Stochastic Processes Optimization And Control Theory Applications In Financial Engineering Queueing Networks And Manufacturing Systems
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Stochastic Processes Optimization And Control Theory Applications In Financial Engineering Queueing Networks And Manufacturing Systems
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Author : Houmin Yan
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-09-10
Stochastic Processes Optimization And Control Theory Applications In Financial Engineering Queueing Networks And Manufacturing Systems written by Houmin Yan and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-09-10 with Technology & Engineering categories.
This edited volume contains 16 research articles. It presents recent and pressing issues in stochastic processes, control theory, differential games, optimization, and their applications in finance, manufacturing, queueing networks, and climate control. One of the salient features is that the book is highly multi-disciplinary. The book is dedicated to Professor Suresh Sethi on the occasion of his 60th birthday, in view of his distinguished career.
Stochastic Programming
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Author : Horand Gassmann
language : en
Publisher: World Scientific
Release Date : 2013
Stochastic Programming written by Horand Gassmann and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Business & Economics categories.
This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the uncertainty problems. The applications, which were presented at the 12th International Conference on Stochastic Programming held in Halifax, Nova Scotia in August 2010, span the rich field of uses of these models. The finance papers discuss such diverse problems as longevity risk management of individual investors, personal financial planning, intertemporal surplus management, asset management with benchmarks, dynamic portfolio management, fixed income immunization and racetrack betting. The production and logistics papers discuss natural gas infrastructure design, farming Atlantic salmon, prevention of nuclear smuggling and sawmill planning. The energy papers involve electricity production planning, hydroelectric reservoir operations and power generation planning for liquid natural gas plants. Finally, two telecommunication papers discuss mobile network design and frequency assignment problems.
System Signatures And Their Applications In Engineering Reliability
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Author : Francisco J. Samaniego
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-09-04
System Signatures And Their Applications In Engineering Reliability written by Francisco J. Samaniego and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-09-04 with Technology & Engineering categories.
Since the introduction of system signatures in Francisco Samaniego’s 1985 paper, the properties of this technical concept have been examined, tested and proven in a wide variety of systems applications. Based on the practical and research success in building reliability into systems with system signatures, this is the first book treatment of the approach. Its purpose is to provide guidance on how reliability problems might be structured, modeled and solved.
Nested Partitions Method Theory And Applications
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Author : Leyuan Shi
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-10-30
Nested Partitions Method Theory And Applications written by Leyuan Shi and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-10-30 with Mathematics categories.
Thesubjectofthisbookisthenested partitions method(NP),arelativelynew optimization method that has been found to be very e?ective solving discrete optimization problems. Such discrete problems are common in many practical applications and the NP method is thus useful in diverse application areas. It can be applied to both operational and planning problems and has been demonstrated to e?ectively solve complex problems in both manufacturing and service industries. To illustrate its broad applicability and e?ectiveness, in this book we will show how the NP method has been successful in solving complex problems in planning and scheduling, logistics and transportation, supply chain design, data mining, and health care. All of these diverse app- cationshaveonecharacteristicincommon:theyallleadtocomplexlarge-scale discreteoptimizationproblemsthatareintractableusingtraditionaloptimi- tion methods. 1.1 Large-Scale Optimization IndevelopingtheNPmethodwewillconsideroptimization problemsthatcan be stated mathematically in the following generic form: minf(x), (1.1) x?X where the solution space or feasible region X is either a discrete or bounded ? set of feasible solutions. We denote a solution to this problem x and the ? ? objective function value f = f (x ).
Process Optimization
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Author : Enrique del Castillo
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-09-14
Process Optimization written by Enrique del Castillo and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-09-14 with Mathematics categories.
PROCESS OPTIMIZATION: A Statistical Approach is a textbook for a course in experimental optimization techniques for industrial production processes and other "noisy" systems where the main emphasis is process optimization. The book can also be used as a reference text by Industrial, Quality and Process Engineers and Applied Statisticians working in industry, in particular, in semiconductor/electronics manufacturing and in biotech manufacturing industries.
Proportional Optimization And Fairness
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Author : Wieslaw Kubiak
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-11-16
Proportional Optimization And Fairness written by Wieslaw Kubiak and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-11-16 with Business & Economics categories.
Proportional Optimization and Fairness is a long-needed attempt to reconcile optimization with apportionment in just-in-time (JIT) sequences and find the common ground in solving problems ranging from sequencing mixed-model just-in-time assembly lines through just-in-time batch production, balancing workloads in event graphs to bandwidth allocation internet gateways and resource allocation in computer operating systems. The book argues that apportionment theory and optimization based on deviation functions provide natural benchmarks for a process, and then looks at the recent research and developments in the field. Individual chapters look at the theory of apportionment and just-in-time sequences; minimization of just-in-time sequence deviation; optimality of cyclic sequences and the oneness; bottleneck minimization; competition-free instances, Fraenkel’s Conjecture, and optimal admission sequences; response time variability; applications to the Liu-Layland Problem and pinwheel scheduling; temporal capacity constraints and supply chain balancing; fair queuing and stride scheduling; and smoothing and batching.
