Stochastic programming: applications in finance, energy, planning and logistics
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789814407502
Date de publication :
15 janv. 2013
Langue :
Anglais
Pays d'origine :
Singapour
Shows the breadth and depth of stochastic programming applications. This title features papers that discuss such diverse problems as longevity risk management of individual investors, personal financial planning, intertemporal surplus management, asset management with benchmarks, dynamic portfolio management, and more.