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Stochastic Recursive Algorithms for Optimization

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Optimization Methods in Finance
滿額折
出版日:2018/10/31 作者:Gérard Cornuéjols  出版社:Cambridge Univ Pr  裝訂:精裝
Optimization methods play a central role in financial modeling. This textbook is devoted to explaining how state-of-the-art optimization theory, algorithms, and software can be used to efficiently solve problems in computational finance. It discusses some classical mean–variance portfolio optimization models as well as more modern developments such as models for optimal trade execution and dynamic portfolio allocation with transaction costs and taxes. Chapters discussing the theory and efficient solution methods for the main classes of optimization problems alternate with chapters discussing their use in the modeling and solution of central problems in mathematical finance. This book will be interesting and useful for students, academics, and practitioners with a background in mathematics, operations research, or financial engineering. The second edition includes new examples and exercises as well as a more detailed discussion of mean–variance optimization, multi-period models, and add
優惠價: 9 2866
無庫存
Foraging-inspired Optimisation Algorithms
90 折
出版日:2018/10/06 作者:Anthony Brabazon; Se嫕 Mcgarraghy  出版社:Springer-Nature New York Inc  裝訂:精裝
This book is an introduction to relevant aspects of the foraging literature for algorithmic design, and an overview of key families of optimization algorithms that stem from a foraging metaphor. The a
優惠價: 9 3443
無庫存
Continuous Nonlinear Optimization for Engineering Applications in GAMS Technology
90 折
出版日:2018/01/03 作者:eculai Andrei  出版社:Springer Verlag  裝訂:平裝
This book presents the theoretical details and computational performances of algorithms used for solving continuous nonlinear optimization applications imbedded in GAMS. Aimed toward scientists and gr
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Meta-Heuristic And Evolutionary Algorithms For Engineering Optimization
90 折
出版日:2017/09/29 作者:Bozorg-Haddad  出版社:John Wiley & Sons Inc  裝訂:精裝
A detailed review of a wide range of meta-heuristic and evolutionary algorithms in a systematic manner and how they relate to engineering optimization problems This book introduces the main metaheuris
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Evolutionary Computation With Biogeography-Based Optimization
90 折
出版日:2017/01/26 作者:Ma  出版社:John Wiley & Sons Inc  裝訂:精裝
Evolutionary computation algorithms are employed to minimize functions with large number of variables. Biogeography-based optimization (BBO) is an optimization algorithm that is based on the science o
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Evolutionary Global Optimization, Manifolds and Applications
90 折
出版日:2015/12/16 作者:Hime Aguiar E Oliveira Jr.  出版社:Springer-Verlag New York Inc  裝訂:精裝
This book presents powerful techniques for solving global optimization problems on manifolds by means of evolutionary algorithms, and shows in practice how these techniques can be applied to solve rea
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Linear and Integer Optimization ─ Theory and Practice
90 折
出版日:2015/04/05 作者:Gerard Sierksma; Yori Zwols  出版社:Productivity Press  裝訂:精裝
Linear optimization, also commonly called linear programming, is a widely used tool for transforming a real-life decision problem into a mathematical model, for designing algorithms to analyze the mod
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Optimization In Engineering Sciences: Approximate And Metaheuristic Methods
90 折
出版日:2014/11/21 作者:Stefanoiu  出版社:John Wiley & Sons Inc  裝訂:平裝
The purpose of this book is to present the main metaheuristics and approximate and stochastic methods for optimization of complex systems in Engineering Sciences. It has been written within the framew
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This volume contains thirteen articles on advances in applied mathematics and computing methods for engineering problems. Six papers are on optimization methods and algorithms with emphasis on problem
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Evolutionary Algorithms For Mobile Ad Hoc Networks
90 折
