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| 008 | 160715 001 0 eng d | ||
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_a201607151202 _bstaff _y201605041240 _zadmin _c1 _dSTAFF MATRIX |
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| 041 | 0 | _aeng | |
| 099 | _aEbook | ||
| 100 | 1 |
_aGassmann, Horand I.. _9118242 |
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| 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. |
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| 260 |
_bWorld Scientific Publishing Co. Pte. Ltd., _c2012. |
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| 300 | _a549 p. | ||
| 505 | 0 |
_gChapter, Lesson, Part _tChapter 1: Introduction and Summary. |
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| 505 | 0 |
_gChapter, Lesson, Part _tPart I: Papers in Finance. |
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| 505 | 0 |
_gChapter, Lesson, Part _tChapter 2: Longevity Risk Management for Individual Investors. |
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| 505 | 0 |
_gChapter, Lesson, Part _tChapter 3: Optimal Stochastic Programming-Based Personal Financial Planning with Intermediate and Long-Term Goals. |
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| 505 | 0 |
_gChapter, Lesson, Part _tChapter 4: Intertemporal Surplus Management with Jump Risks. |
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| 505 | 0 |
_gChapter, Lesson, Part _tChapter 5: Jump-Diffusion Risk-Sensitive Benchmarked Asset Management. |
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| 505 | 0 |
_gChapter, Lesson, Part _tChapter 6: Dynamic Portfolio Optimization under Regime-Based Firm Strength. |
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| 505 | 0 |
_gChapter, Lesson, Part _tChapter 7: Option Portfolio Management as a Chance Constrained Problem. |
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| 505 | 0 |
_gChapter, Lesson, Part _tChapter 8: Stochastic Models for Optimizing Immunization Strategies in Fixed-Income Security Portfolios under Some Sources of Uncertainty. |
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| 505 | 0 |
_gChapter, Lesson, Part _tChapter 9: Stochastic Programming and Optimization in Horserace Betting. |
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| 505 | 0 |
_gChapter, Lesson, Part _tPart II: Papers in Production Planning and Logistics. |
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| 505 | 0 |
_gChapter, Lesson, Part _tChapter 10: Multi-Stage Stochastic Programming for Natural Gas Infrastructure Design with a Production Perspective. |
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| 505 | 0 |
_gChapter, Lesson, Part _tChapter 11: A Stochastic Programming Model for Optimizing the Production of Farmed Atlantic Salmon. |
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| 505 | 0 |
_gChapter, Lesson, Part _tChapter 12: Prioritizing Network Interdiction of Nuclear Smuggling. |
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| 505 | 0 |
_gChapter, Lesson, Part _tChapter 13: Sawmill Production Planning Under Uncertainty: Modelling and Solution Approaches. |
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| 505 | 0 |
_gChapter, Lesson, Part _tPart III: Papers on Energy. |
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| 505 | 0 |
_gChapter, Lesson, Part _tChapter 14: An Electricity Procurement Model with Energy and Peak Charges. |
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| 505 | 0 |
_gChapter, Lesson, Part _tChapter 15: A Stochastic Game Model Applied to the Nordic Electricity Market. |
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| 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. |
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| 505 | 0 |
_gChapter, Lesson, Part _tPart IV: Papers on Telecommunications. |
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| 505 | 0 |
_gChapter, Lesson, Part _tChapter 17: Stochastic Second-Order Cone Programming in Mobile Ad-Hoc Networks: Sensitivity to Input Parameters. |
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| 505 | 0 |
_gChapter, Lesson, Part _tChapter 18: Stochastic Frequency Assignment Problem. |
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| 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 |
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| 650 | 0 |
_aMathematical _923172 |
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| 650 | 0 |
_aQuantitative Finance _9118243 |
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| 700 | 1 |
_aZiemba, William T.. _9118244 |
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| 856 | 4 | 0 | _uhttp://portal.igpublish.com/iglibrary/search/WSPCB0002842.html |
| 942 | _c10 | ||
| 999 |
_c76828 _d76828 |
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