Optimization

This book provides an essential introduction to Stochastic Programming, especially intended for graduate students.

Finance Mathematics is devoted to financial markets both with discrete and continuous time, exploring how to make the transition from discrete to continuous time in option pricing.

This book presents simple design paradigms related to lightweight design, that are derived from an in-depth and theoretically sound analysis based on Pareto theory.

This book is devoted to the study of a class of optimal control problems arising in mathematical economics, related to the Robinson-Solow-Srinivasan (RSS) model.

This book comprises selected papers of the 25th International Conference on Difference Equations and Applications, ICDEA 2019, held at UCL, London, UK, in June 2019.

The theory presented in this work merges many concepts from mathematical optimization and real algebraic geometry.

This book studies complex systems with elements represented by random variables.

This book presents the state-of-the-art in non-linear dynamics and sunspots.

This book is an exploration of the ubiquity of ambiguity in decision-making under uncertainty.

This book presents some sufficient mathematical content with expressive result.

This book brings together contributions from researchers, GIS professionals and game designers to provide a first overview of this highly interdisciplinary field.

Nonlinear Approaches in Engineering Applications focuses on nonlinear phenomena that are common in the engineering field.

This book highlights the remarkable importance of special functions, operational calculus, and variational methods.

The scope of this volume is primarily to analyze from different methodological perspectives  similar valuation and optimization problems arising in financial applications, aimed at facilitating a theoretical and computational integration between methods largely regarded as alternatives.

This book focuses on methods that relate, in one form or another, to the "e;small-gain theorem"e;.

This book provides an introductory yet rigorous treatment of Pontryagin's Maximum Principle and its application to optimal control problems when simple and complex constraints act on state and control variables, the two classes of variable in such problems.

This textbook presents a wide range of tools for a course in mathematical optimization for upper undergraduate and graduate students in mathematics, engineering, computer science, and other applied sciences.

This book presents efficient metaheuristic algorithms for optimal design of structures.

Using the O.

This book provides a comprehensive presentation of classical and advanced topics in estimation and control of dynamical systems with an emphasis on stochastic control.

This book examines the problem of maintenance planning and scheduling in industrial production systems.

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.

This book begins with a concentrated introduction into deterministic global optimization and moves forward to present new original results from the authors who are well known experts in the field.

This book presents mathematical models of demand-side management programs, together with operational and control problems for power and renewable energy systems.

This book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their applications in linear-quadratic optimal controls and mathematical finance.

This book introduces an analytic framework constructed upon the iterated Prisoners' Dilemma game to model and analyze transboundary water interactions along the Nile River.

The resource transfer problem (RTP) is a modeling and solution framework for integrated complex scheduling and rich vehicle routing problems.

This book gathers the contributions of the international conference "e;Optimization and Decision Science"e; (ODS2018), which was held at the Hotel Villa Diodoro, Taormina (Messina), Italy on September 10 to 13, 2018, and was organized by AIRO, the Italian Operations Research Society, in cooperation with the DMI (Department of Mathematics and Computer Science) of the University of Catania (Italy).

This reference text, now in its second edition, offers a modern unifying presentation of three basic areas of nonlinear analysis: convex analysis, monotone operator theory, and the fixed point theory of nonexpansive operators.

This book gathers selected contributions by top Portuguese and international researchers in the field of Operations Research, presented at the 19th Congress of APDIO (Portuguese Association of Operational Research).

This book includes a collection of research articles presented at the "e;6th International Workshop on Hydro Scheduling in Competitive Electricity Markets"e;.

This contributed volume offers a collection of papers presented at the 2018 Network Games, Control, and Optimization conference (NETGCOOP), held at the New York University Tandon School of Engineering in New York City, November 14-16, 2018.

This book analyses the changes to the regulation of everyday life that have taken place as a result of datafication, the ever-growing analytical, predictive, and structuring role of algorithms, and the prominence of the platform economy.

In measure theory, a familiar representation theorem due to F.

This book presents the topological derivative method through selected examples, using a direct approach based on calculus of variations combined with compound asymptotic analysis.

This book presents the best papers from the 1st International Conference on Mathematical Research for Blockchain Economy (MARBLE) 2019, held in Santorini, Greece.

With this brief, the authors present algorithms for model-free stabilization of unstable dynamic systems.

This book brings together carefully selected, peer-reviewed works on mathematical biology presented at the BIOMAT International Symposium on Mathematical and Computational Biology, which was held at the Institute of Numerical Mathematics, Russian Academy of Sciences, in October 2017, in Moscow.

This book constitutes the refereed proceedings of the 18th International Conference on Group Decision and Negotiation, GDN 2018, held in Nanjing, China, in June 2018.

This book provides a timely and comprehensive overview of current theories and methods in fuzzy logic, as well as relevant applications in a variety of fields of science and technology.

This volume covers contemporary aspects of geometric measure theory with a focus on applications to partial differential equations, free boundary problems and water waves.

This textbook provides a short introduction to auction theory through exercises with detailed answer keys.

This book is about algebraic and differential methods, as well as fractional calculus, applied to diagnose and reject faults in nonlinear systems, which are of integer or fractional order.

Based on the "e;Fourth International Conference on Dynamics of Disasters"e; (Kalamata, Greece, July 2019), this volume includes contributions from experts who share their latest discoveries on natural and unnatural disasters.

This book is the first to present in a systematic manner the application of game theory to fisheries management at both international and national levels.

This book collects some basic results on the null controllability for degenerate and singular parabolic problems.

Anja Schedel analyzes two models in the field of algorithmic game theory which both constitute bilevel problems in networks.