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Stochastic programming = applications in finance, energy, planning and logistics /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Stochastic programming/ [edited by] Horand I. Gassmann, William Ziemba.
Reminder of title:	applications in finance, energy, planning and logistics /
other author:	Gassmann, Horand.
Published:	Singapore ;World Scientific, : c2013.,
Description:	1 online resource (xxix, 518 p.) :ill. maps. :
Subject:	Mathematical optimization. -
Online resource:	http://www.worldscientific.com/worldscibooks/10.1142/8497#t=toc
ISBN:	9789814407519 (electronic bk.)

Stochastic programming = applications in finance, energy, planning and logistics /
Stochastic programmingapplications in finance, energy, planning and logistics /[electronic resource] :[edited by] Horand I. Gassmann, William Ziemba. - Singapore ;World Scientific,c2013. - 1 online resource (xxix, 518 p.) :ill. maps. - World Scientific series in finance ;vol. 4. - World Scientific series in finance ;v. 2..

Includes bibliographical references and index.

This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the uncertainty problems. The applications, which were presented at the 12th International Conference on Stochastic Programming held in Halifax, Nova Scotia in August 2010, span the rich field of uses of these models. The finance papers discuss such diverse problems as longevity risk management of individual investors, personal financial planning, intertemporal surplus management, asset management with benchmarks, dynamic portfolio management, fixed income immunization and racetrack betting. The production and logistics papers discuss natural gas infrastructure design, farming Atlantic salmon, prevention of nuclear smuggling and sawmill planning. The energy papers involve electricity production planning, hydroelectric reservoir operations and power generation planning for liquid natural gas plants. Finally, two telecommunication papers discuss mobile network design and frequency assignment problems.

ISBN: 9789814407519 (electronic bk.)Subjects--Topical Terms:

121451
Mathematical optimization.
Index Terms--Genre/Form:

96803
Electronic books.

LC Class. No.: HB143.7 / .S76 2013eb

Dewey Class. No.: 519.7

Stochastic programming = applications in finance, energy, planning and logistics /
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504 $a Includes bibliographical references and index.
520 $a This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the uncertainty problems. The applications, which were presented at the 12th International Conference on Stochastic Programming held in Halifax, Nova Scotia in August 2010, span the rich field of uses of these models. The finance papers discuss such diverse problems as longevity risk management of individual investors, personal financial planning, intertemporal surplus management, asset management with benchmarks, dynamic portfolio management, fixed income immunization and racetrack betting. The production and logistics papers discuss natural gas infrastructure design, farming Atlantic salmon, prevention of nuclear smuggling and sawmill planning. The energy papers involve electricity production planning, hydroelectric reservoir operations and power generation planning for liquid natural gas plants. Finally, two telecommunication papers discuss mobile network design and frequency assignment problems.
588 $a Description based on print version record.
650 0 $a Mathematical optimization. $3 121451
650 0 $a Mathematical optimization $x Industrial applications. $3 226023
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650 0 $a Uncertainty. $3 87934
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700 1 $a Gassmann, Horand. $3 246868
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856 4 0 $u http://www.worldscientific.com/worldscibooks/10.1142/8497#t=toc