Mass Transportation Problems

Name: Mass Transportation Problems
SKU: 21839504
Price: 489.99 AUD
Availability: InStock

Volume 1: Theory

By:

Format:

Paperback / softback

Series:

Probability and Its Applications

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$489.99

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Description

The first comprehensive account of the theory of mass transportation problems and its applications. In Volume I, the authors systematically develop the theory with emphasis on the Monge-Kantorovich mass transportation and the Kantorovich-Rubinstein mass transshipment problems. They then discuss a variety of different approaches towards solving these problems and exploit the rich interrelations to several mathematical sciences - from functional analysis to probability theory and mathematical economics. The second volume is devoted to applications of the above problems to topics in applied probability, theory of moments and distributions with given marginals, queuing theory, risk theory of probability metrics and its applications to various fields, among them general limit theorems for Gaussian and non-Gaussian limiting laws, stochastic differential equations and algorithms, and rounding problems. Useful to graduates and researchers in theoretical and applied probability, operations research, computer science, and mathematical economics, the prerequisites for this book are graduate level probability theory and real and functional analysis.

Release date Australia

July 21st, 2013

Author

Audience

Professional & Vocational

Edition

Softcover reprint of the original 1st ed. 1998

Illustrations

XXVI, 508 p.

Pages

508

Series

Probability and Its Applications

Dimensions

155x235x28

ISBN-13

9781475785258

Product ID

21839504

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