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Stochastic programming[electronic resource] :applications in finance, energy, planning and logistics /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	519.7
書名/作者:	Stochastic programming : applications in finance, energy, planning and logistics // [edited by] Horand I. Gassmann, William Ziemba.
其他作者:	Gassmann, Horand.
出版者:	Singapore ; : World Scientific,, c2013.
面頁冊數:	1 online resource (xxix, 518 p.) : : ill. maps.
標題:	Stochastic processes - Econometric models.
標題:	Stochastic programming.
標題:	Decision making.
標題:	Uncertainty.
標題:	Mathematical optimization.
標題:	Mathematical optimization - Industrial applications.
ISBN:	9789814407519 (electronic bk.)
ISBN:	9814407518 (electronic bk.)
書目註:	Includes bibliographical references and index.
摘要、提要註:	This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the uncertainty problems. The applications, which were presented at the 12th International Conference on Stochastic Programming held in Halifax, Nova Scotia in August 2010, span the rich field of uses of these models. The finance papers discuss such diverse problems as longevity risk management of individual investors, personal financial planning, intertemporal surplus management, asset management with benchmarks, dynamic portfolio management, fixed income immunization and racetrack betting. The production and logistics papers discuss natural gas infrastructure design, farming Atlantic salmon, prevention of nuclear smuggling and sawmill planning. The energy papers involve electricity production planning, hydroelectric reservoir operations and power generation planning for liquid natural gas plants. Finally, two telecommunication papers discuss mobile network design and frequency assignment problems.
電子資源:	http://www.worldscientific.com/worldscibooks/10.1142/8497#t=toc

Stochastic programming[electronic resource] :applications in finance, energy, planning and logistics /
Stochastic programmingapplications in finance, energy, planning and logistics /[electronic resource] :[edited by] Horand I. Gassmann, William Ziemba. - Singapore ;World Scientific,c2013. - 1 online resource (xxix, 518 p.) :ill. maps. - World Scientific series in finance ;vol. 4. - World Scientific series in finance ;v. 1..

Includes bibliographical references and index.

This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the uncertainty problems. The applications, which were presented at the 12th International Conference on Stochastic Programming held in Halifax, Nova Scotia in August 2010, span the rich field of uses of these models. The finance papers discuss such diverse problems as longevity risk management of individual investors, personal financial planning, intertemporal surplus management, asset management with benchmarks, dynamic portfolio management, fixed income immunization and racetrack betting. The production and logistics papers discuss natural gas infrastructure design, farming Atlantic salmon, prevention of nuclear smuggling and sawmill planning. The energy papers involve electricity production planning, hydroelectric reservoir operations and power generation planning for liquid natural gas plants. Finally, two telecommunication papers discuss mobile network design and frequency assignment problems.

ISBN: 9789814407519 (electronic bk.)Subjects--Topical Terms:

556415
Stochastic processes
--Econometric models.Index Terms--Genre/Form:

336502
Electronic books.

LC Class. No.: HB143.7 / .S76 2013eb

Dewey Class. No.: 519.7

Stochastic programming[electronic resource] :applications in finance, energy, planning and logistics /
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490 1 $a World Scientific series in finance ; $v vol. 4
504 $a Includes bibliographical references and index.
520 $a This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the uncertainty problems. The applications, which were presented at the 12th International Conference on Stochastic Programming held in Halifax, Nova Scotia in August 2010, span the rich field of uses of these models. The finance papers discuss such diverse problems as longevity risk management of individual investors, personal financial planning, intertemporal surplus management, asset management with benchmarks, dynamic portfolio management, fixed income immunization and racetrack betting. The production and logistics papers discuss natural gas infrastructure design, farming Atlantic salmon, prevention of nuclear smuggling and sawmill planning. The energy papers involve electricity production planning, hydroelectric reservoir operations and power generation planning for liquid natural gas plants. Finally, two telecommunication papers discuss mobile network design and frequency assignment problems.
588 $a Description based on print version record.
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650 0 $a Stochastic programming. $3 445598
650 0 $a Decision making. $3 337308
650 0 $a Uncertainty. $3 208100
650 0 $a Mathematical optimization. $3 176332
650 0 $a Mathematical optimization $x Industrial applications. $3 549197
655 0 $a Electronic books. $2 local $3 336502
700 1 $a Gassmann, Horand. $3 556414
700 1 $a Ziemba, W. T. $3 416739
830 0 $a World Scientific series in finance ; $v v. 1. $3 487270
856 4 0 $u http://www.worldscientific.com/worldscibooks/10.1142/8497#t=toc