Stochastic Optimization – alle Bücher

Kurt Marti
Stochastic Optimization Methods

This book examines optimization problems that in practice involve random model parameters. It outlines the computation of robust optimal solutions, i.e., optimal solutions that are insensitive to random p…

lieferbar innerhalb 2-3 Wochen

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Teemu Pennanen, Ari-Pekka Perkkiö
Convex Stochastic Optimization

This book studies a general class of convex stochastic optimization (CSO) problems that unifies many common problem formulations from operations research, financial mathematics and stochastic optimal cont…

lieferbar innerhalb 2-3 Wochen

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Bernd Heidergott, Felisa Vazquez-Abad
Optimization and Learning via Stochastic Gradient Search

Princeton Series in Applied Mathematics

An introduction to gradient-based stochastic optimization that integrates theory and implementationThis book explains gradient-based stochastic optimization, exploiting the methodologies of stochastic app…

lieferbar in mind. 4 Wochen

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Wim Stefanus van Ackooij, Welington Luis de Oliveira
Methods of Nonsmooth Optimization in Stochastic Programming

This book presents a comprehensive series of methods in nonsmooth optimization, with a particular focus on their application in stochastic programming and dedicated algorithms for decision-making under un…

lieferbar innerhalb 2-3 Wochen

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Alexei A Gaivoronski, Pavel S Knopov, Vladimir I Norkin, Volodymyr A Zaslavskyi
Stochastic Modeling and Optimization Methods for Critical Infrastructure Protection, Volume 1

Stochastic Modeling and Optimization Methods for Critical Infrastructure Protection is a thorough exploration of mathematical models and tools that are designed to strengthen critical infrastructures agai…

lieferbar innerhalb 1-2 Wochen

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Stochastic Modeling and Optimization Methods for Critical Infrastructure Protection, Volume 2

Stochastic Modeling and Optimization Methods for Critical Infrastructure Protection is a thorough exploration of mathematical models and tools that are designed to strengthen critical infrastructures agai…

lieferbar innerhalb 1-2 Wochen

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Abdelkhalak El Hami, Mohamed Eid
Multi-Physics Optimization

This book illustrates, in detail, the state of the art in the multidisciplinary science of multi-physics optimization. In a context of the perpetual search for improved industrial competitiveness, the evo…

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Gilles Pagès
Numerical Probability

Now in a thoroughly revised and expanded second edition, this textbook offers a comprehensive and self-contained introduction to numerical methods in probability, with particular emphasis on stochastic op…

lieferbar innerhalb 2-3 Wochen

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Tamer Ba¿ar, Boualem Djehiche, Hamidou Tembine
Mean-Field-Type Game Theory I

Provides the reader with a self-contained and comprehensive survey of the theory and engineering applications of mean-field games Introductory background, exercises and ideas of mean-field type game theor…

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Tamer Ba¿ar, Boualem Djehiche, Hamidou Tembine
Mean-Field-Type Game Theory II

Static & Dynamic Game Theory: Foundations & Applications

Provides the reader with a self-contained and comprehensive survey of the theory and engineering applications of mean-field gamesIntroductory background, exercises and ideas of mean-field type game theory…

lieferbar ab 13.4.2026.

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Theory, Algorithms, and Experiments in Applied Optimization

Springer Optimization and Its Applications - Band 226

This book celebrates the remarkable contributions of Panos M. Pardalos, offering a comprehensive collection of 19 rigorously peer-reviewed articles that span the breadth of his research interests. From de…

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Networks, Games, and Dynamics

This contributed volume provides an integrated perspective on modern mathematical and computational techniques for addressing complex problems in networks, control systems, learning, and game theory. It e…

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Francesco Menoncin
Portfolio Management in Continuous Time

This textbook covers essential topics in quantitative finance, including stochastic calculus, portfolio optimization (static and dynamic), and risk-neutral pricing. Combining financial theory with real-wo…

lieferbar ab 4.5.2026.

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