Stochastic programming: applications in finance, energy, planning and logistics (World scientific series in finance, volume 4)/
William T. Horand I.;Ziemba Gassmann.
- World Scientific Publishing Co. Pte. Ltd., 2012.
- 549 p.
Ebook
Chapter 1: Introduction and Summary. Part I: Papers in Finance. Chapter 2: Longevity Risk Management for Individual Investors. Chapter 3: Optimal Stochastic Programming-Based Personal Financial Planning with Intermediate and Long-Term Goals. Chapter 4: Intertemporal Surplus Management with Jump Risks. Chapter 5: Jump-Diffusion Risk-Sensitive Benchmarked Asset Management. Chapter 6: Dynamic Portfolio Optimization under Regime-Based Firm Strength. Chapter 7: Option Portfolio Management as a Chance Constrained Problem. Chapter 8: Stochastic Models for Optimizing Immunization Strategies in Fixed-Income Security Portfolios under Some Sources of Uncertainty. Chapter 9: Stochastic Programming and Optimization in Horserace Betting. Part II: Papers in Production Planning and Logistics. Chapter 10: Multi-Stage Stochastic Programming for Natural Gas Infrastructure Design with a Production Perspective. Chapter 11: A Stochastic Programming Model for Optimizing the Production of Farmed Atlantic Salmon. Chapter 12: Prioritizing Network Interdiction of Nuclear Smuggling. Chapter 13: Sawmill Production Planning Under Uncertainty: Modelling and Solution Approaches. Part III: Papers on Energy. Chapter 14: An Electricity Procurement Model with Energy and Peak Charges. Chapter 15: A Stochastic Game Model Applied to the Nordic Electricity Market. Chapter 16: Multi-Lag Benders Decomposition for Power Generation Planning with Nonanticipativity Constraints on the Dispatch of LNG Thermal Plants. Part IV: Papers on Telecommunications. Chapter 17: Stochastic Second-Order Cone Programming in Mobile Ad-Hoc Networks: Sensitivity to Input Parameters. Chapter 18: Stochastic Frequency Assignment Problem. Cover, Title,Stochastic programming: applications in finance, energy, planning and logistics (World scientific series in finance, volume 4)--Preface, Introduction, TOC,Acknowledgements--Preface, Introduction, TOC,List of Contributors--Preface, Introduction, TOC,Preface--Preface, Introduction, TOC,Books and Collections of Papers on Stochastic Programming--Preface, Introduction, TOC,Contents--References, Appendix, Index,Index. HKBU library