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

By: Call Number: Ebook Contributor(s): Material type: TextLanguage: English Publication details: World Scientific Publishing Co. Pte. Ltd., 2012.Description: 549 pISBN:
  • 9789814407502
  • 9789814407519
Subject(s): Online resources:
Contents:
Chapter, Lesson, Part Chapter 1: Introduction and Summary.
Chapter, Lesson, Part Part I: Papers in Finance.
Chapter, Lesson, Part Chapter 2: Longevity Risk Management for Individual Investors.
Chapter, Lesson, Part Chapter 3: Optimal Stochastic Programming-Based Personal Financial Planning with Intermediate and Long-Term Goals.
Chapter, Lesson, Part Chapter 4: Intertemporal Surplus Management with Jump Risks.
Chapter, Lesson, Part Chapter 5: Jump-Diffusion Risk-Sensitive Benchmarked Asset Management.
Chapter, Lesson, Part Chapter 6: Dynamic Portfolio Optimization under Regime-Based Firm Strength.
Chapter, Lesson, Part Chapter 7: Option Portfolio Management as a Chance Constrained Problem.
Chapter, Lesson, Part Chapter 8: Stochastic Models for Optimizing Immunization Strategies in Fixed-Income Security Portfolios under Some Sources of Uncertainty.
Chapter, Lesson, Part Chapter 9: Stochastic Programming and Optimization in Horserace Betting.
Chapter, Lesson, Part Part II: Papers in Production Planning and Logistics.
Chapter, Lesson, Part Chapter 10: Multi-Stage Stochastic Programming for Natural Gas Infrastructure Design with a Production Perspective.
Chapter, Lesson, Part Chapter 11: A Stochastic Programming Model for Optimizing the Production of Farmed Atlantic Salmon.
Chapter, Lesson, Part Chapter 12: Prioritizing Network Interdiction of Nuclear Smuggling.
Chapter, Lesson, Part Chapter 13: Sawmill Production Planning Under Uncertainty: Modelling and Solution Approaches.
Chapter, Lesson, Part Part III: Papers on Energy.
Chapter, Lesson, Part Chapter 14: An Electricity Procurement Model with Energy and Peak Charges.
Chapter, Lesson, Part Chapter 15: A Stochastic Game Model Applied to the Nordic Electricity Market.
Chapter, Lesson, Part Chapter 16: Multi-Lag Benders Decomposition for Power Generation Planning with Nonanticipativity Constraints on the Dispatch of LNG Thermal Plants.
Chapter, Lesson, Part Part IV: Papers on Telecommunications.
Chapter, Lesson, Part Chapter 17: Stochastic Second-Order Cone Programming in Mobile Ad-Hoc Networks: Sensitivity to Input Parameters.
Chapter, Lesson, Part 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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Chapter, Lesson, Part Chapter 1: Introduction and Summary.

Chapter, Lesson, Part Part I: Papers in Finance.

Chapter, Lesson, Part Chapter 2: Longevity Risk Management for Individual Investors.

Chapter, Lesson, Part Chapter 3: Optimal Stochastic Programming-Based Personal Financial Planning with Intermediate and Long-Term Goals.

Chapter, Lesson, Part Chapter 4: Intertemporal Surplus Management with Jump Risks.

Chapter, Lesson, Part Chapter 5: Jump-Diffusion Risk-Sensitive Benchmarked Asset Management.

Chapter, Lesson, Part Chapter 6: Dynamic Portfolio Optimization under Regime-Based Firm Strength.

Chapter, Lesson, Part Chapter 7: Option Portfolio Management as a Chance Constrained Problem.

Chapter, Lesson, Part Chapter 8: Stochastic Models for Optimizing Immunization Strategies in Fixed-Income Security Portfolios under Some Sources of Uncertainty.

Chapter, Lesson, Part Chapter 9: Stochastic Programming and Optimization in Horserace Betting.

Chapter, Lesson, Part Part II: Papers in Production Planning and Logistics.

Chapter, Lesson, Part Chapter 10: Multi-Stage Stochastic Programming for Natural Gas Infrastructure Design with a Production Perspective.

Chapter, Lesson, Part Chapter 11: A Stochastic Programming Model for Optimizing the Production of Farmed Atlantic Salmon.

Chapter, Lesson, Part Chapter 12: Prioritizing Network Interdiction of Nuclear Smuggling.

Chapter, Lesson, Part Chapter 13: Sawmill Production Planning Under Uncertainty: Modelling and Solution Approaches.

Chapter, Lesson, Part Part III: Papers on Energy.

Chapter, Lesson, Part Chapter 14: An Electricity Procurement Model with Energy and Peak Charges.

Chapter, Lesson, Part Chapter 15: A Stochastic Game Model Applied to the Nordic Electricity Market.

Chapter, Lesson, Part Chapter 16: Multi-Lag Benders Decomposition for Power Generation Planning with Nonanticipativity Constraints on the Dispatch of LNG Thermal Plants.

Chapter, Lesson, Part Part IV: Papers on Telecommunications.

Chapter, Lesson, Part Chapter 17: Stochastic Second-Order Cone Programming in Mobile Ad-Hoc Networks: Sensitivity to Input Parameters.

Chapter, Lesson, Part 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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