描述
Stochastic Optimization
Output analysis for approximated stochastic programs. - Combinatorial Randomized Rounding: Boosting Randomized Rounding with Combinatorial Arguments. - Statutory Regulation of Casualty Insurance Companies: An Example from Norway with Stochastic Programming Analysis. - Option pricing in a world with arbitrage. - Monte Carlo Methods for Discrete Stochastic Optimization. - Discrete Approximation in Quantile Problem of Portfolio Selection. - Optimizing electricity distribution using two-stage integer recourse models. - A Finite-Dimensional Approach to Infinite-Dimensional Constraints in Stochastic Programming Duality. - NonLinear Risk of Linear Instruments. - Multialgorithms for Parallel Computing: A New Paradigm for Optimization. - Convergence Rate of Incremental Subgradient Algorithms. - Transient Stochastic Models for Search Patterns. - Value-at-Risk Based Portfolio Optimization. - Combinatorial Optimization Cross-Entropy Ants and Rare Events. - Consistency of Statistical Estimators: the Epigraphical View. - Hierarchical Sparsity in Multistage Convex Stochastic Programs. - Conditional Value-at-Risk: Optimization Approach. Language: English
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品牌:
Unbranded
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类别:
教育
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语言:
English
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出版日期:
2010/12/01
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艺术家:
Stanislav Uryasev
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页数:
435
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出版社/标签:
Springer
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格式:
Paperback
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Fruugo ID:
337852493-741511134
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ISBN:
9781441948557