Applications of Stochastic Programming
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Applications of Stochastic Programming by Stein W. Wallace
Book DescriptionThis is the first book devoted to the full scale of applications of stochastic programming, and to provide access to publicly available algorithmic systems. The 32 contributed papers are written by leading stochastic programming specialists and reflect the recent advanced research on algorithms and applications. The book consists of two parts: the first presents papers describing publicly available stochastic programming systems that are currently operational. All the codes have been extensively tested and developed and will appeal to researchers and developers wanting to make models without extensive programming and other implementation costs. The second part of the book is a diverse collection of application papers in areas such as production, supply chain and scheduling, gaming, environmental and pollution control, financial modeling, telecommunications, and electricity. It contains the most complete collection of real applications using stochastic programming available in the literature.
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Book DetailsISBN: 9780898715552
(228mm x 152mm x 33mm)
Imprint: Society for Industrial & Applied Mathematics,U.S.
Publisher: Society for Industrial & Applied Mathematics,U.S.
Publish Date: 1-Jun-2005
Country of Publication: United States
Books By Author Stein W. Wallace
Stochastic Programming, Hardback (January 2013)» View all books by Stein W. Wallace
Shows the breadth and depth of stochastic programming applications. This title features papers that discuss such diverse problems as longevity risk management of individual investors, personal financial planning, intertemporal surplus management, asset management with benchmarks, dynamic portfolio management, and more.
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Author Biography - Stein W. Wallace
Stein W. Wallace is Professor of Quantitative Logistics at Molde University College, Norway. He has held visiting positions at institutions in both Europe and the United States. He is co-author, with Peter Kall of Zurich, of the first textbook in stochastic programming, and he has published more than 50 articles in refereed journals. William T. Ziemba is Alumni Professor of Financial Modeling and Stochastic Optimization at the Sauder School of Business at the University of British Columbia. He has held visiting positions at universities in Europe, the United States, and Asia and is a consultant in the financial and investment industries. He has served as CORS editor of INFOR and department of finance editor of Management Science. He is author or editor of over 20 books and has published over 200 papers in refereed journals
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