EURO Advanced Tutorials on Operational Research – serie
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34 produkter
34 produkter
Inbunden, Engelska, 2018
864 kr
Skickas inom 10-15 vardagar
This book considers a range of problems in operations research, which are formulated through various mathematical models such as complementarity, variational inequalities, multiobjective optimization, fixed point problems, noncooperative games and inverse optimization. Moreover, the book subsumes all these models under a common structure that allows them to be formulated in a unique format: the Ky Fan inequality. It subsequently focuses on this unifying equilibrium format, providing a comprehensive overview of the main theoretical results and solution algorithms, together with a wealth of applications and numerical examples. Particular emphasis is placed on the role of nonlinear optimization techniques – e.g. convex optimization, nonsmooth calculus, proximal point and descent algorithms – as valuable tools for analyzing and solving Ky Fan inequalities.
Häftad, Engelska, 2018
669 kr
Skickas inom 10-15 vardagar
This book provides a unique, focused introduction to the analytical skills, methods and techniques in the assessment of credit risk that are necessary to tackle and analyze complex credit problems. It employs models and techniques from operations research and management science to investigate more closely risk models for applications within the banking industry and in financial markets. Furthermore, the book presents the advances and trends in model development and validation for credit scoring/rating, the recent regulatory requirements and the current best practices. Using examples and fully worked case applications, the book is a valuable resource for advanced courses in financial risk management, but also helpful to researchers and professionals working in financial and business analytics, financial modeling, credit risk analysis, and decision science.
Häftad, Engelska, 2018
650 kr
Skickas inom 10-15 vardagar
This book introduces readers to the main traffic flow modelling approaches and discusses their features and applications. It provides a comprehensive and cutting-edge review of traffic flow models, from their roots in the 1930s to the latest developments in the field. In addition, it presents problem sets that offer readers further insights into the models and hands-on experience with simulation approaches. The simulations used in the exercises can be built upon for readers’ own research or other applications.The models discussed in this book are applied to describe, predict and control traffic flows on roads with the aid of rapid and accurate estimations of current and future states. The book shows how these models are developed, what their chief characteristics are, and how they can be effectively employed.
Häftad, Engelska, 2019
945 kr
Skickas inom 10-15 vardagar
This textbook presents a coherent and robust structure for integrated risk management in the context of operations and finance. It explains how the operations-finance interface jointly optimizes material and financial flows under intricate risk exposures. The book covers financial flexibility, operational hedging, enterprise risk management (ERM), supply chain risk management (SCRM), integrated risk management (IRM), supply chain finance (SCF), and financial management of supply chain strategies. Both qualitative and quantitative approaches – including conceptualization, theory building, analytical modeling, and empirical research – are used to assess the value creation by integrating operations and finance. “This book provides a comprehensive description of the interactions between finance and operations and of how managers can best make decisions in recognition of these effects.” John R. Birge, University of Chicago“Supply chain finance is anemerging area where innovations can unlock great values to complement the advances in information and physical flows of supply chain.” Hau L. Lee, Stanford University“This book provides an excellent overview of supply chain finance and its most recent advances.” Jan A. Van Mieghem, Northwestern University“This book is indispensable for advanced students as well as practitioners when looking for a pedagogical sound and scientific rigorous approach to Supply Chain Finance.” Ralf W. Seifert, IMD/EPFL“The book advances our knowledge on the interface between operations and finance and provides managerial guidelines for effective risk management in the supply chain.” Xiande Zhao, CEIBS
Häftad, Engelska, 2019
618 kr
Skickas inom 10-15 vardagar
This book considers a range of problems in operations research, which are formulated through various mathematical models such as complementarity, variational inequalities, multiobjective optimization, fixed point problems, noncooperative games and inverse optimization. Moreover, the book subsumes all these models under a common structure that allows them to be formulated in a unique format: the Ky Fan inequality. It subsequently focuses on this unifying equilibrium format, providing a comprehensive overview of the main theoretical results and solution algorithms, together with a wealth of applications and numerical examples. Particular emphasis is placed on the role of nonlinear optimization techniques – e.g. convex optimization, nonsmooth calculus, proximal point and descent algorithms – as valuable tools for analyzing and solving Ky Fan inequalities.
