000 03987nam a2200553 a 4500
001 vtls000080279
003 MTX
005 20251111152544.0
008 160715 001 0 eng d
020 _a9789814407502
020 _a9789814407519
039 9 _a201607151202
_bstaff
_y201605041240
_zadmin
_c1
_dSTAFF MATRIX
041 0 _aeng
099 _aEbook
100 1 _aGassmann, Horand I..
_9118242
245 _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.
260 _bWorld Scientific Publishing Co. Pte. Ltd.,
_c2012.
300 _a549 p.
505 0 _gChapter, Lesson, Part
_tChapter 1: Introduction and Summary.
505 0 _gChapter, Lesson, Part
_tPart I: Papers in Finance.
505 0 _gChapter, Lesson, Part
_tChapter 2: Longevity Risk Management for Individual Investors.
505 0 _gChapter, Lesson, Part
_tChapter 3: Optimal Stochastic Programming-Based Personal Financial Planning with Intermediate and Long-Term Goals.
505 0 _gChapter, Lesson, Part
_tChapter 4: Intertemporal Surplus Management with Jump Risks.
505 0 _gChapter, Lesson, Part
_tChapter 5: Jump-Diffusion Risk-Sensitive Benchmarked Asset Management.
505 0 _gChapter, Lesson, Part
_tChapter 6: Dynamic Portfolio Optimization under Regime-Based Firm Strength.
505 0 _gChapter, Lesson, Part
_tChapter 7: Option Portfolio Management as a Chance Constrained Problem.
505 0 _gChapter, Lesson, Part
_tChapter 8: Stochastic Models for Optimizing Immunization Strategies in Fixed-Income Security Portfolios under Some Sources of Uncertainty.
505 0 _gChapter, Lesson, Part
_tChapter 9: Stochastic Programming and Optimization in Horserace Betting.
505 0 _gChapter, Lesson, Part
_tPart II: Papers in Production Planning and Logistics.
505 0 _gChapter, Lesson, Part
_tChapter 10: Multi-Stage Stochastic Programming for Natural Gas Infrastructure Design with a Production Perspective.
505 0 _gChapter, Lesson, Part
_tChapter 11: A Stochastic Programming Model for Optimizing the Production of Farmed Atlantic Salmon.
505 0 _gChapter, Lesson, Part
_tChapter 12: Prioritizing Network Interdiction of Nuclear Smuggling.
505 0 _gChapter, Lesson, Part
_tChapter 13: Sawmill Production Planning Under Uncertainty: Modelling and Solution Approaches.
505 0 _gChapter, Lesson, Part
_tPart III: Papers on Energy.
505 0 _gChapter, Lesson, Part
_tChapter 14: An Electricity Procurement Model with Energy and Peak Charges.
505 0 _gChapter, Lesson, Part
_tChapter 15: A Stochastic Game Model Applied to the Nordic Electricity Market.
505 0 _gChapter, Lesson, Part
_tChapter 16: Multi-Lag Benders Decomposition for Power Generation Planning with Nonanticipativity Constraints on the Dispatch of LNG Thermal Plants.
505 0 _gChapter, Lesson, Part
_tPart IV: Papers on Telecommunications.
505 0 _gChapter, Lesson, Part
_tChapter 17: Stochastic Second-Order Cone Programming in Mobile Ad-Hoc Networks: Sensitivity to Input Parameters.
505 0 _gChapter, Lesson, Part
_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.
650 0 _aEconomics & finance
_9118187
650 0 _aMathematical
_923172
650 0 _aQuantitative Finance
_9118243
700 1 _aZiemba, William T..
_9118244
856 4 0 _uhttp://portal.igpublish.com/iglibrary/search/WSPCB0002842.html
942 _c10
999 _c76828
_d76828