Algorithms for WorstCase Design and Applications to Risk Management
ISBN: 9780691091549 / Angielski / Twarda / 408 str. Termin realizacji zamówienia: ok. 58 dni roboczych. Recognizing that robust decision making is vital in risk management, this book provides concepts and algorithms for computing the best decision in view of the worstcase scenario. The main tool used is minimax, which ensures robust policies with guaranteed optimal performance that will improve further if the worst case is not realized. The applications considered are drawn from finance, but the design and algorithms presented are equally applicable to problems of economic policy, engineering design, and other areas of decision making. Critically, worstcase design addresses not... Recognizing that robust decision making is vital in risk management, this book provides concepts and algorithms for computing the best decision in ... 

cena:
685,23 zł 
Compliance Quantified: An Introduction to Data Verification
ISBN: 9780521553667 / Angielski / Twarda / 272 str. Termin realizacji zamówienia: ok. 58 dni roboczych. International agreements, such as those governing arms control and the environment, virtually always require some degree of verification so that compliance can be established. To ensure that the verification process is regarded as efficient, effective and impartial, it is important to model it mathematically. One such model can be derived by applying methods from statistics and the theory of noncooperative games, developed in part by John Nash, who received a Nobel Prize in 1994 for his work. The methods permit the development of rational verification strategies, as well as such fundamental...
International agreements, such as those governing arms control and the environment, virtually always require some degree of verification so that compl...


cena:
550,82 zł 
Selected Topics on ContinuousTime Controlled Markov Chains and Markov Games
ISBN: 9781848168480 / Angielski / Twarda / 292 str. Termin realizacji zamówienia: ok. 58 dni roboczych. This book concerns continuoustime controlled Markov chains, also known as continuoustime Markov decision processes. They form a class of stochastic control problems in which a single decisionmaker wishes to optimize a given objective function. This book is also concerned with Markov games, where two decisionmakers (or players) try to optimize their own objective function. Both decisionmaking processes appear in a large number of applications in economics, operations research, engineering, and computer science, among other areas.An extensive, selfcontained, uptodate analysis of basic...
This book concerns continuoustime controlled Markov chains, also known as continuoustime Markov decision processes. They form a class of stochastic ...


cena:
455,68 zł 
Deterministic Global Optimization: Geometric BranchAndBound Methods and Their Applications
ISBN: 9781461419501 / Angielski / Twarda / 142 str. Termin realizacji zamówienia: ok. 58 dni roboczych. This monograph deals with a general class of solution approaches in deterministic global optimization, namely the geometric branchandbound methods which are popular algorithms, for instance, in Lipschitzian optimization, d.c. programming, and interval analysis.It alsointroduces a new concept for the rate of convergence and analyzes several bounding operations reported in the literature, from the theoretical as well as from the empirical point of view. Furthermore, extensions of the prototype algorithm for multicriteria global optimization problems as well as mixed combinatorial... This monograph deals with a general class of solution approaches in deterministic global optimization, namely the geometric branchandbound method... 

cena:
192,30 zł 
Introduction to the Fractional Calculus of Variations
ISBN: 9781848169661 / Angielski / Twarda / 292 str. Termin realizacji zamówienia: ok. 58 dni roboczych. This invaluable book provides a broad introduction to the fascinating and beautiful subject of Fractional Calculus of Variations (FCV). In 1996, FVC evolved in order to better describe nonconservative systems in mechanics. The inclusion of nonconservatism is extremely important from the point of view of applications. Forces that do not store energy are always present in real systems. They remove energy from the systems and, as a consequence, Noether's conservation laws cease to be valid. However, it is still possible to obtain the validity of Noether's principle using FCV. The...
This invaluable book provides a broad introduction to the fascinating and beautiful subject of Fractional Calculus of Variations (FCV). In 1996, FVC e...


cena:
330,49 zł 
Capacitated Network Design: MultiCommodity Flow Formulations, Cutting Planes, and Demand Uncertainty
ISBN: 9781478226291 / Angielski / Miękka / 296 str. Termin realizacji zamówienia: ok. 58 dni roboczych. Christian Raack received his diploma (master's) degree in mathematics from the Technical University Berlin in 2006 and later his Ph.D. in 2012. As a fulltime researcher at the Zuse Institute Berlin he has been involved in a large variety of projects mainly stemming from optimization problems in the telecommunications sector. In this thesis, the author develops methods in mathematical optimization to dimension networks at minimal cost. The considered planning problems typically arise in the strategic design of telecommunication or public transport networks and also in logistics. Given...
Christian Raack received his diploma (master's) degree in mathematics from the Technical University Berlin in 2006 and later his Ph.D. in 2012. As a f...