Inbunden, Engelska, 2019
810 kr
Skickas inom 10-15 vardagar
This tutorial introduces readers to several variants of routing problems with profits. In these routing problems each node has a certain profit, and not all nodes need to be visited. Since the orienteering problem (OP) is by far the most frequently studied problem in this category of routing problems, the book mainly focuses on the OP. In turn, other problems are presented as variants of the OP, focusing on the similarities and differences. The goal of the OP is to determine a subset of nodes to visit and in which order, so that the total collected profit is maximized and a given time budget is not exceeded.The book provides a comprehensive review of variants of the OP, such as the team OP, the team OP with time windows, the profitable tour problem, and the prize-collecting travelling salesperson problem. In addition, it presents mathematical models and techniques for solving these OP variants and discusses their complexity. Several simple examples and benchmark instances, together with their best-known results, are also included. Finally, the book reviews the latest applications of these problems in the fields of logistics, tourism and others.
Häftad, Engelska, 2020
543 kr
Skickas inom 10-15 vardagar
This tutorial introduces readers to several variants of routing problems with profits. In these routing problems each node has a certain profit, and not all nodes need to be visited. Since the orienteering problem (OP) is by far the most frequently studied problem in this category of routing problems, the book mainly focuses on the OP. In turn, other problems are presented as variants of the OP, focusing on the similarities and differences. The goal of the OP is to determine a subset of nodes to visit and in which order, so that the total collected profit is maximized and a given time budget is not exceeded.The book provides a comprehensive review of variants of the OP, such as the team OP, the team OP with time windows, the profitable tour problem, and the prize-collecting travelling salesperson problem. In addition, it presents mathematical models and techniques for solving these OP variants and discusses their complexity. Several simple examples and benchmark instances, together with their best-known results, are also included. Finally, the book reviews the latest applications of these problems in the fields of logistics, tourism and others.
Inbunden, Engelska, 2020
543 kr
Skickas inom 10-15 vardagar
This tutorial is the first comprehensive introduction to (possibly infinite) linear systems containing strict inequalities and evenly convex sets. The book introduces their application to convex optimization. Particular attention is paid to evenly convex polyhedra and finite linear systems containing strict inequalities. The book also analyzes evenly convex and quasiconvex functions from a conjugacy and duality perspective. It discusses the applications of these functions in economics. Written in an expository style the main concepts and basic results are illustrated with suitable examples and figures..
Häftad, Engelska, 2021
543 kr
Skickas inom 10-15 vardagar
This tutorial is the first comprehensive introduction to (possibly infinite) linear systems containing strict inequalities and evenly convex sets. The book introduces their application to convex optimization. Particular attention is paid to evenly convex polyhedra and finite linear systems containing strict inequalities. The book also analyzes evenly convex and quasiconvex functions from a conjugacy and duality perspective. It discusses the applications of these functions in economics. Written in an expository style the main concepts and basic results are illustrated with suitable examples and figures..
Inbunden, Engelska, 2021
779 kr
Skickas inom 10-15 vardagar
This book presents a consistent and complete framework for studying the risk management of a pension fund. It gives the reader the opportunity to understand, replicate and widen the analysis. To this aim, the book provides all the tools for computing the optimal asset allocation in a dynamic framework where the financial horizon is stochastic (longevity risk) and the investor's wealth is not self-financed. This tutorial enables the reader to replicate all the results presented. The R codes are provided alongside the presentation of the theoretical framework. The book explains and discusses the problem of hedging longevity risk even in an incomplete market, though strong theoretical results about an incomplete framework are still lacking and the problem is still being discussed in most recent literature.
Häftad, Engelska, 2022
559 kr
Skickas inom 10-15 vardagar
This book presents a consistent and complete framework for studying the risk management of a pension fund. It gives the reader the opportunity to understand, replicate and widen the analysis. To this aim, the book provides all the tools for computing the optimal asset allocation in a dynamic framework where the financial horizon is stochastic (longevity risk) and the investor's wealth is not self-financed. This tutorial enables the reader to replicate all the results presented. The R codes are provided alongside the presentation of the theoretical framework. The book explains and discusses the problem of hedging longevity risk even in an incomplete market, though strong theoretical results about an incomplete framework are still lacking and the problem is still being discussed in most recent literature.
Inbunden, Engelska, 2021
1 185 kr
Skickas inom 10-15 vardagar
Dynamic programming (DP) has a relevant history as a powerful and flexible optimization principle, but has a bad reputation as a computationally impractical tool. This book fills a gap between the statement of DP principles and their actual software implementation. Using MATLAB throughout, this tutorial gently gets the reader acquainted with DP and its potential applications, offering the possibility of actual experimentation and hands-on experience. The book assumes basic familiarity with probability and optimization, and is suitable to both practitioners and graduate students in engineering, applied mathematics, management, finance and economics.
