STOCHASTIC OPTIMIZATION by Uryasev, Stanislav P ISBN 0792369513

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Contents 1 STOCHASTIC OPTIMIZATION 1.1 Book Details 1.1.1 Title 1.1.2 Author 1.1.3 ISBN 1.1.4 Published 1.1.5 Publisher 1.1.6 Binding 1.1.7 Retail Price 1.1.8 Typical Price Online 2 Buy Book Online

[edit] STOCHASTIC OPTIMIZATION

This volume encompasses the practical experience gained in stochastic programming, which has been expanded to a much larger spectrum of applications, including financial modelling, risk management, and probabilistic risk analysis.

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.

[edit] Book Details

[edit] Title

STOCHASTIC OPTIMIZATION

[edit] Author

Uryasev, Stanislav P

[edit] ISBN

0792369513

[edit] Published

31/05/2001

[edit] Publisher

Kluwer Academic Publishers

[edit] Binding

hardback

[edit] Retail Price

168.5 (GBP)

[edit] Typical Price Online

168.5 (GBP)

[edit] Buy Book Online

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