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1. Topological Aspects of Nonsmooth Optimization
by Vladimir Shikhman
出版情報: New York, NY : Springer Science+Business Media, LLC, 2012
シリーズ名: Springer Optimization and Its Applications ; 64
オンライン: http://dx.doi.org/10.1007/978-1-4614-1897-9
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電子ブック
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2. Mixed Integer Nonlinear Programming
edited by Jon Lee, Sven Leyffer
出版情報: New York, NY : Springer Science+Business Media, LLC, 2012
シリーズ名: The IMA Volumes in Mathematics and its Applications ; 154
オンライン: http://dx.doi.org/10.1007/978-1-4614-1927-3
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3. Functional Analysis, Calculus of Variations and Optimal Control
by Francis Clarke
出版情報: London : Springer London : Imprint: Springer, 2013
シリーズ名: Graduate Texts in Mathematics ; 264
オンライン: http://dx.doi.org/10.1007/978-1-4471-4820-3
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Normed Spaces
Convex sets and functions
Weak topologies
Convex analysis
Banach spaces
Lebesgue spaces
Hilbert spaces
Additional exercises for Part I
Optimization and multipliers
Generalized gradients
Proximal analysis
Invariance and monotonicity
Additional exercises for Part II
The classical theory
Nonsmooth extremals
Absolutely continuous solutions
The multiplier rule
Nonsmooth Lagrangians
Hamilton-Jacobi methods
Additional exercises for Part III
Multiple integrals
Necessary conditions
Existence and regularity
Inductive methods
Differential inclusions
Additional exercises for Part IV
Normed Spaces
Convex sets and functions
Weak topologies
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4. Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications : BSDEs with Jumps
by Łukasz Delong
出版情報: London : Springer London : Imprint: Springer, 2013
シリーズ名: EAA Series ;
オンライン: http://dx.doi.org/10.1007/978-1-4471-5331-3
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Introduction
Stochastic Calculus
Backward Stochastic Differential Equations – the General Case
Forward-Backward Stochastic Differential Equations
Numerical Methods for FBSDEs
Nonlinear Expectations and g-Expectations
Combined Financial and Insurance Model
Linear BSDEs and Predictable Representations of Insurance Payment Processes
Arbitrage-Free Pricing, Perfect Hedging and Superhedging
Quadratic Pricing and Hedging
Utility Maximization and Indifference Pricing and Hedging
Pricing and Hedging under a Least Favorable Measure
Dynamic Risk Measures
Other Classes of BSDEs
Introduction
Stochastic Calculus
Backward Stochastic Differential Equations – the General Case
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5. Continuous Average Control of Piecewise Deterministic Markov Processes
by Oswaldo Luiz do Valle Costa, Francois Dufour
出版情報: New York, NY : Springer New York : Imprint: Springer, 2013
シリーズ名: SpringerBriefs in Mathematics ;
オンライン: http://dx.doi.org/10.1007/978-1-4614-6983-4
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6. Modeling and Optimization: Theory and Applications : Selected Contributions from the MOPTA 2012 Conference
edited by Luis F. Zuluaga, Tamás Terlaky
出版情報: New York, NY : Springer New York : Imprint: Springer, 2013
シリーズ名: Springer Proceedings in Mathematics & Statistics ; 62
オンライン: http://dx.doi.org/10.1007/978-1-4614-8987-0
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Preface
1. M. F. Anjos, Recent Progress in Modeling Unit Commitment Problems
2. M. A. Lejeune, Portfolio Optimization with Combinatorial and Downside Return Constraints
3. R. R. Regis, An Initialization Strategy for High-Dimensional Surrogate-Based Expensive Black Box Optimization
4. H. Y. Benson; U. Saglam, Smoothing and Regularization for Mixed-Integer Second-Order Cone Programming with Application in Portfolio Optimization
5. T. Terlaky; D. Li, The Duality between the Perceptron Algorithm and the von Neumann Algorithm
Preface
1. M. F. Anjos, Recent Progress in Modeling Unit Commitment Problems
2. M. A. Lejeune, Portfolio Optimization with Combinatorial and Downside Return Constraints
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7. Topics in Matroid Theory
by Leonidas S. Pitsoulis
出版情報: New York, NY : Springer New York : Imprint: Springer, 2014
シリーズ名: SpringerBriefs in Optimization ;
オンライン: http://dx.doi.org/10.1007/978-1-4614-8957-3
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1.Introduction
2.Graph Theory, Vector Spaces and Transversals
3.Definition of Matroids
4.Representability, Duality, Minors, and Connectivity
5. Decomposition of Graphic Matroids
6.Signed-Graphic Matroids
List of Symbols
Index
1.Introduction
2.Graph Theory, Vector Spaces and Transversals
3.Definition of Matroids
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8. Scheduling of Power Generation : A Large-Scale Mixed-Variable Model
by András Prékopa, János Mayer, Beáta Strazicky, István Deák, János Hoffer, Ágoston Németh, Béla Potecz
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2014
シリーズ名: Springer Series in Operations Research and Financial Engineering ;
オンライン: http://dx.doi.org/10.1007/978-3-319-07815-1
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Control of electric power systems
A general mathematical programming model for the scheduling of electric power generation
Assumptions for model simplification
The model obtained by taking into account the simplifying assumptions
Daily scheduling
Appendix: The transmission network of electric power systems
Control of electric power systems
A general mathematical programming model for the scheduling of electric power generation
Assumptions for model simplification
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9. Modern Optimization with R
by Paulo Cortez
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2014
シリーズ名: Use R! ;
オンライン: http://dx.doi.org/10.1007/978-3-319-08263-9
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1. Introduction
2. R Basics
3. Blind Search
4. Local Search
5. Population-Based Search
6. Multi-Objective Optimization
7. Applications
1. Introduction
2. R Basics
3. Blind Search
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10. Advances in Global Optimization
edited by David Gao, Ning Ruan, Wenxun Xing
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2015
シリーズ名: Springer Proceedings in Mathematics & Statistics ; 95
オンライン: http://dx.doi.org/10.1007/978-3-319-08377-3
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Part I: Mathematical Programming
Part II: Combinatorial Optimization
Part III: Duality Theory
Part IV: Topology Optimization
Part V: Variational Inequalities and Complementarity Problems
Part VI: Numerical Optimization
Part VII: Stochastic Models and Simulation
Part VIII: Complex Simulation and Supply Chain Analysis
Part I: Mathematical Programming
Part II: Combinatorial Optimization
Part III: Duality Theory