cena:
284,46 zł 
Handbook on Systemic Risk
ISBN: 9781107023437 / Angielski / Twarda / 992 str. Termin realizacji zamówienia: ok. 58 dni roboczych. Experts in the field provide an introduction to the multifaceted aspects of this critically important topic.
Experts in the field provide an introduction to the multifaceted aspects of this critically important topic.


cena:
437,94 zł 
Introduction to Stochastic Programming
ISBN: 9781461402367 / Angielski / Twarda / 485 str. Termin realizacji zamówienia: ok. 58 dni roboczych. The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research, mathematics, and probability. At the same time, it is now being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks. This textbook provides a first course in stochastic programming suitable for students with a basic knowledge of linear programming, elementary analysis, and probability. The... The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly... 

cena:
326,93 zł 
Performance Bounds and Suboptimal Policies for MultiPeriod Investment
ISBN: 9781601986726 / Angielski / Miękka / 94 str. Termin realizacji zamówienia: ok. 58 dni roboczych. Performance Bounds and Suboptimal Policies for MultiPeriod Investment examines dynamic trading of a portfolio of assets in discrete periods over a finite time horizon, with arbitrary timevarying distribution of asset returns. The goal is to maximize the total expected revenue from the portfolio, while respecting constraints on the portfolio like a required terminal portfolio and leverage and risk limits. The revenue takes into account the gross cash generated in trades, transaction costs, and costs associated with the positions, such as fees for holding short positions. The model that is...
Performance Bounds and Suboptimal Policies for MultiPeriod Investment examines dynamic trading of a portfolio of assets in discrete periods over a fi...


cena:
326,81 zł 
Proximal Algorithms
ISBN: 9781601987167 / Angielski / Miękka / 130 str. Termin realizacji zamówienia: ok. 58 dni roboczych. Proximal Algorithms discusses proximal operators and proximal algorithms, and illustrates their applicability to standard and distributed convex optimization in general and many applications of recent interest in particular. Much like Newton's method is a standard tool for solving unconstrained smooth optimization problems of modest size, proximal algorithms can be viewed as an analogous tool for nonsmooth, constrained, largescale, or distributed versions of these problems. They are very generally applicable, but are especially wellsuited to problems of substantial recent interest involving...
Proximal Algorithms discusses proximal operators and proximal algorithms, and illustrates their applicability to standard and distributed convex optim...


cena:
396,84 zł 
Dynamic Network Energy Management Via Proximal Message Passing
ISBN: 9781601987143 / Angielski / Miękka / 70 str. Termin realizacji zamówienia: ok. 58 dni roboczych. Dynamic Network Energy Management via Proximal Message Passing presents a fully decentralized method for dynamic network energy management based on message passing between devices. It considers a network of devices, such as generators, fixed loads, deferrable loads, and storage devices, each with its own dynamic constraints and objective, connected by AC and DC lines. The problem is to minimize the total network objective subject to the device and line constraints, over a given time horizon. This is a large optimization problem, with variables for consumption or generation for each device,...
Dynamic Network Energy Management via Proximal Message Passing presents a fully decentralized method for dynamic network energy management based on me...


cena:
280,12 zł 
Deterministic Global Optimization: Geometric BranchAndBound Methods and Their Applications
ISBN: 9781489995551 / Angielski / Miękka / 142 str. Termin realizacji zamówienia: ok. 58 dni roboczych. This monograph deals with a general class of solution approaches in deterministic global optimization, namely the geometric branchandbound methods which are popular algorithms, for instance, in Lipschitzian optimization, d.c. programming, and interval analysis.It alsointroduces a new concept for the rate of convergence and analyzes several bounding operations reported in the literature, from the theoretical as well as from the empirical point of view. Furthermore, extensions of the prototype algorithm for multicriteria global optimization problems as well as mixed combinatorial... This monograph deals with a general class of solution approaches in deterministic global optimization, namely the geometric branchandbound method... 

cena:
192,30 zł 
From Bandits to MonteCarlo Tree Search: The Optimistic Principle Applied to Optimization and Planning
ISBN: 9781601987662 / Angielski / Miękka / 146 str. Termin realizacji zamówienia: ok. 58 dni roboczych. From Bandits to MonteCarlo Tree Search: The Optimistic Principle Applied to Optimization and Planning covers several aspects of the "optimism in the face of uncertainty" principle for large scale optimization problems under finite numerical budget. The monograph's initial motivation came from the empirical success of the socalled "MonteCarlo Tree Search" method popularized in Computer Go and further extended to many other games as well as optimization and planning problems. It lays out the theoretical foundations of the field by characterizing the complexity of the optimization problems...
From Bandits to MonteCarlo Tree Search: The Optimistic Principle Applied to Optimization and Planning covers several aspects of the "optimism in the ...