Häftad, Engelska, 2022
864 kr
Skickas inom 10-15 vardagar
Dynamic programming (DP) has a relevant history as a powerful and flexible optimization principle, but has a bad reputation as a computationally impractical tool. This book fills a gap between the statement of DP principles and their actual software implementation. Using MATLAB throughout, this tutorial gently gets the reader acquainted with DP and its potential applications, offering the possibility of actual experimentation and hands-on experience. The book assumes basic familiarity with probability and optimization, and is suitable to both practitioners and graduate students in engineering, applied mathematics, management, finance and economics.
Inbunden, Engelska, 2021
1 331 kr
Skickas inom 10-15 vardagar
This book is the first comprehensive tutorial on matheuristics. Matheuristics are based on mathematical extensions of previously known heuristics, mainly metaheuristics, and on original, area-specific approaches. This tutorial provides a detailed discussion of both contributions, presenting the pseudocodes of over 40 algorithms, abundant literature references, and for each case a step-by-step description of a sample run on a common Generalized Assignment Problem example. C++ source codes of all algorithms are available in an associated SW repository.
Häftad, Engelska, 2022
945 kr
Skickas inom 10-15 vardagar
This book is the first comprehensive tutorial on matheuristics. Matheuristics are based on mathematical extensions of previously known heuristics, mainly metaheuristics, and on original, area-specific approaches. This tutorial provides a detailed discussion of both contributions, presenting the pseudocodes of over 40 algorithms, abundant literature references, and for each case a step-by-step description of a sample run on a common Generalized Assignment Problem example. C++ source codes of all algorithms are available in an associated SW repository.
Inbunden, Engelska, 2021
971 kr
Skickas inom 10-15 vardagar
This book presents a structured approach to develop mathematical optimization formulations for several variants of facility layout. The range of layout problems covered includes row layouts, floor layouts, multi-floor layouts, and dynamic layouts. The optimization techniques used to formulate the problems are primarily mixed-integer linear programming, second-order conic programming, and semidefinite programming. The book also covers important practical considerations for solving the formulations. The breadth of approaches presented help the reader to learn how to formulate a variety of problems using mathematical optimization techniques. The book also illustrates the use of layout formulations in selected engineering applications, including manufacturing, building design, automotive, and hospital layout.
Häftad, Engelska, 2022
703 kr
Skickas inom 10-15 vardagar
This book presents a structured approach to develop mathematical optimization formulations for several variants of facility layout. The range of layout problems covered includes row layouts, floor layouts, multi-floor layouts, and dynamic layouts. The optimization techniques used to formulate the problems are primarily mixed-integer linear programming, second-order conic programming, and semidefinite programming. The book also covers important practical considerations for solving the formulations. The breadth of approaches presented help the reader to learn how to formulate a variety of problems using mathematical optimization techniques. The book also illustrates the use of layout formulations in selected engineering applications, including manufacturing, building design, automotive, and hospital layout.
Inbunden, Engelska, 2023
1 292 kr
Skickas inom 10-15 vardagar
This book introduces solutions for sports scheduling problems in a variety of settings. In particular the book covers timetabling, the traveling tournament problem, carryover minimization, breaks minimization, tournament design, tournament planning, and referee assignment. A rich selection of applications to sports such as football, baseball, basketball, cricket or hockey are employed to illustrate the methods and techniques. In a step-by-step tutorial format the book describes the use of graph theory concepts, local search operators and integer programming in the context of sports scheduling. The methods presented in this book are essential to sports scheduling in all its dimensions, from tournaments that are followed by millions of people across the world, with broadcast rights that amount to hundreds of millions of dollars in some competitions, to amateur leagues that require coordination and logistical efforts due to the large number of tournaments and competitors.
Häftad, Engelska, 2024
917 kr
Skickas inom 10-15 vardagar
This book introduces solutions for sports scheduling problems in a variety of settings. In particular the book covers timetabling, the traveling tournament problem, carryover minimization, breaks minimization, tournament design, tournament planning, and referee assignment. A rich selection of applications to sports such as football, baseball, basketball, cricket or hockey are employed to illustrate the methods and techniques. In a step-by-step tutorial format the book describes the use of graph theory concepts, local search operators and integer programming in the context of sports scheduling. The methods presented in this book are essential to sports scheduling in all its dimensions, from tournaments that are followed by millions of people across the world, with broadcast rights that amount to hundreds of millions of dollars in some competitions, to amateur leagues that require coordination and logistical efforts due to the large number of tournaments and competitors.
