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Author: Camil Demetrescu
Publisher: Springer Science & Business Media
ISBN: 3642237185
Category : Computers
Languages : en
Pages : 832
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Book Description
This book constitutes the refereed proceedings of the 19th Annual European Symposium on Algorithms, ESA 2011, held in Saarbrücken, Germany, in September 2011 in the context of the combined conference ALGO 2011. The 67 revised full papers presented were carefully reviewed and selected from 255 initial submissions: 55 out of 209 in track design and analysis and 12 out of 46 in track engineering and applications. The papers are organized in topical sections on approximation algorithms, computational geometry, game theory, graph algorithms, stable matchings and auctions, optimization, online algorithms, exponential-time algorithms, parameterized algorithms, scheduling, data structures, graphs and games, distributed computing and networking, strings and sorting, as well as local search and set systems.
Author: Camil Demetrescu
Publisher: Springer Science & Business Media
ISBN: 3642237185
Category : Computers
Languages : en
Pages : 832
Get Book Here
Book Description
This book constitutes the refereed proceedings of the 19th Annual European Symposium on Algorithms, ESA 2011, held in Saarbrücken, Germany, in September 2011 in the context of the combined conference ALGO 2011. The 67 revised full papers presented were carefully reviewed and selected from 255 initial submissions: 55 out of 209 in track design and analysis and 12 out of 46 in track engineering and applications. The papers are organized in topical sections on approximation algorithms, computational geometry, game theory, graph algorithms, stable matchings and auctions, optimization, online algorithms, exponential-time algorithms, parameterized algorithms, scheduling, data structures, graphs and games, distributed computing and networking, strings and sorting, as well as local search and set systems.
Author: Stanford University. Department of Operations Research. Systems Optimization Laboratory
Publisher:
ISBN:
Category :
Languages : en
Pages : 44
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Book Description
Author: Stein W. Wallace
Publisher: SIAM
ISBN: 9780898718799
Category : Mathematics
Languages : en
Pages : 724
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Book Description
Consisting of two parts, this book presents papers describing publicly available stochastic programming systems that are operational. It presents a diverse collection of application papers in areas such as production, supply chain and scheduling, gaming, environmental and pollution control, financial modeling, telecommunications, and electricity.
Author: Karl Franz Dörner
Publisher: Springer
ISBN: 3319429027
Category : Business & Economics
Languages : en
Pages : 679
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Book Description
This book gathers a selection of refereed papers presented at the “International Conference on Operations Research OR2015,” which was held at the University of Vienna, Austria, September 1-4, 2015. Over 900 scientists and students from 50 countries attended this conference and presented more than 600 papers in parallel topic streams as well as special award sessions. Though the guiding theme of the conference was “Optimal Decision and Big Data,” this volume also includes papers addressing practically all aspects of modern Operations Research.
Author: Jesús M. Velásquez-Bermúdez
Publisher: Springer Nature
ISBN: 303022788X
Category : Mathematics
Languages : en
Pages : 297
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Book Description
In this book, theory of large scale optimization is introduced with case studies of real-world problems and applications of structured mathematical modeling. The large scale optimization methods are represented by various theories such as Benders’ decomposition, logic-based Benders’ decomposition, Lagrangian relaxation, Dantzig –Wolfe decomposition, multi-tree decomposition, Van Roy’ cross decomposition and parallel decomposition for mathematical programs such as mixed integer nonlinear programming and stochastic programming. Case studies of large scale optimization in supply chain management, smart manufacturing, and Industry 4.0 are investigated with efficient implementation for real-time solutions. The features of case studies cover a wide range of fields including the Internet of things, advanced transportation systems, energy management, supply chain networks, service systems, operations management, risk management, and financial and sales management. Instructors, graduate students, researchers, and practitioners, would benefit from this book finding the applicability of large scale optimization in asynchronous parallel optimization, real-time distributed network, and optimizing the knowledge-based expert system for convex and non-convex problems.
