14 résultat(s)
Télécharger le livre : QPLEX: A Computational Modeling and Analysis Methodology for Stochastic Systems
Antonius B. Dieker , Steven T. Hackman
QPLEX: A Computational Modeling and Analysis Methodology for Stochastic Systems
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 system performance over...
Editeur : Springer
Parution : 2024-12-28
Collection : Springer Series in Operations Research and Financial Engineering
Format(s) : PDF, ePub
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Télécharger le livre : Maximum-Entropy Sampling
Marcia Fampa , Jon Lee
Maximum-Entropy Sampling
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 algorithmic...
Editeur : Springer
Parution : 2022-10-29
Collection : Springer Series in Operations Research and Financial Engineering
Format(s) : PDF
126,59 €
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Télécharger le livre : Many Agent Games in Socio-economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Security
Vassili N. Kolokoltsov , Oleg A. Malafeyev
Many Agent Games in Socio-economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Security
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. Exhibiting various real world problems involving major and minor agents,...
Editeur : Springer
Parution : 2019-03-30
Collection : Springer Series in Operations Research and Financial Engineering
Format(s) : PDF, ePub
68,56 €
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Télécharger le livre : Multivariate Extreme Value Theory and D-Norms
Michael Falk
Multivariate Extreme Value Theory and D-Norms
This monograph compiles the contemporary knowledge about D-norms and provides an introductory tour through the essentials of multivariate extreme value theory. Following a clear introduction of D-norms, this book introduces links with the theory through...
Editeur : Springer
Parution : 2019-02-07
Collection : Springer Series in Operations Research and Financial Engineering
Format(s) : PDF, ePub
116,04 €
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Télécharger le livre : Kronecker Modeling and Analysis of Multidimensional Markovian Systems
Tugrul Dayar
Kronecker Modeling and Analysis of Multidimensional Markovian Systems
This work considers Kronecker-based models with finite as well as countably infinite state spaces for multidimensional Markovian systems by paying particular attention to those whose reachable state spaces are smaller than their product state spaces. Numerical methods...
Editeur : Springer
Parution : 2018-09-21
Collection : Springer Series in Operations Research and Financial Engineering
Format(s) : PDF, ePub
105,49 €
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Télécharger le livre : Introduction to Queueing Networks
J. Macgregor Smith
Introduction to Queueing Networks
The book examines the performance and optimization of systems where queueing and congestion are important constructs. Both finite and infinite queueing systems are examined.  Many examples and case studies are utilized to indicate the breadth and depth of the...
Editeur : Springer
Parution : 2018-08-28
Collection : Springer Series in Operations Research and Financial Engineering
Format(s) : PDF, ePub
116,04 €
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Télécharger le livre : Stochastic Processes and Long Range Dependence
Gennady Samorodnitsky
Stochastic Processes and Long Range Dependence
This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long memory). The text is organized around the probabilistic properties of stationary processes that are important for...
Editeur : Springer
Parution : 2016-11-09
Collection : Springer Series in Operations Research and Financial Engineering
Format(s) : PDF, ePub
126,59 €
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Télécharger le livre : Stochastic Models with Power-Law Tails
Dariusz Buraczewski , Ewa Damek , Thomas Mikosch
Stochastic Models with Power-Law Tails
In this monograph the authors give a systematic approach to the probabilistic properties of the fixed point equation X=AX+B. A probabilistic study of the stochastic recurrence equation X_t=A_tX_{t-1}+B_t for real- and matrix-valued random variables A_t, where...
Editeur : Springer
Parution : 2016-07-04
Collection : Springer Series in Operations Research and Financial Engineering
Format(s) : ePub
137,14 €
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Télécharger le livre : Multistage Stochastic Optimization
Georg Ch. Pflug , Alois Pichler
Multistage Stochastic Optimization
Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book...
Editeur : Springer
Parution : 2014-11-12
Collection : Springer Series in Operations Research and Financial Engineering
Format(s) : ePub
137,14 €
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Télécharger le livre : Newton-Type Methods for Optimization and Variational Problems
Alexey F. Izmailov , Mikhail V. Solodov
Newton-Type Methods for Optimization and Variational Problems
This book presents comprehensive state-of-the-art theoretical analysis of the fundamental Newtonian and Newtonian-related approaches to solving optimization and variational problems. A central focus is the relationship between the basic Newton scheme for a given problem...
Editeur : Springer
Parution : 2014-07-08
Collection : Springer Series in Operations Research and Financial Engineering
Format(s) : ePub
126,59 €
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Télécharger le livre : Mathematical Risk Analysis
Ludger Rüschendorf
Mathematical Risk Analysis
The author's particular interest in the area of risk measures is to combine this theory with the analysis of dependence properties.The present volume gives an introduction of basic concepts and methods in mathematical risk analysis, in particular of those parts of risk...
Editeur : Springer
Parution : 2013-03-12
Collection : Springer Series in Operations Research and Financial Engineering
Format(s) : ePub
89,66 €
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Télécharger le livre : Global Optimization
Stefan Schäffler
Global Optimization
This self-contained monograph presents a new stochastic approach to global optimization problems arising in a variety of disciplines including mathematics, operations research, engineering, and economics. The volume deals with constrained and unconstrained problems and...
Editeur : Springer
Parution : 2012-06-26
Collection : Springer Series in Operations Research and Financial Engineering
Format(s) : ePub
94,94 €
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Télécharger le livre : An Introduction to Heavy-Tailed and Subexponential Distributions
Sergey Foss , Dmitry Korshunov , Stan Zachary
An Introduction to Heavy-Tailed and Subexponential Distributions
This monograph provides a complete and comprehensive introduction to the theory of long-tailed and subexponential distributions in one dimension. New results are presented in a simple, coherent and systematic way. All the standard properties of such convolutions are...
Editeur : Springer
Parution : 2011-05-25
Collection : Springer Series in Operations Research and Financial Engineering
Format(s) : PDF, ePub
81,22 €
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Télécharger le livre : Cooperative Stochastic Differential Games
Leon A. Petrosjan , David W.K. Yeung
Cooperative Stochastic Differential Games
Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science, and business by focusing on the methods that are best suited...
Editeur : Springer
Parution : 2006-05-11
Collection : Springer Series in Operations Research and Financial Engineering
Format(s) : PDF
94,94 €
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