Springer Series in Operations Research and Financial Engineering – serie
Visar alla böcker i serien Springer Series in Operations Research and Financial Engineering. Handla med fri frakt och snabb leverans.
110 produkter
Risk and Portfolio Analysis
Principles and Methods
Av Henrik Hult, Filip Lindskog m. fl.
Häftad, 2014
661 kr
Lägg i varukorg
Investment and risk management problems are fundamental problems for financial institutions and involve both speculative and hedging decisions. A structured approach to these problems naturally leads one to the field of applied mathematics in order to translate subjective probability beliefs and …
Introduction to Stochastic Programming
Av John R. Birge, François Louveaux
Inbunden, 2011
989 kr
Lägg i varukorg
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 …
Markov Chains
Av Randal Douc, Eric Moulines m. fl.
Inbunden, 2019
989 kr
Lägg i varukorg
This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. The theoretical results are illustrated by simple examples, many of which are taken from Markov Chain Monte Carlo methods. The book is self-contained, while all the results are …
Linear and Integer Programming vs Linear Integration and Counting
A Duality Viewpoint
Inbunden, 2009
1098 kr
Lägg i varukorg
Integer programming (IP) is a fascinating topic. Indeed, while linear programming (LP), its c- tinuous analogue, is well understood and extremely ef?cient LP software packages exist, solving an integer program can remain a formidable challenge, even for some small size problems. For instance, the …
Analysis and Algorithms for Service Parts Supply Chains
Inbunden, 2004
552 kr
Lägg i varukorg
Services requiring parts has become a $1.5 trillion business annually worldwide, creating a tremendous incentive to manage the logistics of these parts efficiently by making planning and operational decisions in a rational and rigorous manner. This book provides a broad overview of modeling …
Extreme Value Theory
An Introduction
Av Laurens de Haan, Ana Ferreira
Inbunden, 2006
1098 kr
Lägg i varukorg
Extreme Value Theory offers a careful, coherent exposition of the subject starting from the probabilistic and mathematical foundations and proceeding to the statistical theory. The book covers both the classical one-dimensional case as well as finite- and infinite-dimensional settings. All the main …
Heavy-Tail Phenomena
Probabilistic and Statistical Modeling
Inbunden, 2006
989 kr
Lägg i varukorg
Unique text devoted to heavy-tailsThe treatment of heavy tails is largely dimensionlessThe text gives attention to both probability modeling and statistical methods for fitting models. Most other books focus on one or the other but not bothThe book emphasizes the broad applicability of heavy-tails …
Principles of Inventory Management
When You Are Down to Four, Order More
Av John A. Muckstadt, Amar Sapra
Inbunden, 2009
569 kr
Lägg i varukorg
Inventories are prevalent everywhere in the commercial world, whether it be in retail stores, manufacturing facilities, government stockpile material, Federal Reserve banks, or even your own household. This textbook examines basic mathematical techniques used to sufficiently manage inventories by …
Cooperative Stochastic Differential Games
Av David W.K. Yeung, Leon A. Petrosjan
Inbunden, 2005
1098 kr
Lägg i varukorg
Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science, and business by focusing on the methods that are best suited to practical problems.For …
Production Planning by Mixed Integer Programming
Av Yves Pochet, Laurence A. Wolsey
Inbunden, 2006
1425 kr
Lägg i varukorg
This textbook provides a comprehensive modeling, reformulation and optimization approach for solving production planning and supply chain planning problems, covering topics from a basic introduction to planning systems, mixed integer programming (MIP) models and algorithms through the advanced …
Numerical Optimization
Av Jorge Nocedal, Stephen Wright
Inbunden, 2006
4,0 utav 5 stjärnor. Totalt antal röster: (1)
770 kr
Lägg i varukorg
Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science, and business by focusing on the methods that are best suited to practical problems.For …
Extreme Values, Regular Variation and Point Processes
Häftad, 2007
1316 kr
Lägg i varukorg
Extremes Values, Regular Variation and Point Processes is a readable and efficient account of the fundamental mathematical and stochastic process techniques needed to study the behavior of extreme values of phenomena based on independent and identically distributed random variables and vectors. It …
Semismooth and Smoothing Newton Methods
Av Liqun Qi, Defeng Sun m. fl.
