STOCHASTIC PROGRAMMING: Innovation Lessons from Industry Leaders: 2nd Edition: 4 (World Scientific Series in Finance) - Hardcover

HORAND I GASSMANN & WILLIAM T ZIEMBA

Hardcover

ISBN 10: 981440750X ISBN 13: 9789814407502

Verlag: World Scientific, 2012

Über diesen Titel

Críticas

Like its predecessor volumes, this conference proceedings is an up-to-date record of the current status of the maturing field of stochastic programming. Its advance is supported here by articles which report on practical applications in finance, production, logistics, energy and telecommunications. -- M A H Dempster "Professor Emeritus, Center for Financial Research, Department of Pure Mathematics and Statistics, University of Cambridge & Cambridge Systems Associates Limited, Cambridge UK"

Reseña del editor

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.

Details zur Ausgabe

• Verlag: World Scientific
• Erscheinungsdatum: 2012
• ISBN 10: 981440750X
• ISBN 13: 9789814407502
• Einband: Tapa dura
• Sprache: Englisch
• Anzahl der Seiten: 550