In Practical Financial Optimization: A Library of GAMS Models, the authors provide a diverse set of models for portfolio optimization, based on the General Algebraic Modelling System.
In Practical Financial Optimization: A Library of GAMS Models, the authors provide a diverse set of models for portfolio optimization, based on the General Algebraic Modelling System.
In an era dominated by mathematical and statistical models, this book unravels the profound significance of these tools in decoding uncertainties within numerical, observational, and calculation-based data.
In a constrained optimization problem, the decisionmaker wants to select the “optimal” choice – the one most valuable to him or her – that also meets all of the constraints imposed by the problem.
In a constrained optimization problem, the decisionmaker wants to select the “optimal” choice – the one most valuable to him or her – that also meets all of the constraints imposed by the problem.
The problems of interrelation between human economics and natural environment include scientific, technical, economic, demographic, social, political and other aspects that are studied by scientists of many specialities.
Nonconvex Optimization is a multi-disciplinary research field that deals with the characterization and computation of local/global minima/maxima of nonlinear, nonconvex, nonsmooth, discrete and continuous functions.
This volume presents a collection of contributions dedicated to applied problems in the financial and energy sectors that have been formulated and solved in a stochastic optimization framework.
"e;Fixed-Point Algorithms for Inverse Problems in Science and Engineering"e; presents some of the most recent work from top-notch researchers studying projection and other first-order fixed-point algorithms in several areas of mathematics and the applied sciences.
This work encapsulates the essential developments in this field into a single resource, as well as to set an agenda for further development in the field.
During the academic year 2002-2003, the Faculty of Automatic Control and Computer Engineering of Ia~i (Romania), and its Departments of Automatic Control and Industrial Informatics and of Computer Engineering respectively, celebrated 25 years from the establishment of the specialization named Automatic Control and Computer Engineering within the framework of the former Faculty of Electrical Engineering of Ia~i, and, at the same time, 40 years since the first courses on Automatic Control and Computers respectively, were introduced in the curricula of the former specializations of Electromechanical Engineering and Electrical Power Engineering at the already mentioned Faculty of Electrical Engineering.
For both public and private managers, the book Optimization Methods for a Stakeholder Society is today's key to answer the problem of a sustainable development world.
Lagrange and penalty function methods provide a powerful approach, both as a theoretical tool and a computational vehicle, for the study of constrained optimization problems.
The subject of the book is the "e;know-how"e; of applied mathematical modelling: how to construct specific models and adjust them to a new engineering environment or more precise realistic assumptions; how to analyze models for the purpose of investigating real life phenomena; and how the models can extend our knowledge about a specific engineering process.
An Introduction to Nonlinear Analysis: Theory is an overview of some basic, important aspects of Nonlinear Analysis, with an emphasis on those not included in the classical treatment of the field.
When analyzing systems with a large number of parameters, the dimen- sion of the original system may present insurmountable difficulties for the analysis.
Constraint and Integer Programming presents some of the basic ideas of constraint programming and mathematical programming, explores approaches to integration, brings us up to date on heuristic methods, and attempts to discern future directions in this fast-moving field.
Global competition and growing costumer expectations force indus- trial enterprises to reorganize their business processes and to support cost-effective customer services.
In the spectrum of mathematics, graph theory which studies a mathe- matical structure on a set of elements with a binary relation, as a recognized discipline, is a relative newcomer.
The area of adaptive systems, which encompasses recursive identification, adaptive control, filtering, and signal processing, has been one of the most active areas of the past decade.
The second edition of this 5-volume handbook is intended to be a basic yet comprehensive reference work in combinatorial optimization that will benefit newcomers and researchers for years to come.
A Course in Topological Combinatorics is the first undergraduate textbook on the field of topological combinatorics, a subject that has become an active and innovative research area in mathematics over the last thirty years with growing applications in math, computer science, and other applied areas.
This new edition of Stochastic Linear Programming: Models, Theory and Computation has been brought completely up to date, either dealing with or at least referring to new material on models and methods, including DEA with stochastic outputs modeled via constraints on special risk functions (generalizing chance constraints, ICC's and CVaR constraints), material on Sharpe-ratio, and Asset Liability Management models involving CVaR in a multi-stage setup.
This monograph provides a unified and comprehensive treatment of an order-theoretic fixed point theory in partially ordered sets and its various useful interactions with topological structures.
A long long time ago, echoing philosophical and aesthetic principles that existed since antiquity, William of Ockham enounced the principle of parsimony, better known today as Ockham's razor: "e;Entities should not be multiplied without neces sity.
This book on constrained optimization is novel in that it fuses these themes: use examples to introduce general ideas; engage the student in spreadsheet computation; survey the uses of constrained optimization;.
Sociological theories of crime include: theories of strain blame crime on personal stressors; theories of social learning blame crime on its social rewards, and see crime more as an institution in conflict with other institutions rather than as in- vidual deviance; and theories of control look at crime as natural and rewarding, and explore the formation of institutions that control crime.
Practical Goal Programming is intended to allow academics and practitioners to be able to build effective goal programming models, to detail the current state of the art, and to lay the foundation for its future development and continued application to new and varied fields.
Real life phenomena in engineering, natural, or medical sciences are often described by a mathematical model with the goal to analyze numerically the behaviour of the system.
"e;Decision Systems and Non-stochastic Randomness"e; is the first systematic presentation and mathematical formalization (including existence theorems) of the statistical regularities of non-stochastic randomness.
Hybrid Optimization focuses on the application of artificial intelligence and operations research techniques to constraint programming for solving combinatorial optimization problems.
Structurally Constrained Controllers: Analysis and Synthesis studies the control of interconnected systems with a particular application in network, power systems, flight formations, etc.
Metaheuristics support managers in decision-making with robust tools that provide high-quality solutions to important applications in business, engineering, economics, and science in reasonable time frames, but finding exact solutions in these applications still poses a real challenge.
