This book brings together research articles and state-of-the-art surveys in broad areas of optimization and numerical analysis with particular emphasis on algorithms.
Disjunctive Programming is a technique and a discipline initiated by the author in the early 1970's, which has become a central tool for solving nonconvex optimization problems like pure or mixed integer programs, through convexification (cutting plane) procedures combined with enumeration.
The results presented here (including the assessment of a new tool - inhibitory trees) offer valuable tools for researchers in the areas of data mining, knowledge discovery, and machine learning, especially those whose work involves decision tables with many-valued decisions.
This book is intended to provide a systematic overview of so-called smart techniques, such as nature-inspired algorithms, machine learning and metaheuristics.
This proceedings presents the result of the 8th International Conference in Network Analysis, held at the Higher School of Economics, Moscow, in May 2018.
This book is focused on the discussion of the traffic assignment problem, the mathematical and practical meaning of variables, functions and basic principles.
Neural Approximations for Optimal Control and Decision provides a comprehensive methodology for the approximate solution of functional optimization problems using neural networks and other nonlinear approximators where the use of traditional optimal control tools is prohibited by complicating factors like non-Gaussian noise, strong nonlinearities, large dimension of state and control vectors, etc.
This book is devoted to the study of optimal control problems arising in forest management, an important and fascinating topic in mathematical economics studied by many researchers over the years.
This book gives a concise presentation of the mathematical foundations of Game Theory, with an emphasis on strategic analysis linked to information and dynamics.
This handbook gathers state-of-the-art research on optimization problems in power distribution systems, covering classical problems as well as the challenges introduced by distributed power generation and smart grid resources.
The main purpose of the book is to give a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and their applications.
This self-contained book describes social influence from a computational point of view, with a focus on recent and practical applications, models, algorithms and open topics for future research.
The book presents eight well-known and often used algorithms besides nine newly developed algorithms by the first author and his students in a practical implementation framework.
There has been an increase in attention toward systems involving large numbers of small players, giving rise to the theory of mean field games, mean field type control and nonlinear Markov games.
This book addresses two disciplines that have traditionally occupied completely different realms: quantum information and computation, and game theory.
This book gathers a selection of peer-reviewed papers presented at the International Conference on Operations Research (OR 2019), which was held at Technische Universitat Dresden, Germany, on September 4-6, 2019, and was jointly organized by the German Operations Research Society (GOR) the Austrian Operations Research Society (OGOR), and the Swiss Operational Research Society (SOR/ASRO).
The book provides a broad introduction to both the theory and the application of optimization with a special emphasis on the elegance, importance, and usefulness of the parametric self-dual simplex method.
This book features a selection of contributions that were presented at the Modeling and Optimization: Theory and Applications Conference (MOPTA) held at Lehigh University in B ethlehem, Pennsylvania, USA between August 16-18, 2017.
This work presents recent mathematical methods in the area of optimal control with a particular emphasis on the computational aspects and applications.
This book introduces readers to basic game theory as a tool to deal with strategic decision problems, helping them to understand the complexity of such problems - to extract a solution, if possible - and to manage the complexity by revising the game if appropriate.
This book is intended to be a useful contribution for the modern teaching of applied mathematics, educating Industrial Mathematicians that will meet the growing demand for such experts.
Focusing on recent advances in option pricing under the SABR model, this book shows how to price options under this model in an arbitrage-free, theoretically consistent manner.
This book presents recent developments in modelling and optimization of engineering systems and the use of advanced mathematical methods for solving complex real-world problems.
This book presents the latest research in the fields of reliability theory and its applications, providing a comprehensive overview of reliability engineering and discussing various tools, techniques, strategies and methods within these areas.
This book introduces the reader to important concepts in modern applied analysis, such as homogenization, gradient flows on metric spaces, geometric evolution, Gamma-convergence tools, applications of geometric measure theory, properties of interfacial energies, etc.
This authored monograph presents a study on fundamental limits and robustness of stability and stabilization of time-delay systems, with an emphasis on time-varying delay, robust stabilization, and newly emerged areas such as networked control and multi-agent systems.
This brief examines mathematical models in nonsmooth mechanics and nonregular electrical circuits, including evolution variational inequalities, complementarity systems, differential inclusions, second-order dynamics, Lur'e systems and Moreau's sweeping process.
In a series of conversational essays, this textbook discusses the manner in which economic thought addresses a broad array of everyday issues beyond classical textbook treatments.