Inbunden, Engelska, 2024
1 185 kr
Skickas inom 10-15 vardagar
This book provides a rigorous introduction to the theory, computation, and applications of variational inequalities (VIs), with a focus on applications in management science and finance. It aims to bridge the gap between the abstract mathematical treatments of the subject and simplistic, non-rigorous approaches often used in financial economics or managerial literature.Building on fundamental examples of concrete applications drawn from management science and finance, the book gradually develops the connection between optimal stopping problems and variational inequalities. It provides precise results on their derivation, solution properties, and their use to derive optimal policies in general frameworks of stochastic factors driving the state processes. Emphasis is also placed on the numerical treatment and approximation of VIs. All technical results are illustrated in detail for the characteristic problems presented at the beginning as motivating examples. It also offers a brief introduction to more advanced topics, including VIs for multi-scale problems and VIs related to optimal stopping problems under model uncertainty.This book will be of interest to graduate students and researchers who wish for a quick, yet thorough introduction to the field. Practitioners who want to familiarise themselves with applications of VIs in management science and finance will also find this book useful.
Häftad, Engelska, 2025
864 kr
Skickas inom 10-15 vardagar
This book provides a rigorous introduction to the theory, computation, and applications of variational inequalities (VIs), with a focus on applications in management science and finance. It aims to bridge the gap between the abstract mathematical treatments of the subject and simplistic, non-rigorous approaches often used in financial economics or managerial literature.Building on fundamental examples of concrete applications drawn from management science and finance, the book gradually develops the connection between optimal stopping problems and variational inequalities. It provides precise results on their derivation, solution properties, and their use to derive optimal policies in general frameworks of stochastic factors driving the state processes. Emphasis is also placed on the numerical treatment and approximation of VIs. All technical results are illustrated in detail for the characteristic problems presented at the beginning as motivating examples. It also offers a brief introduction to more advanced topics, including VIs for multi-scale problems and VIs related to optimal stopping problems under model uncertainty.This book will be of interest to graduate students and researchers who wish for a quick, yet thorough introduction to the field. Practitioners who want to familiarise themselves with applications of VIs in management science and finance will also find this book useful.
Inbunden, Engelska, 2015
703 kr
Skickas inom 10-15 vardagar
This book presents solutions to the general problem of single period portfolio optimization. It introduces different linear models, arising from different performance measures, and the mixed integer linear models resulting from the introduction of real features. Other linear models, such as models for portfolio rebalancing and index tracking, are also covered. The book discusses computational issues and provides a theoretical framework, including the concepts of risk-averse preferences, stochastic dominance and coherent risk measures. The material is presented in a style that requires no background in finance or in portfolio optimization; some experience in linear and mixed integer models, however, is required. The book is thoroughly didactic, supplementing the concepts with comments and illustrative examples.
Inbunden, Engelska, 2016
543 kr
Skickas inom 10-15 vardagar
This book provides a postgraduate audience the keys they need to understand and further develop a set of tools for the efficient computation of lower bounds and valid inequalities in integer programs and combinatorial optimization problems. After discussing the classical approaches described in the literature, the book addresses how to extend these tools to other non-standard formulations that may be applied to a broad set of applications. Examples are provided to illustrate the underlying concepts and to pave the way for future contributions.
Inbunden, Engelska, 2016
1 185 kr
Skickas inom 10-15 vardagar
This book opens the door to multiobjective optimization for students in fields such as engineering, management, economics and applied mathematics. It offers a comprehensive introduction to multiobjective optimization, with a primary emphasis on multiobjective linear programming and multiobjective integer/mixed integer programming. A didactic book, it is mainly intended for undergraduate and graduate students, but can also be useful for researchers and practitioners. Further, it is accompanied by an interactive software package - developed by the authors for Windows platforms - which can be used for teaching and decision-making support purposes in multiobjective linear programming problems. Thus, besides the textbook’s coverage of the essential concepts, theory and methods, complemented with illustrative examples and exercises, the computational tool enables students to experiment and enhance their technical skills, as well as to capture the essential characteristics of real-world problems.
