Introduction to Stochastic Programming

A no-nonsense introduction to software design using the Python programming language. Written for people with no programming experience, this book starts with the most basic concepts and gradually adds new material. Some of the ideas students find most challenging, like recursion and object-oriented programming, are divided into a sequence of smaller steps and introduced over the course of several chapters. The focus is on the programming process, with special emphasis on debugging. The book includes a wide range of exercises, from short examples to substantial projects, so that students have ample opportunity to practise each new concept. Exercise solutions and code examples are available from thinkpython.com, along with Swampy, a suite of Python programs that is used in some of the exercises.

A no-nonsense introduction to software design using the Python programming language. Written for people with no programming experience, this book starts with the most basic concepts and gradually adds new material. Some of the ideas students find most challenging, like recursion and object-oriented programming, are divided into a sequence of smaller steps and introduced over the course of several chapters. The focus is on the programming process, with special emphasis on debugging. The book includes a wide range of exercises, from short examples to substantial projects, so that students have ample opportunity to practise each new concept. Exercise solutions and code examples are available from thinkpython.com, along with Swampy, a suite of Python programs that is used in some of the exercises.

An introduction to the key debates concerning the representation of masculinities in contemporary television programming.

An introduction to Microsoft's Silverlight describes the features and functions of the cross-browser, cross-platform, flexible programming tool that supports a variety of programming languages and all

C++: An Active Learning Approach provides a hands-on introduction to the C++ language through active learning exercises and numerous programming projects. C++ is taught with an emphasis on procedural

An ideal introduction for those starting out as practitioners of mathematical finance, this book provides a clear understanding of the intuition behind derivatives pricing, how models are implemented, and how they are used and adapted in practice. Strengths and weaknesses of different models, e.g. Black–Scholes, stochastic volatility, jump-diffusion and variance gamma, are examined. Both the theory and the implementation of the industry-standard LIBOR market model are considered in detail. Each pricing problem is approached using multiple techniques including the well-known PDE and martingale approaches. This second edition contains many more worked examples and over 200 exercises with detailed solutions. Extensive appendices provide a guide to jargon, a recap of the elements of probability theory, and a collection of computer projects. The author brings to this book a blend of practical experience and rigorous mathematical background and supplies here the working knowledge needed to b

This introduction to general equilibrium modelling takes an integrated approach to the analysis of macroeconomics and finance. It provides students, practitioners, and policymakers with an easily accessible set of tools that can be used to analyze a wide range of economic phenomena. Key features: • Provides a consistent framework for understanding dynamic economic models • Introduces key concepts in finance in a discrete time setting • Develops simple recursive approach for analyzing a variety of problems in a dynamic, stochastic environment • Sequentially builds up the analysis of consumption, production, and investment models to study their implications for allocations and asset prices • Reviews business cycle analysis and the business cycle implications of monetary and international models • Covers latest research on asset pricing in overlapping generations models and on models with borrowing constraints and transaction costs • Includes end-of-chapter exercises allowing readers to m

This introduction to general equilibrium modelling takes an integrated approach to the analysis of macroeconomics and finance. It provides students, practitioners, and policymakers with an easily accessible set of tools that can be used to analyze a wide range of economic phenomena. Key features: • Provides a consistent framework for understanding dynamic economic models • Introduces key concepts in finance in a discrete time setting • Develops simple recursive approach for analyzing a variety of problems in a dynamic, stochastic environment • Sequentially builds up the analysis of consumption, production, and investment models to study their implications for allocations and asset prices • Reviews business cycle analysis and the business cycle implications of monetary and international models • Covers latest research on asset pricing in overlapping generations models and on models with borrowing constraints and transaction costs • Includes end-of-chapter exercises allowing readers to m

A self-contained introduction to microprocessor theory and applications This book presents the fundamental concepts of assembly language programming and system design associated with typical micropro

With the surge of popularity of PHP 5, object-oriented programming is now an important consideration for PHP developers. This version-neutral book is a gentle introduction to object-oriented programmi

This is an up-to-date and integrated introduction to model theory, designed to be used for graduate courses (for students who are familiar with first-order logic), and as a reference for more experienced logicians and mathematicians. Model theory is concerned with the notions of definition, interpretation and structure in a very general setting, and is applied to a wide variety of other areas such as set theory, geometry, algebra (in particular group theory), and computer science (e.g. logic programming and specification). Professor Hodges emphasises definability and methods of construction, and introduces the reader to advanced topics such as stability. He also provides the reader with much historical information and a full bibliography, enhancing the book's use as a reference.

FPGA Prototyping Using Verilog Examples will provide you with a hands-on introduction to Verilog synthesis and FPGA programming through a “learn by doing” approach. By following the clear, easy-to-und

Markov chains are an important idea, related to random walks, which crops up widely in applied stochastic analysis. They are used, for example, in performance modelling and evaluation of computer networks, queuing networks, and telecommunication systems. The main point of the present book is to provide methods, based on the construction of Lyapunov functions, of determining when a Markov chain is ergodic, null recurrent, or transient. These methods can also be extended to the study of questions of stability. Of particular concern are reflected random walks and reflected Brownian motion. The authors provide not only a self-contained introduction to the theory but also details of how the required Lyapunov functions are constructed in various situations.

