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International Series in Operations Research & Management Science

Modeling Uncertainty

An Examination of Stochastic Theory, Methods, and Applications

Editors: Dror, Moshe, L'Ecuyer, Pierre, Szidarovszky, Ferenc (Eds.)

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  • Fifty internationally known scholars have collectively contributed 30 papers on modeling uncertainty to this volume
  • The papers cover a great variety of topics in probability, statistics, economics, stochastic optimization, control theory, regression analysis, simulation, stochastic programming, Markov decision process, application in the HIV context, and others.
  • Easily accessible to a nonexpert - a graduate student or just anyone with some mathematical background who is interested in a preliminary exposition of a particular topic.
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eBook $109.00
price for USA in USD (gross)
  • ISBN 978-0-306-48102-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $279.99
price for USA in USD
  • ISBN 978-0-7923-7463-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $149.99
price for USA in USD
  • ISBN 978-1-4757-8369-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

​Modeling Uncertainty: An Examination of Stochastic Theory, Methods, and Applications, is a volume undertaken by the friends and colleagues of Sid Yakowitz in his honor. Fifty internationally known scholars have collectively contributed 30 papers on modeling uncertainty to this volume. Each of these papers was carefully reviewed and in the majority of cases the original submission was revised before being accepted for publication in the book. The papers cover a great variety of topics in probability, statistics, economics, stochastic optimization, control theory, regression analysis, simulation, stochastic programming, Markov decision process, application in the HIV context, and others. There are papers with a theoretical emphasis and others that focus on applications. A number of papers survey the work in a particular area and in a few papers the authors present their personal view of a topic. It is a book with a considerable number of expository articles, which are accessible to a nonexpert - a graduate student in mathematics, statistics, engineering, and economics departments, or just anyone with some mathematical background who is interested in a preliminary exposition of a particular topic. Many of the papers present the state of the art of a specific area or represent original contributions which advance the present state of knowledge. In sum, it is a book of considerable interest to a broad range of academic researchers and students of stochastic systems.

About the authors

​Moshe Dror joined the Eller College of Management in 1990 and previously taught at Ben Gurion University. He earned his PhD in Management Science from the University of Maryland in 1983. His research focuses on cooperative game theory, cost allocation in inventory and supply chain management, applied combinatorial optimization in transportation, logistics and manufacturing and intelligent solution systems for operations scheduling.
Pierre L’Ecuyer is a Professor in the Departement d’Informatique et de Recherche Operationnelle at the Universite de Montreal, since 1990. He holds the Canada Research Chair in Stochastic Simulation and Optimization since 2004 and an Inria International Chair (at Inria-Rennes, France) for 2013–2018. He is a member of the CIRRELT and GERAD research centers, in Montreal.

Ferenc Szidarovszky is a senior researcher with the Ridgetop Group Inc. working on theoretical issues concerning reliability, robustness, optimal maintenance and replacement policies and prognostics in complex systems. In addition to these industrial applications he also performs research in systems theory, especially in dynamic economic systems. He has performed research in very broad fields of applied mathematics including numerical analysis, optimization, multi-objective programming, game theory, dynamic systems, applied probability and their applications in industrial processes, environment, water resources management, economics, and computer network security, among others. He currently has a professor position with the Applied Mathematics Department of the University of Pecs, Hungary, where his duty is a one week long intensive Game Theory Course every year.

Table of contents (30 chapters)

Table of contents (30 chapters)

Buy this book

eBook $109.00
price for USA in USD (gross)
  • ISBN 978-0-306-48102-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $279.99
price for USA in USD
  • ISBN 978-0-7923-7463-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $149.99
price for USA in USD
  • ISBN 978-1-4757-8369-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Modeling Uncertainty
Book Subtitle
An Examination of Stochastic Theory, Methods, and Applications
Editors
  • Moshe Dror
  • Pierre L'Ecuyer
  • Ferenc Szidarovszky
Series Title
International Series in Operations Research & Management Science
Series Volume
46
Copyright
2002
Publisher
Springer US
Copyright Holder
Springer-Verlag US
eBook ISBN
978-0-306-48102-4
DOI
10.1007/b106473
Hardcover ISBN
978-0-7923-7463-3
Softcover ISBN
978-1-4757-8369-8
Series ISSN
0884-8289
Edition Number
1
Number of Pages
XXIX, 770
Topics