出版日:2014/04/18 作者:Dorronsoro  出版社:John Wiley & Sons Inc  裝訂:精裝
This comprehensive guide describes how evolutionary algorithms (EA) may be used to identify, model, and optimize day-to-day problems that arise for researchers in optimization and mobile networking. I
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Advances in Bio-inspired Computing for Combinatorial Optimization Problems
90 折
出版日:2013/08/31 作者:Camelia-mihaela Pintea  出版社:Springer-Verlag New York Inc  裝訂:精裝
"Advances in Bio-inspired Combinatorial Optimization Problems" illustrates several recent bio-inspired efficient algorithms for solving NP-hard problems.Theoretical bio-inspired concepts and models, i
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Analyzing Evolutionary Algorithms
90 折
出版日:2012/12/19 作者:Thomas Jansen  出版社:Springer-Verlag New York Inc  裝訂:精裝
Evolutionary algorithms is a class of randomized heuristics inspired by natural evolution. They are applied in many different contexts, in particular in optimization, and analysis of such algorithms h
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出版日:2012/09/30 作者:Pandian Vasant (EDT)  出版社:Igi Global  裝訂:精裝
The meta-heuristic hybrid optimization techniques discussed in this collection address the intrinsic difficulty of algorithms and the need to model uncertainty problems troubling modern industrial, bu
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出版日:2012/07/31 作者:Stefan Schaffler  出版社:Springer Verlag  裝訂:精裝
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 econom
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出版日:2011/11/05 作者:Daniel Scholz  出版社:Springer Verlag  裝訂:精裝
This monograph deals with a general class of solution approaches in deterministic global optimization, namely the geometric branch-and-bound methods which are popular algorithms, for instance, in Lips
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出版日:2011/09/15 作者:Marida Bertocchi (EDT); Giorgio Consigli (EDT); Michael A. H. Dempster (EDT)  出版社:Springer Verlag  裝訂:精裝
This volume presents a collection of contributions dedicated to applied problems in the financial and energy sectors that have been formulated and solved in a stochastic optimization framework. The in
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出版日:2011/06/27 作者:Gabriel Luque; Enrique Alba  出版社:Springer Verlag  裝訂:精裝
This book is the result of several years of research trying to better characterize parallel genetic algorithms (pGAs) as a powerful tool for optimization, search, and learning. Readers can learn how t
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Deterministic Operations Research: Models And Methods In Linear Optimization
90 折
出版日:2010/07/08 作者:Rader  出版社:John Wiley & Sons Inc  裝訂:精裝
Uniquely blends mathematical theory and algorithm design for understanding and modeling real-world problems Optimization modeling and algorithms are key components to problem-solving across various f
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Engineering Optimization: An Introduction With Metaheuristic Applications
90 折
出版日:2010/06/17 作者:Yang  出版社:John Wiley & Sons Inc  裝訂:精裝
An accessible introduction to metaheuristics and optimization, featuring powerful and modern algorithms for application across engineering and the sciences From engineering and computer science to ec
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Stochastic Scheduling:Expectation-Variance Analysis of a Schedule
90 折
出版日:2010/03/31 作者:Subhash C. Sarin  出版社:Cambridge Univ Pr  裝訂:精裝
Stochastic scheduling is in the area of production scheduling. There is a dearth of work that analyzes the variability of schedules. In a stochastic environment, in which the processing time of a job is not known with certainty, a schedule is typically analyzed based on the expected value of a performance measure. This book addresses this problem and presents algorithms to determine the variability of a schedule under various machine configurations and objective functions. It is intended for graduate and advanced undergraduate students in manufacturing, operations management, applied mathematics, and computer science, and it is also a good reference book for practitioners. Computer software containing the algorithms is provided on an accompanying website for ease of student and user implementation.
