkapazitat moderner Re chenanlagen fUr diese Systeme nicht ausreicht, so daB die Idee...
Das zentrale Interesse heutiger Forschung auf dem Gebiet der mathematischen Programmierung gilt speziellen Fragen der linearen Programmierung so wie a...
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cena:
206,40 |
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linear inverse problems: the maximum entropy connection
ISBN: 9789814338776 / Angielski / Twarda / 352 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The book describes a useful tool for solving linear inverse problems subject to convex constraints. The method of maximum entropy in the mean automatically takes care of the constraints. It consists of a technique for transforming a large dimensional inverse problem into a small dimensional non-linear variational problem.
A variety of mathematical aspects of the maximum entropy method are explored as well. The book describes a useful tool for solving linear inverse problems subject to convex constraints. The method of maximum entropy in the mean automati...
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cena:
533,26 |
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Convex Analysis and Nonlinear Optimization: Theory and Examples
ISBN: 9781441921277 / Angielski / Miękka / 310 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Optimization is a rich and thriving mathematical discipline. The theory underlying current computational optimization techniques grows ever more sophisticated. The powerful and elegant language of convex analysis unifies much of this theory. The aim of this book is to provide a concise, accessible account of convex analysis and its applications and extensions, for a broad audience. It can serve as a teaching text, at roughly the level of first year graduate students. While the main body of the text is self-contained, each section concludes with an often extensive set of optional exercises.... Optimization is a rich and thriving mathematical discipline. The theory underlying current computational optimization techniques grows ever more so... |
cena:
240,78 |
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Duality for Nonconvex Approximation and Optimization
ISBN: 9781441921031 / Angielski / Miękka / 356 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The theory of convex optimization has been constantly developing over the past 30 years. Most recently, many researchers have been studying more complicated classes of problems that still can be studied by means of convex analysis, so-called "anticonvex" and "convex-anticonvex" optimizaton problems. This manuscript contains an exhaustive presentation of the duality for these classes of problems and some of its generalization in the framework of abstract convexity. This manuscript will be of great interest for experts in this and related fields.
The theory of convex optimization has been constantly developing over the past 30 years. Most recently, many researchers have been studying more compl...
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cena:
522,07 |
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Direct Methods in the Calculus of Variations
ISBN: 9781441922595 / Angielski / Miękka / 622 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book is developed for the study of vectorial problems in the calculus of variations. The subject is a very active one and almost half of the book consists of new material. This is a new edition of the earlier book published in 1989 and it is suitable for graduate students. The book has been updated with some new material and examples added. Applications are included. This book is developed for the study of vectorial problems in the calculus of variations. The subject is a very active one and almost half of the b... |
cena:
682,72 |
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Turnpike Properties in the Calculus of Variations and Optimal Control
ISBN: 9781441939241 / Angielski / Miękka / 396 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This monograph is devoted to recent progress in the turnpike t- ory. Turnpike properties are well known in mathematical economics. The term was ?rst coined by Samuelson who showed that an e?cient expanding economy would for most of the time be in the vicinity of a balanced equilibrium path (also called a von Neumann path) 78, 79]. These properties were studied by many authors for optimal trajec- ries of a Neumann-Gale model determined by a superlinear set-valued mapping. In the monograph we discuss a number of results conce- ing turnpike properties in the calculus of variations and optimal...
This monograph is devoted to recent progress in the turnpike t- ory. Turnpike properties are well known in mathematical economics. The term was ?rst c...
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cena:
401,58 |
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Perspectives in Modern Project Scheduling
ISBN: 9781441941442 / Angielski / Miękka / 444 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Operations Research began as a field with the mathematical scheduling of a massive project--logistically supplying Europe with military equipment and goods during the 2nd World War. Today project scheduling research continues to grow in the variety of its theoretical models, in its magnitude, and in its application. As the world becomes more interrelated and complex, the wider its research is applied to an increasing number of project scheduling problems. The book surveys the current state-of-the-art in this realm of operations research with chapters written by... Operations Research began as a field with the mathematical scheduling of a massive project--logistically supplying Europe with military equipment a... |
cena:
562,23 |