03958nam a2200541 a 4500001001400000003000400014005001700018008003100035020001800066020001800084039006200102041000800164099001000172100003300182245019700215260005400412300001100466505006400477505005400541505009000595505014200685505008800827505009800915505010301013505009901116505016601215505010001381505008101481505014301562505012701705505009501832505012101927505005502048505010202103505010502205505017502310505006602485505014002551505008002691505043302771650003203204650002403236650003303260700003203293856006703325942000703392999001703399vtls000080279MTX20251111152544.0160715             001 0 eng d  a9789814407502  a9789814407519 9a201607151202bstaffy201605041240zadminc1dSTAFF MATRIX0 aeng  aEbook1 aGassmann, Horand I..9118242  aStochastic programming:bapplications in finance, energy, planning and logistics (World scientific series in finance, volume 4)/h[electronic resource] /cWilliam T. Horand I.;Ziemba Gassmann.  bWorld Scientific Publishing Co. Pte. Ltd.,c2012.  a549 p.0 gChapter, Lesson, ParttChapter 1: Introduction and Summary.0 gChapter, Lesson, ParttPart I: Papers in Finance.0 gChapter, Lesson, ParttChapter 2: Longevity Risk Management for Individual Investors.0 gChapter, Lesson, ParttChapter 3: Optimal Stochastic Programming-Based Personal Financial Planning with Intermediate and Long-Term Goals.0 gChapter, Lesson, ParttChapter 4: Intertemporal Surplus Management with Jump Risks.0 gChapter, Lesson, ParttChapter 5: Jump-Diffusion Risk-Sensitive Benchmarked Asset Management.0 gChapter, Lesson, ParttChapter 6: Dynamic Portfolio Optimization under Regime-Based Firm Strength.0 gChapter, Lesson, ParttChapter 7: Option Portfolio Management as a Chance Constrained Problem.0 gChapter, Lesson, ParttChapter 8: Stochastic Models for Optimizing Immunization Strategies in Fixed-Income Security Portfolios under Some Sources of Uncertainty.0 gChapter, Lesson, ParttChapter 9: Stochastic Programming and Optimization in Horserace Betting.0 gChapter, Lesson, ParttPart II: Papers in Production Planning and Logistics.0 gChapter, Lesson, ParttChapter 10: Multi-Stage Stochastic Programming for Natural Gas Infrastructure Design with a Production Perspective.0 gChapter, Lesson, ParttChapter 11: A Stochastic Programming Model for Optimizing the Production of Farmed Atlantic Salmon.0 gChapter, Lesson, ParttChapter 12: Prioritizing Network Interdiction of Nuclear Smuggling.0 gChapter, Lesson, ParttChapter 13: Sawmill Production Planning Under Uncertainty: Modelling and Solution Approaches.0 gChapter, Lesson, ParttPart III: Papers on Energy.0 gChapter, Lesson, ParttChapter 14: An Electricity Procurement Model with Energy and Peak Charges.0 gChapter, Lesson, ParttChapter 15: A Stochastic Game Model Applied to the Nordic Electricity Market.0 gChapter, Lesson, ParttChapter 16: Multi-Lag Benders Decomposition for Power Generation Planning with Nonanticipativity Constraints on the Dispatch of LNG Thermal Plants.0 gChapter, Lesson, ParttPart IV: Papers on Telecommunications.0 gChapter, Lesson, ParttChapter 17: Stochastic Second-Order Cone Programming in Mobile Ad-Hoc Networks: Sensitivity to Input Parameters.0 gChapter, Lesson, ParttChapter 18: Stochastic Frequency Assignment Problem.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. 0aEconomics & finance9118187 0aMathematical923172 0aQuantitative Finance91182431 aZiemba, William T..911824440uhttp://portal.igpublish.com/iglibrary/search/WSPCB0002842.html  c10  c76828d76828