Manufacturing And Service Enterprise With Risks
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Author : Masayuki Matsui
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-10-09
Manufacturing And Service Enterprise With Risks written by Masayuki Matsui and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-10-09 with Business & Economics categories.
The subject for this book is my life work on the enterprise modeling and integration by a stochastic/queuing form, and the book plan was conceived before my stay in the USA in 1996–97 as a visiting scholar. The rst title was “Stochastic Management and Design of Manufacturing Systems.” The rst version was attempted in 2001; however, this version was inappropriate and was not revised till now. It is 40 years since I attempted a stochastic approach to manufacturing and management due to the limitations of statistical approaches. The century in which industrial engineering and management rose to the forefront was one in which a static/statistical approach was applied to the development of classical models and general/average theory. This book presents a stochastic management approach to the manufacturing and service enterprise with risks by a game/strategic view, and is based on many papers in production/queueing studies that have appeared in famous journals. The book’s objective is to discuss and show the goals and constraints on manufacturing and service enterprises, and to provide a strategic/collaborative solution for management with risks in heterogeneity. This book mainly focuses on the three manufacturing classes: continuous, poi- wise, and exible stream types under risks. These manufacturing streams are rst studied using the respective stochastic processes, and are characterized and dev- oped as a queueing/strategic control problem of look-ahead/buffer, selection/swit- over, and arrangement/routings. Moreover, the behaviors of some design/control variables are shown and useful theories for design are established.
Time Varying Network Optimization
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Author : Dan Sha
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-05-05
Time Varying Network Optimization written by Dan Sha and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-05-05 with Computers categories.
Network ?ow optimization problems may arise in a wide variety of important ?elds, such as transportation, telecommunication, computer networking, ?nancial planning, logistics and supply chain management, energy systems, etc. Signi?cant and elegant results have been achieved onthetheory,algorithms,andapplications,ofnetwork?owoptimization in the past few decades; See, for example, the seminal books written by Ahuja, Magnanti and Orlin (1993), Bazaraa, Jarvis and Sherali (1990), Bertsekas (1998), Ford and Fulkerson (1962), Gupta (1985), Iri (1969), Jensen and Barnes (1980), Lawler (1976), and Minieka (1978). Most network optimization problems that have been studied up to date are, however, static in nature, in the sense that it is assumed that it takes zero time to traverse any arc in a network and that all attributes of the network are constant without change at any time. Networks in the real world are, nevertheless, time-varying in essence, in which any ?ow must take a certain amount of time to traverse an arc and the network structure and parameters (such as arc and node capacities) may change over time. In such a problem, how to plan and control the transmission of ?ow becomes very important, since waiting at a node, or travelling along a particular arc with di?erent speed, may allow one to catch the best timing along his path, and therefore achieve his overall objective, such as a minimum overall cost or a minimum travel time from the origin to the destination.
Foreign Exchange Rate Forecasting With Artificial Neural Networks
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Author : Lean Yu
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-02-26
Foreign Exchange Rate Forecasting With Artificial Neural Networks written by Lean Yu and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-02-26 with Business & Economics categories.
The foreign exchange market is one of the most complex dynamic markets with the characteristics of high volatility, nonlinearity and irregularity. Since the Bretton Woods System collapsed in 1970s, the fluctuations in the foreign exchange market are more volatile than ever. Furthermore, some important factors, such as economic growth, trade development, interest rates and inflation rates, have significant impacts on the exchange rate fluctuation. Meantime, these characteristics also make it extremely difficult to predict foreign exchange rates. Therefore, exchange rates forecasting has become a very important and challenge research issue for both academic and ind- trial communities. In this monograph, the authors try to apply artificial neural networks (ANNs) to exchange rates forecasting. Selection of the ANN approach for - change rates forecasting is because of ANNs’ unique features and powerful pattern recognition capability. Unlike most of the traditional model-based forecasting techniques, ANNs are a class of data-driven, self-adaptive, and nonlinear methods that do not require specific assumptions on the und- lying data generating process. These features are particularly appealing for practical forecasting situations where data are abundant or easily available, even though the theoretical model or the underlying relationship is - known. Furthermore, ANNs have been successfully applied to a wide range of forecasting problems in almost all areas of business, industry and engineering. In addition, ANNs have been proved to be a universal fu- tional approximator that can capture any type of complex relationships.
Game Theoretic Risk Analysis Of Security Threats
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Author : Vicki M. Bier
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-10-20
Game Theoretic Risk Analysis Of Security Threats written by Vicki M. Bier and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-10-20 with Technology & Engineering categories.
Game Theoretic Risk Analysis of Security Threats introduces reliability and risk analysis in the face of threats by intelligent agents. More specifically, game-theoretic models are developed for identifying optimal and/or equilibrium defense and attack strategies in systems of varying degrees of complexity. The book covers applications to networks, including problems in both telecommunications and transportation. However, the book’s primary focus is to integrate game theory and reliability methodologies into a set of techniques to predict, detect, diminish, and stop intentional attacks at targets that vary in complexity. In this book, Bier and Azaiez highlight work by researchers who combine reliability and risk analysis with game theory methods to create a set of functional tools that can be used to offset intentional, intelligent threats (including threats of terrorism and war). These tools will help to address problems of global security and facilitate more cost-effective defensive investments.