Download or read book Algorithms ESA 2011 written by Camil Demetrescu and published by Springer Science & Business Media. This book was released on 2011-09-06 with total page 832 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 19th Annual European Symposium on Algorithms, ESA 2011, held in Saarbrücken, Germany, in September 2011 in the context of the combined conference ALGO 2011. The 67 revised full papers presented were carefully reviewed and selected from 255 initial submissions: 55 out of 209 in track design and analysis and 12 out of 46 in track engineering and applications. The papers are organized in topical sections on approximation algorithms, computational geometry, game theory, graph algorithms, stable matchings and auctions, optimization, online algorithms, exponential-time algorithms, parameterized algorithms, scheduling, data structures, graphs and games, distributed computing and networking, strings and sorting, as well as local search and set systems.

Download or read book Applications of Stochastic Programming written by Stein W. Wallace and published by SIAM. This book was released on 2005-01-01 with total page 724 pages. Available in PDF, EPUB and Kindle. Book excerpt: Consisting of two parts, this book presents papers describing publicly available stochastic programming systems that are operational. It presents a diverse collection of application papers in areas such as production, supply chain and scheduling, gaming, environmental and pollution control, financial modeling, telecommunications, and electricity.

Download or read book Operations Research Proceedings 2015 written by Karl Franz Dörner and published by Springer. This book was released on 2017-03-07 with total page 679 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gathers a selection of refereed papers presented at the “International Conference on Operations Research OR2015,” which was held at the University of Vienna, Austria, September 1-4, 2015. Over 900 scientists and students from 50 countries attended this conference and presented more than 600 papers in parallel topic streams as well as special award sessions. Though the guiding theme of the conference was “Optimal Decision and Big Data,” this volume also includes papers addressing practically all aspects of modern Operations Research.

Download or read book Interstage Dependency in Multistage Stochastic Linear Programming written by Stanford University. Department of Operations Research. Systems Optimization Laboratory and published by . This book was released on 1994 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Stochastic Optimization written by Stanislav Uryasev and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 438 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic programming is the study of procedures for decision making under the presence of uncertainties and risks. Stochastic programming approaches have been successfully used in a number of areas such as energy and production planning, telecommunications, and transportation. Recently, the practical experience gained in stochastic programming has been expanded to a much larger spectrum of applications including financial modeling, risk management, and probabilistic risk analysis. Major topics in this volume include: (1) advances in theory and implementation of stochastic programming algorithms; (2) sensitivity analysis of stochastic systems; (3) stochastic programming applications and other related topics. Audience: Researchers and academies working in optimization, computer modeling, operations research and financial engineering. The book is appropriate as supplementary reading in courses on optimization and financial engineering.

Download or read book Large Scale Optimization in Supply Chains and Smart Manufacturing written by Jesús M. Velásquez-Bermúdez and published by Springer Nature. This book was released on 2019-09-06 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, theory of large scale optimization is introduced with case studies of real-world problems and applications of structured mathematical modeling. The large scale optimization methods are represented by various theories such as Benders’ decomposition, logic-based Benders’ decomposition, Lagrangian relaxation, Dantzig –Wolfe decomposition, multi-tree decomposition, Van Roy’ cross decomposition and parallel decomposition for mathematical programs such as mixed integer nonlinear programming and stochastic programming. Case studies of large scale optimization in supply chain management, smart manufacturing, and Industry 4.0 are investigated with efficient implementation for real-time solutions. The features of case studies cover a wide range of fields including the Internet of things, advanced transportation systems, energy management, supply chain networks, service systems, operations management, risk management, and financial and sales management. Instructors, graduate students, researchers, and practitioners, would benefit from this book finding the applicability of large scale optimization in asynchronous parallel optimization, real-time distributed network, and optimizing the knowledge-based expert system for convex and non-convex problems.

Download or read book Introduction to Stochastic Programming written by John R. Birge and published by Springer Science & Business Media. This book was released on 2011-06-15 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research, mathematics, and probability. At the same time, it is now being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks. This textbook provides a first course in stochastic programming suitable for students with a basic knowledge of linear programming, elementary analysis, and probability. The authors aim to present a broad overview of the main themes and methods of the subject. Its prime goal is to help students develop an intuition on how to model uncertainty into mathematical problems, what uncertainty changes bring to the decision process, and what techniques help to manage uncertainty in solving the problems. In this extensively updated new edition there is more material on methods and examples including several new approaches for discrete variables, new results on risk measures in modeling and Monte Carlo sampling methods, a new chapter on relationships to other methods including approximate dynamic programming, robust optimization and online methods. The book is highly illustrated with chapter summaries and many examples and exercises. Students, researchers and practitioners in operations research and the optimization area will find it particularly of interest. Review of First Edition: "The discussion on modeling issues, the large number of examples used to illustrate the material, and the breadth of the coverage make 'Introduction to Stochastic Programming' an ideal textbook for the area." (Interfaces, 1998)

