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Applied Optimization

Stochastic Optimization

Algorithms and Applications

Editors: Uryasev, Stanislav, Pardalos, Panos M. (Eds.)

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Hardcover $299.99
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  • ISBN 978-0-7923-6951-6
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Softcover $299.99
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  • ISBN 978-1-4419-4855-7
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About this book

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.

Table of contents (17 chapters)

  • Output analysis for approximated stochastic programs

    Dupačová, Jitka

    Pages 1-29

  • Combinatorial Randomized Rounding: Boosting Randomized Rounding with Combinatorial Arguments

    Efraimidis, Pavlos S. (et al.)

    Pages 31-53

  • Statutory Regulation of Casualty Insurance Companies: An Example from Norway with Stochastic Programming Analysis

    Gaivoronski, Alexei A. (et al.)

    Pages 55-85

  • Option pricing in a world with arbitrage

    Guo, Xin (et al.)

    Pages 87-96

  • Monte Carlo Methods for Discrete Stochastic Optimization

    Homem-de-Mello, Tito

    Pages 97-119

Buy this book

eBook $229.00
price for USA (gross)
  • ISBN 978-1-4757-6594-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $299.99
price for USA
  • ISBN 978-0-7923-6951-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $299.99
price for USA
  • ISBN 978-1-4419-4855-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Stochastic Optimization
Book Subtitle
Algorithms and Applications
Editors
  • Stanislav Uryasev
  • Panos M. Pardalos
Series Title
Applied Optimization
Series Volume
54
Copyright
2001
Publisher
Springer US
Copyright Holder
Springer Science+Business Media Dordrecht
eBook ISBN
978-1-4757-6594-6
DOI
10.1007/978-1-4757-6594-6
Hardcover ISBN
978-0-7923-6951-6
Softcover ISBN
978-1-4419-4855-7
Series ISSN
1384-6485
Edition Number
1
Number of Pages
XII, 435
Topics