Modeling with Stochastic Programming

Alan J King, Stein W Wallace

• Hardcover | Engels | Springer Operations Research and Financial Engineering
• While there are several texts on how to solve and analyze stochastic programs, this is the first text to address basic questions about how to model un... Lees meer

Stochastic Processes and Long Range Dependence

Gennady Samorodnitsky

• Hardcover | Engels | Springer Operations Research and Financial Engineering
• This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as l... Lees meer

Implicit Functions and Solution Mappings

Asen L Dontchev, R Tyrrell Rockafellar

• Paperback | Engels | Springer Operations Research and Financial Engineering
• The implicit function theorem is one of the most important theorems in analysis and its many variants are basic tools in partial differential equation... Lees meer

Convex Analysis and Beyond

Boris S Mordukhovich, Nguyen Mau Nam

• Paperback | Engels | Springer Operations Research and Financial Engineering
• This book presents a unified theory of convex functions, sets, and set-valued mappings in topological vector spaces with its specifications to locally... Lees meer

Multivariate Extreme Value Theory and D-Norms

Michael Falk

• Hardcover | Engels | Springer Operations Research and Financial Engineering
• This monograph compiles the contemporary knowledge about D -norms and provides an introductory tour through the essentials of multivariate extreme val... Lees meer

Univariate Stable Distributions

John P Nolan

• Hardcover | Engels | Springer Operations Research and Financial Engineering
• This textbook highlights the many practical uses of stable distributions, exploring the theory, numerical algorithms, and statistical methods used to ... Lees meer

Analysis and Algorithms for Service Parts Supply Chains

John A Muckstadt

• Paperback | Engels | Springer Operations Research and Financial Engineering
• Services requiring parts has become a $1.5 trillion business annually worldwide, creating a tremendous incentive to manage the logistics of these part... Lees meer

Linear Programming 2

George B Dantzig, Mukund N Thapa

• Hardcover | Engels | Springer Operations Research and Financial Engineering
• Linear programming represents one of the major applications of mathematics to business, industry, and economics. George Dantzig is widely regarded as ... Lees meer

Risk-Averse Optimization and Control

Darinka Dentcheva, Andrzej Ruszczyński

• Hardcover | Engels | Springer Operations Research and Financial Engineering
• This book offers a comprehensive presentation of the theory and methods of risk-averse optimization and control. Problems of this type arise in financ... Lees meer

Introduction to Stochastic Programming

John R Birge, François Louveaux

• Hardcover | Engels | Springer Operations Research and Financial Engineering
• The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly wi... Lees meer

Numerical Optimization

Jorge Nocedal, Stephen Wright

• Hardcover | Engels | Springer Operations Research and Financial Engineering
• The new edition of this book presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. Its publica... Lees meer

Production Planning by Mixed Integer Programming

Yves Pochet, Laurence A Wolsey

• Paperback | Engels | Springer Operations Research and Financial Engineering
• This textbook provides a comprehensive modeling, reformulation and optimization approach for solving production planning and supply chain planning pro... Lees meer

Facility Location

• Hardcover | Engels | Springer Operations Research and Financial Engineering
• Facility location applications are concerned with the location of one or more facilities in a way that optimizes a certain objective such as mini- miz... Lees meer

Stochastic-Process Limits

Ward Whitt

• Paperback | Engels | Springer Operations Research and Financial Engineering
• This book is about stochastic-process limits -- limits in which a sequence of stochastic processes converges to another stochastic process. These are ... Lees meer

Stochastic Models with Power-Law Tails

Dariusz Buraczewski, Ewa Damek, Thomas Mikosch

• Paperback | Engels | Springer Operations Research and Financial Engineering
• In this monograph the authors give a systematic approach to the probabilistic properties of the fixed point equation X=AX+B. A probabilistic study of ... Lees meer

Stochastic-Process Limits

Ward Whitt

• Hardcover | Engels | Springer Operations Research and Financial Engineering
• This book is about stochastic-process limits -- limits in which a sequence of stochastic processes converges to another stochastic process. These are ... Lees meer

Extreme Values, Regular Variation and Point Processes

Sidney I Resnick

• Paperback | Engels | Springer Operations Research and Financial Engineering
• This book presents a readable, efficient account of the fundamental mathematical and stochastic process techniques needed to study the behavior of ext... Lees meer

Fundamentals of Convex Analysis and Optimization

Rafael Correa, Abderrahim Hantoute, Marco A López

• Paperback | Engels | Springer Operations Research and Financial Engineering
• This book aims at an innovative approach within the framework of convex analysis and optimization, based on an in-depth study of the behavior and prop... Lees meer

Extreme Value Theory for Time Series

Thomas Mikosch, Olivier Wintenberger

• Hardcover | Engels | Springer Operations Research and Financial Engineering
• This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law tails. These include the class... Lees meer

Second-Order Variational Analysis in Optimization, Variational Stability, and Control

Boris S Mordukhovich

• Hardcover | Engels | Springer Operations Research and Financial Engineering
• first monograph entirely devoted to the rapidly developing area of second-order variational analysis and its applications to optimization, equilibria,... Lees meer

Performance Analysis of Manufacturing Systems

Tayfur Altiok

• Paperback | Engels | Springer Operations Research and Financial Engineering
• Manufacturing industries are devoted to producing high-quality products in the most economical and timely manner. Quality, economics, and time not onl... Lees meer

Heavy-Tail Phenomena

Sidney I Resnick

• Paperback | Engels | Springer Operations Research and Financial Engineering
• Unique text devoted to heavy-tails The treatment of heavy tails is largely dimensionless The text gives attention to both probability modeling and sta... Lees meer

Multistage Stochastic Optimization

Georg Ch Pflug, Alois Pichler

• Hardcover | Engels | Springer Operations Research and Financial Engineering
• Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, am... Lees meer

Univariate Stable Distributions

John P Nolan

• Paperback | Engels | Springer Operations Research and Financial Engineering
• This textbook highlights the many practical uses of stable distributions, exploring the theory, numerical algorithms, and statistical methods used to ... Lees meer