Author: Stanislav Uryasev
Publisher: Springer Science & Business Media
ISBN: 1475765940
Category : Technology & Engineering
Languages : en
Pages : 438
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Book Description
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.
Author: John R. Birge
Publisher: Springer Science & Business Media
ISBN: 1461402379
Category : Business & Economics
Languages : en
Pages : 500
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Book Description
The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research, mathematics, and probability. At the same time, it is now being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks. This textbook provides a first course in stochastic programming suitable for students with a basic knowledge of linear programming, elementary analysis, and probability. The authors aim to present a broad overview of the main themes and methods of the subject. Its prime goal is to help students develop an intuition on how to model uncertainty into mathematical problems, what uncertainty changes bring to the decision process, and what techniques help to manage uncertainty in solving the problems. In this extensively updated new edition there is more material on methods and examples including several new approaches for discrete variables, new results on risk measures in modeling and Monte Carlo sampling methods, a new chapter on relationships to other methods including approximate dynamic programming, robust optimization and online methods. The book is highly illustrated with chapter summaries and many examples and exercises. Students, researchers and practitioners in operations research and the optimization area will find it particularly of interest. Review of First Edition: "The discussion on modeling issues, the large number of examples used to illustrate the material, and the breadth of the coverage make 'Introduction to Stochastic Programming' an ideal textbook for the area." (Interfaces, 1998)
Author: M.A.H. Dempster
Publisher: CRC Press
ISBN: 1420081926
Category : Business & Economics
Languages : en
Pages : 488
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Book Description
The First Collection That Covers This Field at the Dynamic Strategic and One-Period Tactical Levels. Addressing the imbalance between research and practice, Quantitative Fund Management presents leading-edge theory and methods, along with their application in practical problems encountered in the fund management industry. A Current Snapshot of State-of-the-Art Applications of Dynamic Stochastic Optimization Techniques to Long-Term Financial Planning - The first part of the book initially looks at how the quantitative techniques of the equity industry are shifting from basic Markowitz mean-variance portfolio optimization to risk management and trading applications. This section also explores novel aspects of lifetime individual consumption investment problems, fixed-mix portfolio rebalancing allocation strategies, debt management for funding mortgages and national debt, and guaranteed return fund construction. Up-to-Date Overview of Tactical Financial Planning and Risk Management - The second section covers nontrivial computational approaches to tactical fund management. This part focuses on portfolio construction and risk management at the individual security or fund manager level over the period up to the next portfolio rebalance. It discusses non-Gaussian returns, new risk-return tradeoffs, and the robustness of benchmarks and portfolio decisions. The Future Use of Quantitative Techniques in Fund Management - With contributions from well-known academics and practitioners, this volume will undoubtedly foster the recognition and wider acceptance of stochastic optimization techniques in financial practice.
Author:
Publisher:
ISBN:
Category : Mathematical models
Languages : en
Pages : 538
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Book Description
Author: Chunhui Xu
Publisher: Springer
ISBN: 9811303177
Category : Business & Economics
Languages : en
Pages : 189
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Book Description
This is the first book to introduce the major quantitative tools in risk management taking financial investments and logistics planning as the background: optimization and stochastic programming. Contained here are the fundamentals of portfolio selection theory from the point of view of risk control, and methods for risk control with new and popular risk measures such as VaR (Value-at-Risk) and CVaR (Conditional VaR). The book also introduces a new theory for risk management in more general investment situations such as flexible investment decisions, providing an accessible and comprehensive introduction to the interrelations between these fields of research. Basic concepts of stochastic programming are introduced, and their applications to risk management in inventory distribution and network design are covered as well. Illustrated by carefully chosen examples and supported by extensive data analyses, this book is highly recommended to readers who seek an in-depth and up-to-date integrated overview of the ever-expanding theoretical and quantitative fields of risk management in financial investment and logistics planning.