Download or read book Quantitative Fund Management written by M.A.H. Dempster and published by CRC Press. This book was released on 2008-12-22 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt: The First Collection That Covers This Field at the Dynamic Strategic and One-Period Tactical Levels. Addressing the imbalance between research and practice, Quantitative Fund Management presents leading-edge theory and methods, along with their application in practical problems encountered in the fund management industry. A Current Snapshot of State-of-the-Art Applications of Dynamic Stochastic Optimization Techniques to Long-Term Financial Planning - The first part of the book initially looks at how the quantitative techniques of the equity industry are shifting from basic Markowitz mean-variance portfolio optimization to risk management and trading applications. This section also explores novel aspects of lifetime individual consumption investment problems, fixed-mix portfolio rebalancing allocation strategies, debt management for funding mortgages and national debt, and guaranteed return fund construction. Up-to-Date Overview of Tactical Financial Planning and Risk Management - The second section covers nontrivial computational approaches to tactical fund management. This part focuses on portfolio construction and risk management at the individual security or fund manager level over the period up to the next portfolio rebalance. It discusses non-Gaussian returns, new risk-return tradeoffs, and the robustness of benchmarks and portfolio decisions. The Future Use of Quantitative Techniques in Fund Management - With contributions from well-known academics and practitioners, this volume will undoubtedly foster the recognition and wider acceptance of stochastic optimization techniques in financial practice.

Download or read book Stochastic Programming Algorithms and Models written by Julia L. Higle and published by . This book was released on 1996 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Risk Management in Finance and Logistics written by Chunhui Xu and published by Springer. This book was released on 2018-07-24 with total page 189 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first book to introduce the major quantitative tools in risk management taking financial investments and logistics planning as the background: optimization and stochastic programming. Contained here are the fundamentals of portfolio selection theory from the point of view of risk control, and methods for risk control with new and popular risk measures such as VaR (Value-at-Risk) and CVaR (Conditional VaR). The book also introduces a new theory for risk management in more general investment situations such as flexible investment decisions, providing an accessible and comprehensive introduction to the interrelations between these fields of research. Basic concepts of stochastic programming are introduced, and their applications to risk management in inventory distribution and network design are covered as well. Illustrated by carefully chosen examples and supported by extensive data analyses, this book is highly recommended to readers who seek an in-depth and up-to-date integrated overview of the ever-expanding theoretical and quantitative fields of risk management in financial investment and logistics planning.

Download or read book Frontiers in Nature Inspired Industrial Optimization written by Mahdi Khosravy and published by Springer Nature. This book was released on 2021-08-06 with total page 245 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book provides a collection of recent applications of nature inspired optimization in industrial fields. Different optimization techniques have been deployed, and different problems have been effectively analyzed. The valuable contributions from researchers focus on three ultimate goals (i) improving the accuracy of these techniques, (ii) achieving higher speed and lower computational complexity, and (iii) working on their proposed applications. The book is helpful for active researchers and practitioners in the field.

Download or read book Stochastic Programming written by RUSZCZYNSK and published by North Holland. This book was released on 2003-10-09 with total page 708 pages. Available in PDF, EPUB and Kindle. Book excerpt: Brings together leading in the most important sub-fields of stochastic programming to present a rigourous overview of basic models, methods and applications of stochastic programming. The text is intended for researchers, students, engineers and economists, who encounter in their work optimization problems involving uncertainty.

Download or read book Applied Mathematical Programming and Modeling III APMOD95 written by and published by . This book was released on 1998 with total page 538 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Applied Mathematical Programming and Modeling IV APMOD 98 written by Hercules Vladimirou and published by . This book was released on 2001 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Stochastic Programming written by Roger J.-B. Wets and published by . This book was released on 1999 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Parallel Solution of Multistage Linear Programming Problems Using the Analytic Center Method written by Sang-Jin Lee and published by . This book was released on 1993 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Stochastic Decomposition written by Julia L. Higle and published by Springer Science & Business Media. This book was released on 2013-11-27 with total page 237 pages. Available in PDF, EPUB and Kindle. Book excerpt: Motivation Stochastic Linear Programming with recourse represents one of the more widely applicable models for incorporating uncertainty within in which the SLP optimization models. There are several arenas model is appropriate, and such models have found applications in air line yield management, capacity planning, electric power generation planning, financial planning, logistics, telecommunications network planning, and many more. In some of these applications, modelers represent uncertainty in terms of only a few seenarios and formulate a large scale linear program which is then solved using LP software. However, there are many applications, such as the telecommunications planning problem discussed in this book, where a handful of seenarios do not capture variability well enough to provide a reasonable model of the actual decision-making problem. Problems of this type easily exceed the capabilities of LP software by several orders of magnitude. Their solution requires the use of algorithmic methods that exploit the structure of the SLP model in a manner that will accommodate large scale applications.