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1.

電子ブック

EB
edited by Stamatina Th. Rassia, Panos M. Pardalos
出版情報: New York, NY : Springer Science+Business Media, LLC, 2012
シリーズ名: Springer Optimization and Its Applications ; 56
オンライン: http://dx.doi.org/10.1007/978-1-4419-0745-5
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2.

電子ブック

EB
edited by Daniel Hernández-Hernández, J. Adolfo Minjárez-Sosa
出版情報: Boston : Birkhäuser Boston : Imprint: Birkhäuser, 2012
シリーズ名: Systems & Control: Foundations & Applications ;
オンライン: http://dx.doi.org/10.1007/978-0-8176-8337-5
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目次情報: 続きを見る
1 On the Policy Iteration Algorithm for Non-degenerate Controlled Diffusions under the Ergodic Criterion
2 Discrete-Time Inventory Problems with Lead Time and Order-Time Constraint
3 Sample-Path Optimality in Average Markov Decision Chains
4 Approximation of Infinite Horizon Discounted Cost Markov
5 Reduction of Discounted Continuous-Time MDPs with Unbounded
6 Continuous-Time Controlled Jump Markov Processes on the Finite
7 Existence and Uniqueness of Solutions of SPDEs in Infinite Dimensions
8 A Constrained Optimization Problem with Applications to Constrained
9 Optimal Execution of Derivatives, a Taylor Expansion Approach
10 A Survey of Some Model-Based Methods for Global Optimization
11 Constrained Optimality for First Passage Criteria in Semi-Markov
12 Infinite-Horizon Optimal Control Problems for Hybrid Switching
13 Fluid Approximations to Markov Decision Processes with Local
14 Minimizing Ruin Probabilities by Reinsurance and Investment: a Markovian Decision Approach
15 Estimation of the Optimality Deviation in Discounted Semi-Markov
16 Discrete Time Approximations of Continuous Time Finite Horizon
17 A Direct Approach to the Solution of Optimal Multiple-Stopping
18 On the Regularity Property of Semi-Markov Processes with Borel State Spaces
1 On the Policy Iteration Algorithm for Non-degenerate Controlled Diffusions under the Ergodic Criterion
2 Discrete-Time Inventory Problems with Lead Time and Order-Time Constraint
3 Sample-Path Optimality in Average Markov Decision Chains
3.

電子ブック

EB
edited by Nicholas J. Daras
出版情報: New York, NY : Springer New York : Imprint: Springer, 2012
シリーズ名: Springer Optimization and Its Applications ; 71
オンライン: http://dx.doi.org/10.1007/978-1-4614-4109-0
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Foreword
Preface
Table of Contents
1. The Significance of Research and Development for the National Defence and its Relation with the Military University Institutions (N. Uzunoglu)
2. Selected Topics in Critical Element Detection (J.L. Walteros, P.M. Pardalos)
3. Study of Engagement with Mobile Targets (S. Tassopoulos)
4. Solving an Electromagnetic Scattering Problem in Chiral Media (C. Athanasiadis, S. Dimitroula, K. Skourogiannis)
5. Orthonormality in Interpolation Schemes for Reconstructing Signals (N.J. Daras)
6. Computer Graphics Techniques in Military Applications (D. Christou, A. Danelakis, M. Mitrouli, D. Triantafyllou)
7. Numerical Optimization for the Length Problem (C. Kravvaritis, M. Mitrouli)
8. Adaptive Policies for Sequential Sampling under Incomplete Information and a Cost Constraint (A. Burnetas, O. Kanavetas)
9. On a Lanchester Combat Model (G. Kaimakamis, N. B. Zographopoulos
10. Land Warfare and Complexity (S. Dionysios)
11. Wavelet Transform in remote sensing with Implementation in edge detection and noise reduction (P. N. Michalis)
12. Optimal Orbital Coverage of Theater Operations and Targets (V. Oikonomou)
13. A Birdʼs-Eye View of Modern Symmetric Cryptography from Combinatorial Designs (C. Koukouvinos, D.E. Simos)
14. On the Weak Convergence of an Empirical Estimator of the Discrete-Time Semi-Markov Kernel (S. Georgiadis, N. Limnios)
15. Analysis methods for unreplicated factorial experiments (P. Angelopoulos, C. Koukouvinos, A. Skountzou)
Foreword
Preface
Table of Contents
4.

電子ブック

EB
by Peregrina Quintela, Ana Belén Fernández, Adela Martínez, Guadalupe Parente, María Teresa Sánchez
出版情報: Milano : Springer Milan : Imprint: Springer, 2012
シリーズ名: Sxi — Springer per l’Innovazione / Sxi — Springer for Innovation ; 1
オンライン: http://dx.doi.org/10.1007/978-88-470-2406-9
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目次情報:
1. Introduction
2. i-MATH Map of Demand for Mathematical Technology (TransMATH Demand Map)
3. i-MATH Map of Supply of Mathematical Technology (TransMATH Supply Map)
1. Introduction
2. i-MATH Map of Demand for Mathematical Technology (TransMATH Demand Map)
3. i-MATH Map of Supply of Mathematical Technology (TransMATH Supply Map)
5.

電子ブック

EB
by Ludger Rüschendorf
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013
シリーズ名: Springer Series in Operations Research and Financial Engineering ;
オンライン: http://dx.doi.org/10.1007/978-3-642-33590-7
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目次情報: 続きを見る
Preface.-Part I: Stochastic Dependence and Extremal Risk.-1 Copulas, Sklar's Theorem, and Distributional Transform
2 Fréchet Classes, Risk Bounds, and Duality Theory
3 Convex Order, Excess of Loss, and Comonotonicity
4 Bounds for the Distribution Function and Value at Risk of the Joint Portfolio
5 Restrictions on the Dependence Structure
6 Dependence Orderings of Risk Vectors and Portfolios
Part II: Risk Measures and Worst Case Portfolios
7 Risk Measures for Real Risks
8 Risk Measures for Portfolio Vectors
9 Law Invariant Convex Risk Measures on L_d^p and Optimal Mass Transportation
Part III: Optimal Risk Allocation
10 Optimal Allocations and Pareto Equilibrium
11 Characterization and Examples of Optimal Risk Allocations for Convex Risk Functionals
12 Optimal Contingent Claims and (Re)Insurance Contracts
Part IV: Optimal Portfolios and Extreme Risks
13 Optimal Portfolio Diversification w.r.t. Extreme Risks
14 Ordering of Multivariate Risk Models with Respect to Extreme Portfolio Losses
References
List of Symbols
Index
Preface.-Part I: Stochastic Dependence and Extremal Risk.-1 Copulas, Sklar's Theorem, and Distributional Transform
2 Fréchet Classes, Risk Bounds, and Duality Theory
3 Convex Order, Excess of Loss, and Comonotonicity