This collection of selected, revised and extended contributions resulted from a Workshop on BSDEs, SPDEs and their Applications that took place in Edinburgh, Scotland, July 2017 and included the 8th World Symposium on BSDEs.
This book constitutes the refereed proceedings of the 19th International Conference on Group Decision and Negotiation, GDN 2019, held in Loughborough, UK, in June 2019.
This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control.
This book addresses two disciplines that have traditionally occupied completely different realms: quantum information and computation, and game theory.
This book provides a comprehensive introduction to nonlinear programming, featuring a broad range of applications and solution methods in the field of continuous optimization.
This book covers a large spectrum of cutting-edge game theory applications in management science in which Professor Georges Zaccour has made significant contributions.
This book gathers a selection of peer-reviewed papers presented at the International Conference on Operations Research (OR 2018), which was held at the Free University of Brussels, Belgium on September 12 - 14, 2018, and was jointly organized by the German Operations Research Society (GOR) and the Belgian Operational Research Society (ORBEL).
This book presents an epistemic framework for dealing with information-knowledge and certainty-uncertainty problems within the space of quality-quantity dualities.
This collection of essays represents responses by over eighty scholars to an unusual request: give your high level assessment of the field of economic design, as broadly construed.
Spotlighting the field of Multidisciplinary Design Optimization (MDO), this book illustrates and implements state-of-the-art methodologies within the complex process of aerospace system design under uncertainties.
Graduate students and researchers in applied mathematics, optimization, engineering, computer science, and management science will find this book a useful reference which provides an introduction to applications and fundamental theories in nonlinear combinatorial optimization.
This book presents a novel framework, known as Active Robust Optimization, which provides the tools for evaluating, comparing and optimizing changeable products.
This textbook provides an introduction to convex duality for optimization problems in Banach spaces, integration theory, and their application to stochastic programming problems in a static or dynamic setting.
This book constitutes the refereed post-conference proceedings of the 6th International Conference on Variable Neighborhood Search, ICVNS 2018, held in Sithonia, Greece, in October 2018.
The focus of this book is the large-scale statistical behavior of solutions of divergence-form elliptic equations with random coefficients, which is closely related to the long-time asymptotics of reversible diffusions in random media and other basic models of statistical physics.
Gathering the proceedings of the 11th CHAOS2018 International Conference, this book highlights recent developments in nonlinear, dynamical and complex systems.
This textbook contains a rigorous exposition of the mathematical foundations of two of the most important topics in politics and economics: voting and apportionment, at the level of upper undergraduate and beginning graduate students.
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.
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 covers the conventional and most recent theories and applications in the area of evolutionary algorithms, swarm intelligence, and meta-heuristics.
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.
In today's world, with an increase in the breadth and scope of real-world engineering optimization problems as well as with the advent of big data, improving the performance and efficiency of algorithms for solving such problems has become an indispensable need for specialists and researchers.
Since nonsmooth optimization problems arise in a diverse range of real-world applications, the potential impact of efficient methods for solving such problems is undeniable.
This book presents the latest perspectives and challenges within the interrelated fields of econophysics and sociophysics, which have emerged from the application of statistical physics to economics and sociology.
This textbook on nonlinear optimization focuses on model building, real world problems, and applications of optimization models to natural and social sciences.
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 provides a detailed introduction to maintenance policies and the current and future research in these fields, highlighting mathematical formulation and optimization techniques.
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).
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 introduces and analyses the latest maximum power point tracking (MPPT) techniques, which can effectively reduce the cost of power generated from photovoltaic energy systems.
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.