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Stochastic Programming: Applications in Finance, Energy, Planning and Logistics (World Scientific Series in Finance)
Horand I Gassmann
[PDF.oy72] Stochastic Programming: Applications in Finance, Energy, Planning and Logistics (World Scientific Series in Finance)
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| #3604050 in Books | 2012-11-28 | Original language:English | PDF # 1 | 9.00 x1.30 x6.30l,1.95 | File type: PDF | 548 pages|||"The solution and the modeling of stochastic programming problems relies on a wide swath of disciplines ranging from Optimization, Variational and Functional Analysis, Probability and Statistics, Economics, Computer Sciences, not forgetting the use of truly
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...
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