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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Stochastic Optimization: Algorithms and Applications

Stochastic Optimization: Algorithms and Applications

Uryasev, Stanislav
Pardalos, Panos M.

Hardcover

Series: Applied Optimization, Book 54

General ComputersGeneral Mathematics

ISBN10: 0792369513
ISBN13: 9780792369516
Publisher: Springer Nature
Published: May 31 2001
Pages: 435
Weight: 1.78
Height: 1.00 Width: 6.14 Depth: 9.21
Language: English
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.

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