03398nam a2200541 a 4500 161107 001 0 eng d 9789814407502 9789814407519 SDU HB143.7 S864 2013 Gassmann, Horand I.. 128630 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 YT2025 M10 Economics & finance 128576 Mathematical Quantitative Finance 128632 Ziemba, William T.. 128633 http://portal.igpublish.com/iglibrary/search/WSPCB0002842.html = C.1 SDU EBK lcc 82467 82467 0 0 lcc 0 HB01437 S864 02013 0 CGB 283698 SDU SDU GEN3 2025-10-02 2 0 HB143.7 S864 2013 1000377764 2025-10-02 00:00:00 C.1 2025-10-02 EBK