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Lectures on Stochastic Programming:Modeling and Theory
90 折
出版日:2009/10/08 作者:Alexander Shapiro ; Darinka Dentcheva ; Andrzej Ruszczyński  出版社:Cambridge University Press  裝訂:平裝
This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. It will be useful t
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Introduction to Mathematical Optimization: From Linear Programming to Metaheuristics
90 折
出版日:2008/01/01 作者:Xin-she Yang  出版社:Cambridge Intl Science Pub  裝訂:平裝
This book strives to provide a balanced coverage of efficient algorithms commonly used in solving mathematical optimization problems. It covers both the convectional algorithms and modern heuristic a
優惠價: 9 2835
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Numerical Optimization—Theoretical And Practical Aspects
90 折
出版日:2006/11/21 作者:J. Frederic Bonnans; J. Charles Gilbert; Claude Lemarechal; Claudia A. Sagastizabal  出版社:Springer Verlag  裝訂:平裝
This book starts with illustrations of the ubiquitous character of optimization, and describes numerical algorithms in a tutorial way. It covers fundamental algorithms as well as more specialized and
優惠價: 9 3150
無庫存
出版日:2004/08/30 作者:Ronald W. Morrison  出版社:Springer Verlag  裝訂:精裝
The robust capability of Evolutionary Algorithms (EAs) to find solutions to difficult problems has permitted them to become the optimization and search techniques of choice for many practical static p
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Stochastic Models in Operations Research ─ Stochastic Optimizations
滿額折
出版日:2003/12/19 作者:Matthew J. Sobel; Daniel P. Heyman  出版社:Dover Pubns  裝訂:平裝
Focusing on stochastic optimization, Heyman (information not given) and Sobel (Weatherhead School of Management, Case School of Engineering, Case Western Reserve University) introduce myopic optimal p
優惠價: 9 1024
無庫存
出版日:2003/03/01 作者:Alexander Schrijver  出版社:Springer Verlag  裝訂:精裝
An in-depth overview of polyhedral methods and efficient algorithms in combinatorial optimization. These methods form a broad, coherent and powerful kernel in combinatorial optimization, with strong l
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Foundations of Stochastic Inventory Theory
90 折
出版日:2002/09/01 作者:Evan L. Porteus  出版社:Stanford Business Books  裝訂:精裝
Emphasizing the foundations of dynamic optimization models, this book presents foundational results, concepts, methods, and tools useful in building and analyzing stochastic inventory models. Topics
優惠價: 9 3240
無庫存
Optimization Theory for Large Systems
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出版日:2002/01/14 作者:Leon S. Lasdon  出版社:Dover Pubns  裝訂:平裝
Important text examines algorithms for optimizing large systems and clarifying relations between optimization procedures. Much data appear as charts and graphs and will be highly valuable to readers i
優惠價: 9 1024
無庫存
Genetic Algorithms And Engineering Design
90 折
出版日:1997/01/07 作者:Gen  出版社:John Wiley & Sons Inc  裝訂:精裝
The last few years have seen important advances in the use of genetic algorithms to address challenging optimization problems in industrial engineering. Genetic Algorithms and Engineering Design is th
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出版日:1996/06/01 作者:George Ch Pflug  出版社:Kluwer Academic Pub  裝訂:平裝
Stochastic models are everywhere. In manufacturing, queuing models are used for modeling production processes, realistic inventory models are stochastic in nature. Stochastic models are considered
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實戰SEO:60天讓網站流量增加20倍
滿額折
出版日:2023/07/24 作者:昝輝(Zac)  出版社:碁峰資訊  裝訂:平裝
SEO是Search Engine Optimization的縮寫,中文譯為「搜尋引擎最佳化」。簡單地說,SEO是指從自然搜尋結果獲得網站流量的技術和過程。好的SEO,可以讓潛在客戶更有機會進入您的網站,帶來更多的商機。 本書完整而詳盡地介紹了正規、有效的SEO實戰技術。精采內容包括: .為何要做SEO? .搜尋引擎工作原理 .關鍵字研究 .網站架構最佳化 .外部連結建設 .SEO效果檢測及策略修正 .SEO作弊及懲罰 .排名因素列表 .常用的SEO工具 .SEO專案管理中需要注意的問題 本書不僅對需要做SEO的人員有幫助,如個人站長、公司SEO或網路行銷人員、SEO服務公司人員等,對所有從事與網站相關工作的人都有參考價值,如網站設計人員、程式師、大專院校網路行銷和電子商務課程、網路公司技術和行銷團隊、傳統商業公司電子商務團隊等。
優惠價: 9 585
庫存:3
Introduction to Stochastic Processes
