Theory Driven by Influential Applications / Huseyin Topaloglu.

Format:

Book

Author/Creator:

Topaloglu, Huseyin, author.

Language:

English

Subjects (All):

Education.

Physical Description:

1 online resource (224 pages)

Place of Publication:

Hanover : INFORMS, 2013.

Summary:

Annotation The works published in this volume offer a unique opportunity to be refreshed in traditional areas such as simulation and network search, and introduced to more recent innovations in the field pertaining to mathematical programming and optimization under uncertainty.

Contents:

Foreword

Preface

Performance Variability in Mixed-Integer Programming

Andrea Lodi, Andrea Tramontani

Mixed-Integer Second-Order Cone Programming: A Survey

Hande Y. Benson, Ümit Sağlam

Sparse Solutions to Complex Models

Xin Chen, Chung Piaw Teo

Network Search from a Game Theoretic Perspective

Steve Alpern

Stochastic Variational Inequality Problems: Applications, Analysis, and Algorithms

Uday V. Shanbhag

Correlation Decay Method for Decision, Optimization, and Inference in Large-Scale Networks

David Gamarnik

Simulation Optimization: A Concise Overview and Implementation Guide

Raghu Pasupathy, Soumyadip Ghosh

Superquantiles and Their Applications to Risk, Random Variables, and Regression

R. Tyrrell Rockafellar, Johannes O. Royset

Advances in Risk-Averse Optimization

Andrzej Ruszczyński

Optimal Placement in a Limit Order Book

Xin Guo

Portfolio Optimisation: Models and Solution Approaches

J. E. Beasley

Contributing Authors.

Notes:

Description based on publisher supplied metadata and other sources.