000			03398nam a2200541 a 4500
008			161107 001 0 eng d
020			_a9789814407502
020			_a9789814407519
040			_aSDU
050	0	0	_aHB143.7 _bS864 2013
100	1		_aGassmann, Horand I.. _9128630
245			_aStochastic programming: _bapplications in finance, energy, planning and logistics (World scientific series in finance, volume 4)/ _cWilliam T. Horand I.;Ziemba Gassmann.
260			_bWorld Scientific Publishing Co. Pte. Ltd., _c2012.
300			_a549 p.
500			_aEbook
505	0		_tChapter 1: Introduction and Summary.
505	0		_tPart I: Papers in Finance.
505	0		_tChapter 2: Longevity Risk Management for Individual Investors.
505	0		_tChapter 3: Optimal Stochastic Programming-Based Personal Financial Planning with Intermediate and Long-Term Goals.
505	0		_tChapter 4: Intertemporal Surplus Management with Jump Risks.
505	0		_tChapter 5: Jump-Diffusion Risk-Sensitive Benchmarked Asset Management.
505	0		_tChapter 6: Dynamic Portfolio Optimization under Regime-Based Firm Strength.
505	0		_tChapter 7: Option Portfolio Management as a Chance Constrained Problem.
505	0		_tChapter 8: Stochastic Models for Optimizing Immunization Strategies in Fixed-Income Security Portfolios under Some Sources of Uncertainty.
505	0		_tChapter 9: Stochastic Programming and Optimization in Horserace Betting.
505	0		_tPart II: Papers in Production Planning and Logistics.
505	0		_tChapter 10: Multi-Stage Stochastic Programming for Natural Gas Infrastructure Design with a Production Perspective.
505	0		_tChapter 11: A Stochastic Programming Model for Optimizing the Production of Farmed Atlantic Salmon.
505	0		_tChapter 12: Prioritizing Network Interdiction of Nuclear Smuggling.
505	0		_tChapter 13: Sawmill Production Planning Under Uncertainty: Modelling and Solution Approaches.
505	0		_tPart III: Papers on Energy.
505	0		_tChapter 14: An Electricity Procurement Model with Energy and Peak Charges.
505	0		_tChapter 15: A Stochastic Game Model Applied to the Nordic Electricity Market.
505	0		_tChapter 16: Multi-Lag Benders Decomposition for Power Generation Planning with Nonanticipativity Constraints on the Dispatch of LNG Thermal Plants.
505	0		_tPart IV: Papers on Telecommunications.
505	0		_tChapter 17: Stochastic Second-Order Cone Programming in Mobile Ad-Hoc Networks: Sensitivity to Input Parameters.
505	0		_tChapter 18: Stochastic Frequency Assignment Problem.
505	0		_aCover, 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.
505	0		_aHKBU library
518			_aYT2025 M10
650		0	_aEconomics & finance _9128576
650		0	_aMathematical
650		0	_aQuantitative Finance _9128632
700	1		_aZiemba, William T.. _9128633
856	4	0	_uhttp://portal.igpublish.com/iglibrary/search/WSPCB0002842.html
900			_a= C.1 SDU
942			_cEBK _2lcc
999			_c82467 _d82467