滿額折
出版日:2013/02/20 作者:Erhan Cinlar  出版社:Dover Pubns  裝訂:平裝
" This clear presentation of the most fundamental models of random phenomena employs methods that recognize computer-related aspects of theory. Topics include probability spaces and random variables,
優惠價: 9 1197
庫存:1
The Frances Audio Collection
滿額折
出版日:2006/04/01 作者:Russell Hoban; Glynis Johns (NRT)  出版社:Harpercollins Childrens  裝訂:有聲書
This collection includes four endearing favorites, Bedtime for Frances; A Baby Sister for Frances; Bread and Jam for Frances; and A Birthday for Frances. Children will cheer for Frances as she cleverl
優惠價: 79 450
庫存:4
Handbook of Machine Learning ― Optimization and Decision Making
95 折
出版日:2019/10/29 作者:Collins Achepsah Leke; Tshilidzi Marwala  出版社:World Scientific Publishing Co Pte Ltd  裝訂:精裝
Building on Handbook of Machine Learning - Volume 1: Foundation of Artificial Intelligence, this volume on Optimization and Decision Making covers a range of algorithms and their applications. Like th
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Global Optimization Methods in Geophysical Inversion
90 折
出版日:2018/03/01 作者:Mrinal K. Sen  出版社:Cambridge Univ Pr  裝訂:平裝
Providing an up-to-date overview of the most popular global optimization methods used in interpreting geophysical observations, this new edition includes a detailed description of the theoretical development underlying each method and a thorough explanation of the design, implementation and limitations of algorithms. New and expanded chapters provide details of recently developed methods, such as the neighborhood algorithm, particle swarm optimization, hybrid Monte Carlo and multi-chain MCMC methods. Other chapters include new examples of applications, from uncertainty in climate modeling to whole Earth studies. Several different examples of geophysical inversion, including joint inversion of disparate geophysical datasets, are provided to help readers design algorithms for their own applications. This is an authoritative and valuable text for researchers and graduate students in geophysics, inverse theory and exploration geoscience, and an important resource for professionals working
優惠價: 9 2537
無庫存
Big Data Optimization ― Recent Developments and Challenges
90 折
出版日:2016/06/07 作者:Ali Emrouznejad (EDT)  出版社:Springer-Verlag New York Inc  裝訂:精裝
Themain objective of this book is to provide the necessary background to work withbig data by introducing some novel optimization algorithms and codes capable ofworking in the big data setting as well
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Numerical Optimization With Computational Errors
90 折
出版日:2016/05/03 作者:Alexander J. Zaslavski  出版社:Springer Verlag  裝訂:精裝
This book studies of approximate solutions of optimization problems in the presence of computational errors. A number of results are presented on the convergence behavior of algorithms in a
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Metaheuristics and Optimization in Civil Engineering
90 折
出版日:2015/12/18 作者:Xin-she Yang (EDT); Gebrail Bekdas (EDT); Sinan Melih Nigdeli (EDT)  出版社:Springer Verlag  裝訂:精裝
This timely book deals with a current topic, i.e. the applications of metaheuristic algorithms, with a primary focus on optimization problems in civil engineering. The first chapter offers a concise o
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Numerical Pde-constrained Optimization
90 折
出版日:2015/03/05 作者:Juan Carlos De Los Reyes  出版社:Springer Verlag  裝訂:平裝
This book introduces, in an accessible way, the basic elements of Numerical PDE-Constrained Optimization, from the derivation of optimality conditions to the design of solution algorithms. Numerical o
優惠價: 9 3240
無庫存
出版日:2014/12/30 作者:Rituparna Datta; Kalyanmoy Deb  出版社:Springer-Verlag New York Inc  裝訂:精裝
This book makes available a self-contained collection of modern research addressing the general constrained optimization problems using evolutionary algorithms. Broadly the topics covered include cons
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