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Stochastic Optimization

Algorithms and Applications
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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. The practical experience gained in stochastic programming has been expanded to a much larger spectrum of applications including financial modelling, 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.
Release date Australia
May 31st, 2001
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
  • Undergraduate
Contributors
  • Edited by Panos M. Pardalos
  • Edited by Stanislav Uryasev
Illustrations
XII, 435 p.
Pages
435
Dimensions
156x234x25
ISBN-13
9780792369516
Product ID
2437856

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