This book explores regime-switching Brownian motion, a class of stochastic processes widely used in fields such as mathematical finance, risk theory, queueing theory, and epidemiological modeling...Daugiau...
This fundamental work is a sequel to monographs by the same author: Variational Analysis and Applications (2018) and the two Grundlehren volumes Variational Analysis and Generalized Differentiation: I Basic Theory, II Applicat...Daugiau...
Serija: Springer Series in Operations Research and Financial Engineering
(Išleidimo metai: 01-Mar-2025, Hardback, Leidėjas: Springer-Verlag New York Inc., ISBN-13: 9780387791494)
Since its introduction by Isaac Newton (1669) and Joseph Raphson (1690) more than three hundred years ago, Newtons method or the Newton-Raphson method has become the most important technique for solving the system of smooth algebraic equations. Desp...Daugiau...
This book introduces QPLEX, a powerful computational framework designed for modeling and analyzing nonstationary stochastic systems with large state spaces. The methodology excels at rapidly and accurately generating approximate distributions of s...Daugiau...
The text begins with a discussion of the basic principles of supply chain management and some attributes of certain industries. The remainder of the text is devoted to developing and applying mathematical concepts needed to address the many issues...Daugiau...
This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law tails. These include the classical ARMA models with heavy-tailed noise and financial econometrics models such as the GARCH and...Daugiau...
This text gives a comprehensive, largely self-contained treatment of multivariate heavy tail analysis. Emphasizing regular variation of measures means theory can be presented systematically and without regard to dimension. Tools are developed that...Daugiau...
This book aims at an innovative approach within the framework of convex analysis and optimization, based on an in-depth study of the behavior and properties of the supremum of families of convex functions. It presents an original and systematic treat...Daugiau...
This book offers a comprehensive presentation of the theory and methods of risk-averse optimization and control. Problems of this type arise in finance, energy production and distribution, supply chain management, medicine, and many other areas, w...Daugiau...
This is an updated version of what is still the only text to address basic questions about how to model uncertainty in mathematical programming, including how to reformulate a deterministic model so that it can be analyzed in a stochastic s...Daugiau...
This fundamental work is a sequel to monographs by the same author: Variational Analysis and Applications (2018) and the two Grundlehren volumes Variational Analysis and Generalized Differentiation: I Basic Theory, II Applicat...Daugiau...
The main subject is the probabilistic extreme value theory. The purpose is to present recent results related to limiting distributions of maxima in incomplete samples from stationary sequences, and results related to extremal properties of differe...Daugiau...
This monograph presents a comprehensive treatment of the maximum-entropy sampling problem (MESP), which is a fascinating topic at the intersection of mathematical optimization and data science. The text situates MESP in information theory, as the alg...Daugiau...
This book aims at an innovative approach within the framework of convex analysis and optimization, based on an in-depth study of the behavior and properties of the supremum of families of convex functions. It presents an original and systematic treat...Daugiau...
This book presents a unified theory of convex functions, sets, and set-valued mappings in topological vector spaces with its specifications to locally convex, Banach and finite-dimensional settings. These developments and expositions are based o...Daugiau...
This richly illustrated book introduces the subject of optimization to a broad audience with a balanced treatment of theory, models and algorithms. Through numerous examples from statistical learning, operations research, engineering, finance an...Daugiau...
This monograph presents a comprehensive treatment of the maximum-entropy sampling problem (MESP), which is a fascinating topic at the intersection of mathematical optimization and data science. The text situates MESP in information theory, as the alg...Daugiau...
This book presents a unified theory of convex functions, sets, and set-valued mappings in topological vector spaces with its specifications to locally convex, Banach and finite-dimensional settings. These developments and expositions are based o...Daugiau...
This richly illustrated book introduces the subject of optimization to a broad audience with a balanced treatment of theory, models and algorithms. Through numerous examples from statistical learning, operations research, engineering, finance an...Daugiau...
