TY  - BOOK
AU  - Gassmann,Horand I..
AU  - Ziemba,William T..
TI  - Stochastic programming: applications in finance, energy, planning and logistics (World scientific series in finance, volume 4)
SN  - 9789814407502
PY  - 2012///
PB  - World Scientific Publishing Co. Pte. Ltd.
KW  - Economics & finance
KW  - Mathematical
KW  - Quantitative Finance
N1  - 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
UR  - http://portal.igpublish.com/iglibrary/search/WSPCB0002842.html
ER  -