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11-15 of 15 results in All results

Stochastic Programming

  • 1st Edition
  • Volume 10
  • October 9, 2003
  • English
  • Hardback
    9 7 8 - 0 - 4 4 4 - 5 0 8 5 4 - 6
Brings together leading in the most important sub-fields of stochastic programming to present a rigourous overview of basic models, methods and applications of stochastic programming. The text is intended for researchers, students, engineers and economists, who encounter in their work optimization problems involving uncertainty.

Handbooks in Operations Research and Management Science: Transportation

  • 1st Edition
  • Volume 14
  • May 4, 1999
  • Cynthia Barnhart + 1 more
  • English
  • eBook
    9 7 8 - 0 - 0 8 - 0 4 6 7 4 3 - 6
This book contains eleven chapters describing some of the most recent methodological operations research developments in transportation. It is structured around the main transportation modes, and each chapter is written by a group of well-recognized researchers. Because of the major impact of operations research methods in the field of air transportation over the past forty years, it is befitting to open the book with a chapter on airline operations management. This book will prove useful to researchers, students, and practitioners in transportation and will stimulate further research in this rich and fascinating area.

Submodular Functions and Optimization

  • 1st Edition
  • Volume 47
  • January 24, 1991
  • S. Fujishige
  • English
  • eBook
    9 7 8 - 0 - 0 8 - 0 8 6 7 8 7 - 8
The importance of submodular functions has been widely recognized in recent years in combinatorial optimization. This is the first book devoted to the exposition of the theory of submodular functions from an elementary technical level to an advanced one. A unifying view of the theory is shown by means of base polyhedra and duality for submodular and supermodular systems. Among the subjects treated are: neoflows (submodular flows, independent flows, polymatroidal flows), submodular analysis (submodular programs, duality, Lagrangian functions, principal partitions), nonlinear optimization with submodular constraints (lexicographically optimal bases, fair resource allocation). Special emphasis is placed on the constructive aspects of the theory, which lead to practical, efficient algorithms.

Fuzzy Sets in Psychology

  • 1st Edition
  • Volume 56
  • September 1, 1988
  • T. Zetenyi
  • English
  • eBook
    9 7 8 - 0 - 0 8 - 0 8 6 7 1 0 - 6
This volume provides an up-to-date picture of the current status of theoretical and empirical developments in the application of fuzzy sets in psychology. Fuzzy set theory could benefit researchers in at least two ways: first, as a metaphor or model for ordinary thought, and secondly, as an aid to data analysis and theory construction. One can find examples for both kinds in the volume, which will be of interest both to the advanced student in the field as well as to anyone possessing a basic scientific background.

Stochastic Methods in Economics and Finance

  • 1st Edition
  • Volume 17
  • December 1, 1981
  • A.G. Malliaris + 1 more
  • English
  • Hardback
    9 7 8 - 0 - 4 4 4 - 8 6 2 0 1 - 3
Theory and application of a variety of mathematical techniques in economics are presented in this volume. Topics discussed include: martingale methods, stochastic processes, optimal stopping, the modeling of uncertainty using a Wiener process, Itô's Lemma as a tool of stochastic calculus, and basic facts about stochastic differential equations. The notion of stochastic ability and the methods of stochastic control are discussed, and their use in economic theory and finance is illustrated with numerous applications. The applications covered include: futures, pricing, job search, stochastic capital theory, stochastic economic growth, the rational expectations hypothesis, a stochastic macroeconomic model, competitive firm under price uncertainty, the Black-Scholes option pricing theory, optimum consumption and portfolio rules, demand for index bonds, term structure of interest rates, the market risk adjustment in project valuation, demand for cash balances and an asset pricing model.

Related subjects

Mathematical programming networks

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Stochastic models