Inbunden, 2027
2150 kr
Kommande
Since its introduction by Isaac Newton (1669) and Joseph Raphson (1690) more than three hundred years ago, Newton's method or the Newton-Raphson method has become the most important technique for solving the system of smooth algebraic equations. Despite its simple structure, Newton's method …
Stopped Random Walks
Limit Theorems and Applications
Av Allan Gut
Inbunden, 2009
552 kr
Lägg i varukorg
Classical probability theory provides information about random walks after a fixed number of steps. For applications, however, it is more natural to consider random walks evaluated after a random number of steps. Examples are sequential analysis, queueing theory, storage and inventory theory, …
Monte Carlo
Concepts, Algorithms, and Applications
Inbunden, 1996
1425 kr
Lägg i varukorg
This book provides an introduction to the Monte Carlo method suitable for a one-or two-semester course for graduate and advanced undergraduate students in the mathematical and engineering sciences. It also can serve as a reference for the professional analyst. In the past, my inability to provide …
Facility Location
A Survey of Applications and Methods
Av Zvi Drezner
Inbunden, 1995
1243 kr
Lägg i varukorg
Facility location applications are concerned with the location of one or more facilities in a way that optimizes a certain objective such as mini mizing transportation cost, providing equitable service to customers, cap turing the largest market share, etc. Facility location problems give rise to …
Decision Aids for Selection Problems
Inbunden, 1995
1692 kr
Lägg i varukorg
One of the most important tasks faced by decision-makers in business and government is that of selection. Selection problems are challenging in that they require the balancing of multiple, often conflicting, criteria. In recent years, a number of interesting decision aids have become available to …
Performance Analysis of Manufacturing Systems
Inbunden, 1996
1316 kr
Lägg i varukorg
Manufacturing industries are devoted to producing high-quality products in the most economical and timely manner. Quality, economics, and time not only indicate the customer-satisfaction level, but also measure the manufacturing per formance of a company. Today's manufacturing environments are …
Linear Programming 1
Introduction
Av George B. Dantzig, Mukund N. Thapa
Inbunden, 1997
1752 kr
Lägg i varukorg
By George B. Dantzig LINEAR PROGRAMMING The Story About How It Began: Some legends, a little about its historical sign- cance, and comments about where its many mathematical programming extensions may be headed. Industrial production, the ?ow of resources in the economy, the exertion of military …
Discrete-Event Simulation
Modeling, Programming, and Analysis
Inbunden, 2001
1092 kr
Lägg i varukorg
Discrete-event simulation consists of a collection of techniques that when applied to a discrete-event dynamical system, generates sequences called sample paths that characterize its behavior. The collection includes modelling concepts for abstracting the essential features of a system, using …
Stochastic-Process Limits
An Introduction to Stochastic-Process Limits and Their Application to Queues
Av Ward Whitt
Inbunden, 2002
1643 kr
Lägg i varukorg
Stochastic Process Limits are useful and interesting because they generate simple approximations for complicated stochastic processes and also help explain the statistical regularity associated with a macroscopic view of uncertainty.This book emphasizes the continuous-mapping approach to obtain new …
Stochastic Petri Nets
Modelling, Stability, Simulation
Inbunden, 2002
552 kr
Lägg i varukorg
Stochastic petri nets have proven to be a useful tool for modelling and performance analysis of complex discrete-event stochastic systems such as those in telecommunications, manufacturing, transportation. This monograph centers on techniques for the modelling and computer simulation of such …
Dynamic Control of Quality in Production-Inventory Systems
Coordination and Optimization
Av David D. Yao, Shaohui Zheng
Inbunden, 2002
569 kr
Lägg i varukorg
Quality control is a scientific means for conducting observations, tests, and inspections and thereby making decisions that improve the perfomance of industrial processes. This book develops a set of dynamic approaches characterized by coordination. In practice, quality control problems almost …
Single-Facility Location Problems with Barriers
Inbunden, 2002
552 kr
Lägg i varukorg
Everyday life bears a multitude of location problems and locational de- sions. These may be as simple as how best to place a pencil on a desk without having to reach too far and still keeping the work space clear, up to the question of where to place the next out of hundreds of thousands of …
Finite-Dimensional Variational Inequalities and Complementarity Problems
Av Francisco Facchinei, Jong-Shi Pang
Inbunden, 2003
1207 kr
Lägg i varukorg
The ?nite-dimensional nonlinear complementarity problem (NCP) is a s- tem of ?nitely many nonlinear inequalities in ?nitely many nonnegative variables along with a special equation that expresses the complementary relationship between the variables and corresponding inequalities. This …
Finite-Dimensional Variational Inequalities and Complementarity Problems
Av Francisco Facchinei, Jong-Shi Pang
Inbunden, 2003
1098 kr
Lägg i varukorg
The ?nite-dimensional nonlinear complementarity problem (NCP) is a s- tem of ?nitely many nonlinear inequalities in ?nitely many nonnegative variables along with a special equation that expresses the complementary relationship between the variables and corresponding inequalities. This …
Linear Programming 2
Theory and Extensions
Av George B. Dantzig, Mukund N. Thapa
Inbunden, 2003
1425 kr
Lägg i varukorg
Linear programming represents one of the major applications of mathematics to business, industry, and economics. It provides a methodology for optimizing an output given that is a linear function of a number of inputs. George Dantzig is widely regarded as the founder of the subject with his …
Perturbation Analysis of Optimization Problems
Av J.Frederic Bonnans, Alexander Shapiro
Inbunden, 2000
2515 kr
Lägg i varukorg
The main subject of this book is perturbation analysis of continuous optimization problems. In the last two decades considerable progress has been made in that area, and it seems that it is time now to present a synthetic view of many important results that apply to various classes of problems. The …
Heavy-Tailed Time Series
Av Rafal Kulik, Philippe Soulier
Inbunden, 2020
934 kr
Lägg i varukorg
This book aims to present a comprehensive, self-contained, and concise overview of extreme value theory for time series, incorporating the latest research trends alongside classical methodology. Appropriate for graduate coursework or professional reference, the book requires a background in extreme …
Linear and Integer Programming vs Linear Integration and Counting
A Duality Viewpoint
Häftad, 2010
1098 kr
Lägg i varukorg
Integer programming (IP) is a fascinating topic. Indeed, while linear programming (LP), its c- tinuous analogue, is well understood and extremely ef?cient LP software packages exist, solving an integer program can remain a formidable challenge, even for some small size problems. For instance, the …
