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Stochastic programming: applications in finance, energy, planning and logistics (World scientific series in finance, volume 4)/ William T. Horand I.;Ziemba Gassmann.

By: Contributor(s): Material type: TextPublication details: World Scientific Publishing Co. Pte. Ltd., 2012.Description: 549 pISBN:
  • 9789814407502
  • 9789814407519
Subject(s): LOC classification:
  • HB143.7 S864 2013
Online resources:
Contents:
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.
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Item type: E-Book
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Cover image Item type Current library Home library Collection Shelving location Call number Materials specified Vol info URL Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
E-Book MATRIX Library General Eng/FL.3 General Books HB143.7 S864 2013 (Browse shelf(Opens below)) C.1 Available 1000377764
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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.

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YT2025 M10

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