Stochastic Programming

Applications in Finance, Energy, Planning and Logistics

Business & Finance, Finance & Investing, Finance, Nonfiction, Science & Nature, Mathematics, Industries & Professions, Industries
Cover of the book Stochastic Programming by Horand I Gassmann, William T Ziemba, World Scientific Publishing Company
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Horand I Gassmann, William T Ziemba ISBN: 9789814407526
Publisher: World Scientific Publishing Company Publication: November 28, 2012
Imprint: WSPC Language: English
Author: Horand I Gassmann, William T Ziemba
ISBN: 9789814407526
Publisher: World Scientific Publishing Company
Publication: November 28, 2012
Imprint: WSPC
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from World Scientific Publishing Company

Cover of the book Adolescent Medicine Today by Horand I Gassmann, William T Ziemba
Cover of the book Evidence-Based Acupuncture by Horand I Gassmann, William T Ziemba
Cover of the book Singapore Perspectives 2011 by Horand I Gassmann, William T Ziemba
Cover of the book Resolution of the Twentieth Century Conundrum in Elastic Stability by Horand I Gassmann, William T Ziemba
Cover of the book Waves and Rays in Seismology by Horand I Gassmann, William T Ziemba
Cover of the book Econometric Methods and Their Applications in Finance, Macro and Related Fields by Horand I Gassmann, William T Ziemba
Cover of the book Exploiting Intellectual Property to Promote Innovation and Create Value by Horand I Gassmann, William T Ziemba
Cover of the book Ordinary Differential Equations and Boundary Value Problems by Horand I Gassmann, William T Ziemba
Cover of the book Evidence-based Clinical Chinese Medicine by Horand I Gassmann, William T Ziemba
Cover of the book Li-S Batteries by Horand I Gassmann, William T Ziemba
Cover of the book A Beginner's Further Guide to Mathematical Logic by Horand I Gassmann, William T Ziemba
Cover of the book Engines of Discovery by Horand I Gassmann, William T Ziemba
Cover of the book Schisandra Chinensis by Horand I Gassmann, William T Ziemba
Cover of the book Trigonometric Functions and Complex Numbers by Horand I Gassmann, William T Ziemba
Cover of the book Antibody Drug Discovery by Horand I Gassmann, William T Ziemba
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy