Stochastic Programming
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Book Overview This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the...
This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the uncertainty problems. The applications, which were presented at the 12th International Conference on Stochastic Programming held in Halifax, Nova Scotia in August 2010, span the rich field of uses of these models. The finance papers discuss such diverse problems as longevity risk management of individual investors, personal financial planning, intertemporal surplus management, asset management with benchmarks, dynamic portfolio management, fixed income immunization and racetrack betting. The production and logistics papers discuss natural gas infrastructure design, farming Atlantic salmon, prevention of nuclear smuggling and sawmill planning. The energy papers involve electricity production planning, hydroelectric reservoir operations and power generation planning for liquid natural gas plants. Finally, two telecommunication papers discuss mobile network design and frequency assignment problems.
Book Details Format: Hardcover | Pages: 518 | Language: English | Publisher: WORLD SCIENTIFIC PUB CO INC | ISBN: 981440750X
FormatHardcover
Pages518
LanguageEnglish
ISBN981440750X
EAN9789814407502
PublisherWORLD SCIENTIFIC PUB CO INC
Publication Date1970-01-01
Edition1
AccessoriesNo Accessory
ConditionNew
Product TypeHARD COVER BOOKS
Weight1.95 Pounds
Length9.0 Inches
Width6.3 Inches
Height1.3 Inches
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