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Stochastic Optimization: Algorithms and Applications by Stanislav Uryasev

Stochastic Optimization: Algorithms and Applications

by Stanislav Uryasev
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Book cover type: Hardcover
  • ISBN13: 9780792369516
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 435
  • Original Price: EUR 199.99
  • Language: English
  • Edition: 2001
  • Item Weight: 808 grams
  • BISAC Subject(s): Game Theory, Linear & Nonlinear Programming, and Computer Science

Stochastic programming is the study of procedures for decision making under the presence of uncertainties and risks. Stochastic programming approaches have been successfully used in a number of areas such as energy and production planning, telecommunications, and transportation. Recently, the practical experience gained in stochastic programming has been expanded to a much larger spectrum of applications including financial modeling, risk management, and probabilistic risk analysis. Major topics in this volume include: (1) advances in theory and implementation of stochastic programming algorithms; (2) sensitivity analysis of stochastic systems; (3) stochastic programming applications and other related topics.
Audience: Researchers and academies working in optimization, computer modeling, operations research and financial engineering. The book is appropriate as supplementary reading in courses on optimization and financial engineering.

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