Brownian Motion Calculus presents the basics of Stochastic Calculus with a focus on the valuation of financial derivatives. It is intended as an accessible introduction to the technical literature. A

When is a random network (almost) connected? How much information can it carry? How can you find a particular destination within the network? And how do you approach these questions - and others - when the network is random? The analysis of communication networks requires a fascinating synthesis of random graph theory, stochastic geometry and percolation theory to provide models for both structure and information flow. This book is the first comprehensive introduction for graduate students and scientists to techniques and problems in the field of spatial random networks. The selection of material is driven by applications arising in engineering, and the treatment is both readable and mathematically rigorous. Though mainly concerned with information-flow-related questions motivated by wireless data networks, the models developed are also of interest in a broader context, ranging from engineering to social networks, biology, and physics.

Type theory is one of the most important tools in the design of higher-level programming languages, such as ML. This book introduces and teaches its techniques by focusing on one particularly neat system and studying it in detail. In this way, all the key ideas are covered without getting involved in the complications of more advanced systems, but concentrating rather on the principles that make the theory work in practice. This book takes a type-assignment approach to type theory, and the system considered is the simplest polymorphic one. The author covers all the basic ideas, including the system's relation to propositional logic, and gives a careful treatment of the type-checking algorithm which lies at the heart of every such system. Also featured are two other interesting algorithms that have been buried in inaccessible technical literature. The mathematical presentation is rigorous but clear, making the book at a level which can be used as an introduction to type theory for comp

For Introduction to Programming (CS1) and other more intermediate courses covering programming in C++. Also appropriate as a supplement for upper-level courses where the instructor uses a book as a re

In Big Java, Third Edition, Cay Horstmann provides a comprehensive introduction to fundamental programming techniques and design skills to help the student master basic concepts. Realistic programming

Power grids, flexible manufacturing, cellular communications: interconnectedness has consequences. This remarkable book gives the tools and philosophy you need to build network models detailed enough to capture essential dynamics but simple enough to expose the structure of effective control solutions. Core chapters assume only exposure to stochastic processes and linear algebra at undergraduate level; later chapters are for advanced graduate students and researchers/practitioners. This gradual development bridges classical theory with the state-of-the-art. The workload model at the heart of traditional analysis of the single queue becomes a foundation for workload relaxations used in the treatment of complex networks. Lyapunov functions and dynamic programming equations lead to the celebrated MaxWeight policy along with many generalizations. Other topics include methods for synthesizing hedging and safety stocks, stability theory for networks, and techniques for accelerated simulation

Mobile Python is the introduction of Python programming language to the mobile space. This practical hands-on book teaches readers how to realize their application ideas on the Symbian OS. Programmin

This book provides an introduction to Bluetooth programming, with a specific focus on developing real code. The authors discuss the major concepts and techniques involved in Bluetooth programming, with special emphasis on how they relate to other networking technologies. They provide specific descriptions and examples for creating applications in a number of programming languages and environments including Python, C, Java, GNU/Linux, Windows XP, Symbian Series 60, and Mac OS X. No previous experience with Bluetooth is assumed, and the material is suitable for anyone with some programming background. The authors place special emphasis on the essential concepts and techniques of Bluetooth programming, starting simply and allowing the reader to quickly master the basic concepts before addressing advanced features.

Forth Programmer's Handbook is a thorough introduction to the Forth programming language. Written for readers with programming backgrounds but not necessarily with prior exposure to Forth, it offer

Quantum field theory is the application of quantum mechanics to systems with infinitely many degrees of freedom. This 2007 textbook presents quantum field theoretical applications to systems out of equilibrium. It introduces the real-time approach to non-equilibrium statistical mechanics and the quantum field theory of non-equilibrium states in general. It offers two ways of learning how to study non-equilibrium states of many-body systems: the mathematical canonical way and an easy intuitive way using Feynman diagrams. The latter provides an easy introduction to the powerful functional methods of field theory, and the use of Feynman diagrams to study classical stochastic dynamics is considered in detail. The developed real-time technique is applied to study numerous phenomena in many-body systems. Complete with numerous exercises to aid self-study, this textbook is suitable for graduate students in statistical mechanics and condensed matter physics.

