Stochastic programming: applications in finance, energy, planning and logistics (World scientific series in finance, volume 4)/ [electronic resource] /
William T. Horand I.;Ziemba Gassmann.
- World Scientific Publishing Co. Pte. Ltd., 2012.
- 549 p.
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. Chapter, Lesson, Part 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.