Dentcheva darinka (12 Ergebnisse)

HARDCOVER. Zustand: Very Good. 2nd Edition. Small quarto hardcover with pictorial boards; 494 pp. Tight binding, clean throughout; sharp corners. Very minor wear to spine; one 4 inch indent (appears to be pen indent, no ink) to rear board. Very Good. MOS-SIAM Series on Optimization.

Paperback. Zustand: Brand New. 132 pages. 8.66x5.91x0.30 inches. In Stock.

Hardcover. Zustand: Brand New. 3rd revised edition edition. 527 pages. 10.28x7.40x1.50 inches. In Stock.

Taschenbuch. Zustand: Neu. Regular Selections of Multifunctions and Random Sets | Darinka Dentcheva | Taschenbuch | 132 S. | Englisch | 2018 | LAP LAMBERT Academic Publishing | EAN 9783659801242 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu. …

Zustand: As New. Unread book in perfect condition.

Zustand: New.

Zustand: New. Covers optimization problems involving uncertain parameters for which stochastic models are available. These problems occur in almost all areas of science and engineering.

Zustand: As New. Unread book in perfect condition.

Zustand: New. In English.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book offers a comprehensive presentation of the theory and methods of risk-averse optimization and control. Problems of this type arise in finance, energy production and distribution, supply chain management, medicine, and many other areas, where not only the average performance of a stochastic system is essential, but also high-impact and low-probability events must be taken into account. The book is a self-contained presentation of the utility theory, the theory of measures of risk, including systemic and dynamic measures of risk, and their use in optimization and control models. It also covers stochastic dominance relations and their application as constraints in optimization models. Optimality conditions for problems with nondifferentiable and nonconvex functions and operators involving risk measures and stochastic dominance relations are discussed. Much attention is paid to multi-stage risk-averse optimization problems and to risk-averse Markov decision problems.Specialized algorithms for solving risk-averse optimization and control problems are presented and analyzed: stochastic subgradient methods for risk optimization, decomposition methods for dynamic problems, event cut and dual methods for stochastic dominance constraints, and policy iteration methods for control problems.The target audience is researchers and graduate students in the areas of mathematics, business analytics, insurance and finance, engineering, and computer science. The theoretical considerations are illustrated with examples, which make the book useful material for advanced courses in the area. …

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book offers a comprehensive presentation of the theory and methods of risk-averse optimization and control. Problems of this type arise in finance, energy production and distribution, supply chain management, medicine, and many other areas, where not only the average performance of a stochastic system is essential, but also high-impact and low-probability events must be taken into account. The book is a self-contained presentation of the utility theory, the theory of measures of risk, including systemic and dynamic measures of risk, and their use in optimization and control models. It also covers stochastic dominance relations and their application as constraints in optimization models. Optimality conditions for problems with nondifferentiable and nonconvex functions and operators involving risk measures and stochastic dominance relations are discussed. Much attention is paid to multi-stage risk-averse optimization problems and to risk-averse Markov decision problems.Specialized algorithms for solving risk-averse optimization and control problems are presented and analyzed: stochastic subgradient methods for risk optimization, decomposition methods for dynamic problems, event cut and dual methods for stochastic dominance constraints, and policy iteration methods for control problems.The target audience is researchers and graduate students in the areas of mathematics, business analytics, insurance and finance, engineering, and computer science. The theoretical considerations are illustrated with examples, which make the book useful material for advanced courses in the area.…

Hardcover. Zustand: Brand New. 466 pages. 9.25x6.10x9.21 inches. In Stock.