Stein W. Wallace / William T. Ziemba (eds.)

Applications of Stochastic Programming

Herausgeber: Wallace, Stein W; Ziemba, William T

• Broschiertes Buch

Produktbeschreibung

This is the first book devoted to the full scale of applications of stochastic programming.

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Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.

Produktdetails

• Verlag: Society for Industrial and Applied Mathematics (SIAM)
• Seitenzahl: 184
• Erscheinungstermin: 1. Juni 2005
• Englisch
• Abmessung: 228mm x 152mm x 33mm
• Gewicht: 1243g
• ISBN-13: 9780898715552
• ISBN-10: 0898715555
• Artikelnr.: 35669354

Inhaltsangabe

Preface; Part I. Stochastic Programming Codes: 1. Stochastic programming
computer implementations Horand I. Gassmann, SteinW.Wallace and William T.
Ziemba; 2. The SMPS format for stochastic linear programs Horand I.
Gassmann; 3. The IBM stochastic programming system Alan J. King, Stephen E.
Wright, Gyana R. Parija and Robert Entriken; 4. SQG: software for solving
stochastic programming problems with stochastic quasi-gradient methods
Alexei A. Gaivoronski; 5. Computational grids for stochastic programming
Jeff Linderoth and Stephen J. Wright; 6. Building and solving stochastic
linear programming models with SLP-IOR Peter Kall and János Mayer; 7.
Stochastic programming from modeling languages Emmanuel Fragnière and Jacek
Gondzio; 8. A stochastic programming integrated environment (SPInE) P.
Valente, G. Mitra, and C. A. Poojari; 9. Stochastic modelling and
optimization using stochastics¿ M. A. H. Dempster, J. E. Scott and G. W. P.
Thompson; 10. An integrated modelling environment for stochastic
programming Horand I. Gassmann and David M. Gay; Part II. Stochastic
Programming Applications: 11. Introduction to stochastic programming
applications Horand I. Gassmann, Sandra L. Schwartz, SteinW. Wallace, and
William T. Ziemba 12. Fleet management Warren B. Powell and Huseyin
Topaloglu; 13. Modeling production planning and scheduling under
uncertainty A. Alonso-Ayuso, L. F. Escudero and M. T. Ortuño; 14. A supply
chain optimization model for the Norwegian meat cooperative A. Tomasgard
and E. Høeg; 15. Melt control: charge optimization via stochastic
programming Jitka Dupacová and Pavel Popela; 16. A stochastic programming
model for network resource utilization in the presence of multiclass demand
uncertainty Julia L. Higle and Suvrajeet Sen; 17. Stochastic optimization
and yacht racing A. B. Philpott; 18. Stochastic approximation, momentum,
and Nash play H. Berglann and S. D. Flåm; 19. Stochastic optimization for
lake eutrophication management Alan J. King, László Somlyódy and Roger
J.-B. Wets; 20. Mitigating anthropogenic climate change Gary W. Yohe; 21.
Groundwater pollution control David W. Watkins, Jr., Daene C. McKinney and
David P. Morton; 22. Catastrophic risk management: flood and seismic risks
case studies Tatiana Ermolieva and Yuri Ermoliev; 23. Refinancing mortgages
in Switzerland Karl Frauendorfer and Michael Schürle; 24. Optimization
models for structuring index funds Stavros A. Zenios; 25. Decentralized
risk management for global P/C insurance companies John M. Mulvey and
Hafize Gaye Erkan; 26. Wealth goals investing Leonard C. MacLean, Yonggan
Zhao and William T. Ziemba; 27. Scenario-based risk management tools Helmut
Mausser and Dan Rosen; 28. Price protection strategies for an oil company
E. A. Medova and A. Sembos; 29. Numerical comparison of CVaR and CDaR
approaches: application to hedge funds P. Krokhma, S. Uryasev, and G.
Zrazhevsky; 30. Stochastic unit commitment in hydro-thermal power
production planning Nicole Gröwe-Kuska and Werner Römisch; 31. Valuation of
electricity generation capacity Shi-Jie Deng and Shmuel S. Oren; 32.
Stochastic optimization problems in telecommunications Alexei A.
Gaivoronski; Index.