An introduction to 3D games programming explains how to utilize Java 3D and JOGL to create unique games, discussing such topics as multitextured landscapes, backgrounds and overlays, J2SE 6 applicatio

Learn microcontroller fundamentals as well as the basics of architecture, assembly language programming, and applications in embedded systems! This comprehensive introduction to the PIC microcontrolle

Learn microcontroller fundamentals as well as the basics of architecture, assembly language programming, and applications in embedded systems! This comprehensive introduction to the PIC microcontroll

本書內容包含PART ONE: FUNDAMENTALS1. Introduction to Computer Programming 2. Getting Started in C Programming 3. Processing and Interactive Input PART TWO: FLOW OF CONTROL 4. Selection 5. Repetition 6. Modu

Optimal Reliability Design, first published in 2000, provides a detailed introduction to systems reliability and reliability optimization. Techniques for maximizing system reliability are described, focusing on component reliability enhancement and redundancy arrangement. The authors present several case studies and show how optimization techniques are applied in practice. They also pay particular attention to finding methods that give the optimal trade-off between reliability and cost. The book begins with a review of key background material, and a discussion of a range of optimization models. The authors go on to cover optimization tools, such as heuristics, discrete optimization, nonlinear programming, mixed integer programming, optimal arrangement, and metaheuristic algorithms. They also describe the computational implementation of these tools. Many numerical examples are included, and the book contains over 180 homework exercises. It is suitable as a textbook for graduate-level co

This 2006 book presents a systematic introduction to the theory of parametric stability of structures under both deterministic and stochastic loadings. A comprehensive range of theories are presented and various application problems are formulated and solved, often using more than one approach. Investigation of an elastic system's dynamic stability frequently leads to the study of dynamic behaviour of the solutions of parametrically excited systems. Parametric instability or resonance is more dangerous than ordinary resonance as it is characterised by exponential growth of the response amplitudes even in the presence of damping. The emphasis in this book is on the applications and various analytical and numerical methods for solving engineering problems. The materials presented are as self-contained as possible, with all of the important steps of analysis provided in order to make the book suitable as a graduate-level textbook and especially for self-study.

This introduction to Malliavin's stochastic calculus of variations emphasizes the problem that motivated the subject's development, with detailed accounts of the different forms of the theory develope

This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for deterministic optimal control p

This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for deterministic optimal control p

Updated and revised to include the use of Java for programming examples, this book provides readers with a thorough and clear introduction to the difficult concept of recursionUses a broad range of ex

This book provides an introduction to the C programming language. It is widely known for its accurate and precise descriptions, its careful annotation of code, and its comprehensive coverage of topics

In recent years, with the introduction of new media products, there has been a shift in the use of programming languages from FORTRAN or C to MATLAB for implementing numerical methods. This book makes

The book provides a general introduction to the theory of large deviations and a wide overview of the metastable behaviour of stochastic dynamics. With only minimal prerequisites, the book covers all the main results and brings the reader to the most recent developments. Particular emphasis is given to the fundamental Freidlin-Wentzell results on small random perturbations of dynamical systems. Metastability is first described on physical grounds, following which more rigorous approaches to its description are developed. Many relevant examples are considered from the point of view of the so-called pathwise approach. The first part of the book develops the relevant tools including the theory of large deviations which are then used to provide a physically relevant dynamical description of metastability. Written to be accessible to graduate students, this book provides an excellent route into contemporary research.

Action Semantics is a novel approach to the formal description of programming languages. Its abstractness is at an intermediate level, between that of denotational and operational semantics. Action Semantics has considerable pragmatic advantages over all previous approaches, in its comprehensibility and accessibility, and especially in the usefulness of its semantic descriptions of realistic programming languages. In this volume, Dr Peter Mosses gives a thorough introduction to action semantics, and provides substantial illustrations of its use. Graduates of computer science or maths who have an interest in the semantics of programming languages will find Action Semantics a most helpful book.

Linear logic is a branch of proof theory which provides refined tools for the study of the computational aspects of proofs. These tools include a duality-based categorical semantics, an intrinsic graphical representation of proofs, the introduction of well-behaved non-commutative logical connectives, and the concepts of polarity and focalisation. These various aspects are illustrated here through introductory tutorials as well as more specialised contributions, with a particular emphasis on applications to computer science: denotational semantics, lambda-calculus, logic programming and concurrency theory. The volume is rounded-off by two invited contributions on new topics rooted in recent developments of linear logic. The book derives from a summer school that was the climax of the EU Training and Mobility of Researchers project 'Linear Logic in Computer Science'. It is an excellent introduction to some of the most active research topics in the area.

The estimation of noisily observed states from a sequence of data has traditionally incorporated ideas from Hilbert spaces and calculus-based probability theory. As conditional expectation is the key concept, the correct setting for filtering theory is that of a probability space. Graduate engineers, mathematicians and those working in quantitative finance wishing to use filtering techniques will find in the first half of this book an accessible introduction to measure theory, stochastic calculus, and stochastic processes, with particular emphasis on martingales and Brownian motion. Exercises are included. The book then provides an excellent users' guide to filtering: basic theory is followed by a thorough treatment of Kalman filtering, including recent results which extend the Kalman filter to provide parameter estimates. These ideas are then applied to problems arising in finance, genetics and population modelling in three separate chapters, making this a comprehensive resource for b

From the author of "Physics for Game Developers," comes a new, non-threatening introduction to the complex subject of game programming.