cena:
443,53 zł 
Differential Games: A Concise Introduction
ISBN: 9789814596220 / Angielski / Twarda / 336 str. Termin realizacji zamówienia: ok. 58 dni roboczych. 

cena:
475,71 zł 
Optimization Models
ISBN: 9781107050877 / Angielski / Twarda / 650 str. Termin realizacji zamówienia: ok. 58 dni roboczych. Emphasizing practical understanding over the technicalities of specific algorithms, this elegant textbook is an accessible introduction to the field of optimization, focusing on powerful and reliable convex optimization techniques. Students and practitioners will learn how to recognize, simplify, model and solve optimization problems  and apply these principles to their own projects. A clear and selfcontained introduction to linear algebra demonstrates core mathematical concepts in a way that is easy to follow, and helps students to understand their practical relevance. Requiring only a...
Emphasizing practical understanding over the technicalities of specific algorithms, this elegant textbook is an accessible introduction to the field o...


cena:
315,42 zł 
A Gentle Introduction to Optimization
ISBN: 9781107658790 / Angielski / Miękka / 279 str. Termin realizacji zamówienia: ok. 58 dni roboczych. Optimization is an essential technique for solving problems in areas as diverse as accounting, computer science and engineering. Assuming only basic linear algebra and with a clear focus on the fundamental concepts, this textbook is the perfect starting point for first and secondyear undergraduate students from a wide range of backgrounds and with varying levels of ability. Modern, realworld examples motivate the theory throughout. The authors keep the text as concise and focused as possible, with more advanced material treated separately or in starred exercises. Chapters are...
Optimization is an essential technique for solving problems in areas as diverse as accounting, computer science and engineering. Assuming only basic l...


cena:
195,24 zł 
Efficient Algorithms for Infrastructure Networks: Planning Issues and Economic Impact
ISBN: 9781494252373 / Angielski / Miękka / 214 str. Termin realizacji zamówienia: ok. 58 dni roboczych. Currently, electricity and telecommunication network providers operate in a turbulent period. The market is open for competition and customer demand changes dramatically, facing the network providers with a huge challenge. Information is reaching us more and more digitally. Mobile and fixed telecommunication networks have to deal with this explosive growth of data traffic. For fixed networks this means that the default internet connection via ADSL (up to 8 Megabits per second) is no longer sufficient. The network operators work on the rollout of VDSL, where the fibre connection is brought to...
Currently, electricity and telecommunication network providers operate in a turbulent period. The market is open for competition and customer demand c...


cena:
109,42 zł 
A Gentle Introduction to Optimization
ISBN: 9781107053441 / Angielski / Twarda / 282 str. Termin realizacji zamówienia: ok. 58 dni roboczych. Optimization is an essential technique for solving problems in areas as diverse as accounting, computer science and engineering. Assuming only basic linear algebra and with a clear focus on the fundamental concepts, this textbook is the perfect starting point for first and secondyear undergraduate students from a wide range of backgrounds and with varying levels of ability. Modern, realworld examples motivate the theory throughout. The authors keep the text as concise and focused as possible, with more advanced material treated separately or in starred exercises. Chapters are...
Optimization is an essential technique for solving problems in areas as diverse as accounting, computer science and engineering. Assuming only basic l...


cena:
335,45 zł 
Adaptation, Learning, and Optimization Over Networks
ISBN: 9781601988508 / Angielski / Miękka / 518 str. Termin realizacji zamówienia: ok. 58 dni roboczych. Adaptation, Learning, and Optimization over Networks deals with the topic of information processing over graphs. The presentation is largely selfcontained and covers results that relate to the analysis and design of multiagent networks for the distributed solution of optimization, adaptation, and learning problems from streaming data through localized interactions among agents. The results derived in this monograph are useful in comparing network topologies against each other, and in comparing networked solutions against centralized or batch implementations. There are many good reasons for...
Adaptation, Learning, and Optimization over Networks deals with the topic of information processing over graphs. The presentation is largely selfcont...


cena:
462,20 zł 
An Introduction to Polynomial and SemiAlgebraic Optimization
ISBN: 9781107630697 / Angielski / Miękka / 354 str. Termin realizacji zamówienia: ok. 58 dni roboczych. This is the first comprehensive introduction to the powerful moment approach for solving global optimization problems (and some related problems) described by polynomials (and even semialgebraic functions). In particular, the author explains how to use relatively recent results from real algebraic geometry to provide a systematic numerical scheme for computing the optimal value and global minimizers. Indeed, among other things, powerful positivity certificates from real algebraic geometry allow one to define an appropriate hierarchy of semidefinite (SOS) relaxations or LP relaxations whose...
This is the first comprehensive introduction to the powerful moment approach for solving global optimization problems (and some related problems) desc...


cena:
220,28 zł 