Häftad, Engelska, 2016
650 kr
Skickas inom 10-15 vardagar
This book presents solutions to the general problem of single period portfolio optimization. It introduces different linear models, arising from different performance measures, and the mixed integer linear models resulting from the introduction of real features. Other linear models, such as models for portfolio rebalancing and index tracking, are also covered. The book discusses computational issues and provides a theoretical framework, including the concepts of risk-averse preferences, stochastic dominance and coherent risk measures. The material is presented in a style that requires no background in finance or in portfolio optimization; some experience in linear and mixed integer models, however, is required. The book is thoroughly didactic, supplementing the concepts with comments and illustrative examples.
Inbunden, Engelska, 2017
971 kr
Skickas inom 10-15 vardagar
This book provides a handy, unified introduction to the theory of compact extended formulations of exponential-size integer linear programming (ILP) models. Compact extended formulations are equally powerful, but polynomial-sized, models whose solutions do not require the implementation of separation and pricing procedures. The book is written in a general, didactic form, first developing the background theoretical concepts (polyhedra, projections, linear and integer programming) and then delving into the various techniques for compact extended reformulations. The techniques are illustrated through a wealth of examples touching on many application areas, such as classical combinatorial optimization, network design, timetabling, scheduling, routing, computational biology and bioinformatics. The book is intended for graduate or PhD students – either as an advanced course on selected topics or within a more general course on ILP and mathematical programming – as well as for practitionersand software engineers in industry exploring techniques for developing optimization models for their specific problems.
Inbunden, Engelska, 2017
890 kr
Skickas inom 10-15 vardagar
This essential metaheuristics tutorial provides descriptions and practical applications in the area of business analytics. It addresses key problems in predictive and prescriptive analysis, while also illustrating how problems that arise in business analytics can be modelled and how metaheuristics can be used to find high-quality solutions. Readers will be introduced to decision-making problems for which metaheuristics offer the most effective solution technique. The book not only shows business problem modelling on a spreadsheet but also how to design and create a Visual Basic for Applications code.Extra Material can be downloaded at http://extras.springer.com/978-3-319-68117-7.
Inbunden, Engelska, 2018
1 331 kr
Skickas inom 10-15 vardagar
This textbook presents a coherent and robust structure for integrated risk management in the context of operations and finance. It explains how the operations-finance interface jointly optimizes material and financial flows under intricate risk exposures. The book covers financial flexibility, operational hedging, enterprise risk management (ERM), supply chain risk management (SCRM), integrated risk management (IRM), supply chain finance (SCF), and financial management of supply chain strategies. Both qualitative and quantitative approaches – including conceptualization, theory building, analytical modeling, and empirical research – are used to assess the value creation by integrating operations and finance. “This book provides a comprehensive description of the interactions between finance and operations and of how managers can best make decisions in recognition of these effects.” John R. Birge, University of Chicago“Supply chain finance is anemerging area where innovations can unlock great values to complement the advances in information and physical flows of supply chain.” Hau L. Lee, Stanford University“This book provides an excellent overview of supply chain finance and its most recent advances.” Jan A. Van Mieghem, Northwestern University“This book is indispensable for advanced students as well as practitioners when looking for a pedagogical sound and scientific rigorous approach to Supply Chain Finance.” Ralf W. Seifert, IMD/EPFL“The book advances our knowledge on the interface between operations and finance and provides managerial guidelines for effective risk management in the supply chain.” Xiande Zhao, CEIBS
Inbunden, Engelska, 2018
917 kr
Skickas inom 10-15 vardagar
This book introduces readers to the main traffic flow modelling approaches and discusses their features and applications. It provides a comprehensive and cutting-edge review of traffic flow models, from their roots in the 1930s to the latest developments in the field. In addition, it presents problem sets that offer readers further insights into the models and hands-on experience with simulation approaches. The simulations used in the exercises can be built upon for readers’ own research or other applications.The models discussed in this book are applied to describe, predict and control traffic flows on roads with the aid of rapid and accurate estimations of current and future states. The book shows how these models are developed, what their chief characteristics are, and how they can be effectively employed.
Häftad, Engelska, 2018
543 kr
Skickas inom 10-15 vardagar
This book provides a postgraduate audience the keys they need to understand and further develop a set of tools for the efficient computation of lower bounds and valid inequalities in integer programs and combinatorial optimization problems. After discussing the classical approaches described in the literature, the book addresses how to extend these tools to other non-standard formulations that may be applied to a broad set of applications. Examples are provided to illustrate the underlying concepts and to pave the way for future contributions.