Randomized search heuristics such as evolutionary algorithms, genetic algorithms, evolution strategies, ant colony and particle swarm optimization turn out to be highly successful for optimization in
Recursive methods offer a powerful approach for characterizing and solving complicated problems in dynamic macroeconomics. Recursive Macroeconomic Theory provides both an introduction to recursive met
This book shows the breath and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the uncert
With the advance of new computing technology, simulation is becoming very popular for designing large, complex and stochastic engineering systems, since closed-form analytical solutions generally do n
Optimization has played a key role in the design, planning and operation of chemical and related processes, for several decades. Global optimization has been receiving considerable attention in the pa
1.Covers not only AI theory, but modern applications e.g., game programming, machine learning, swarming, artificial immune systems, genetic algorithms, pattern recognition, numerical optimization, dat
Optimization is now essential in the design, planning and operation of chemical and related processes. Although process optimization for multiple objectives was studied in the 1970s and 1980s, it has
Stochastic dynamics has been a subject of interest since the early 20th Century. Since then, much progress has been made in this field of study, and many modern applications for it have been found in
This textbook on elementary stochastic calculus is designed for senior undergraduate students in math, economics, and business. Although the material is presented at an introductory level, students sh
Integer Algorithms in Cryptology and Information Assurance is a collection of the author's own innovative approaches in algorithms and protocols for secret and reliable communication. It concentrates
The latest techniques for designing state-of-the-art power supplies, including resonant (LLC) converters Extensively revised throughout, Switching Power Supply Design & Optimization, Second Editio
For more than half a century, stochastic calculus and stochastic differential equations have played a major role in analyzing the dynamic phenomena in the biological and physical sciences, as well as
For more than half a century, stochastic calculus and stochastic differential equations have played a major role in analyzing the dynamic phenomena in the biological and physical sciences, as well as
The volume presents a collaboration between internationally recognized experts on anti-optimization and structural optimization, and summarizes various novel ideas, methodologies and results studied
Optimization has been playing a key role in the design, planning and operation of chemical and related processes for nearly half a century. Although process optimization for multiple objectives was st
A mathematical and intuitive approach to probability, statistics, and stochastic processesThis textbook provides a unique, balanced approach to probability, statistics, and stochastic processes. Reade
Calculus: Applications in Constrained Optimization provides an accessible yet mathematically rigorous introduction to constrained optimization, designed for undergraduate students who have some experiences with multivariable calculus. Based on a successful course at National Taiwan University (NTU) ── Calculus 4: Applications in Economics and Management, this book connects foundational calculus with contemporary techniques of optimization used in economics, management, and data science.Classical tools such as Lagrange multipliers and second derivative tests are extended into a general framework that covers both equality and inequality constraints. Readers will also learn to identify degenerate cases and apply second-order conditions in multivariable settings. Key concepts from linear algebra are introduced and integrated throughout.Each chapter concludes with a carefully structured set of exercises:● Type (A) questions test basic understanding;● Type (B) questions reinforce key example
A successor to the first and second editions, this updated and revised book is a leading companion guide for students and engineers alike, specifically software engineers who design algorithms. While
Stochastic Drawdowns consists of some recent advances on Hongzhong Zhang's own quantitative research of the well-known risk measures, drawdowns and maximum drawdowns. In particular, the author provide
Derivatives Algorithms — Volume 1: Bones (Second Edition) is for practicing quants who already have some expertise in risk-neutral pricing and in programming, and want to build a reusable and extensib
What algorithms are tractable depends on the speed of the processor. Given the speed of digital computers, polynomial algorithms are considered tractable. But, a human can take several seconds to make
This is the expanded second edition of a successful textbook that provides a broad introduction to the important area of stochastic modelling. The original text had been developed from lecture notes f
This is the expanded second edition of a successful textbook that provides a broad introduction to the important area of stochastic modelling. The original text had been developed from lecture notes f
This book presents the current status and research trends in Stochastic Analysis. Several new and emerging research areas are described in detail, highlighting the present outlook in Stochastic Analys
Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities is devoted to the modeling and pricing of various kinds of swaps, such as those for variance, volatility, co
Despite growing interest, basic information on methods and models for mathematically analyzing algorithms has rarely been directly accessible to practitioners, researchers, or students. An Introduct
This book presents a concise and rigorous treatment of stochastic calculus. It also gives its main applications in finance, biology and engineering. In finance, the stochastic calculus is applied to p
This book presents a concise and rigorous treatment of stochastic calculus. It also gives its main applications in finance, biology and engineering. In finance, the stochastic calculus is applied to p
The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related fields. Stochastic analysis has been profound
This book delivers theoretical and practical knowledge of Genetic Algorithms (GA) for the purpose of practical applications. It provides a methodology for a GA-based search strategy with the integrati
This book introduces some advanced topics in probability theories - both pure and applied. It is divided into two parts: the first part deals with the analysis of stochastic dynamical systems, in term
Mathematically, most of the interesting optimization problems can be formulated to optimize some objective function, subject to some equality and/or inequality constraints. This book introduces some c
The volume contains a collection of original papers and surveys in various areas of Differential Equations, Control Theory and Optimization written by well-known specialists and is thus useful for PhD
This textbook concisely covers math knowledge and tools useful for business and economics studies, including matrix analysis, basic math concepts, general optimization, dynamic optimization, and ordin
This textbook concisely covers math knowledge and tools useful for business and economics studies, including matrix analysis, basic math concepts, general optimization, dynamic optimization, and ordin
The goal of this book is to present Stochastic Calculus at an introductory level and not at its maximum mathematical detail. The author aims to capture as much as possible the spirit of elementary det
Embedded Systems: ARM Programming and Optimization provides insights on the the modern consumer electronics industry and its relationship to two technologies, the ARM processor and the Linux operatin
This volume contains pedagogical, review and research level papers on fractional stochastic and quantum processes which have been the focus of intensive mathematical, experimental, and computational s
This book presents a systematic treatment of Markov chains, diffusion processes and state space models, as well as alternative approaches to Markov chains through stochastic difference equations and s
The rationale for the volume is that accurate modeling of nanoscale electron devices is essential both for their technological and optimization and for their use in circuit design and, depending on th
