Modern optimization methods for decision making under risk and uncertainty / editors: Alexei A. Gaivoronski, Pavel S. Knopov, Volodymyr A. Zaslavskyi.

Format:

Book

Contributor:

Gaivoronski, Alexei A., editor.

Knopov, Pavel S. (Pavel Solomonovich), editor.

Zaslavskyi, Volodymyr A., editor.

Taylor & Francis eBooks

John Lammey Stewart Memorial Library Fund.

Language:

English

Subjects (All):

Stochastic processes.

Mathematical optimization.

Decision making--Mathematical models.

Decision making.

Risk assessment--Mathematical models.

Risk assessment.

Uncertainty--Mathematical models.

Uncertainty.

Physical Description:

1 online resource (viii, 380 pages).

Place of Publication:

Boca Raton : CRC Press, Taylor & Francis Group, 2024.

Biography/History:

Alexei A. Gaivoronski obtained Master and PhD degrees in operations research from Moscow University of Physics and Technology (1977 and 1980). His research interests are optimization under uncertainty, risk management, information economics with applications to finance, energy, telecommunications where he published more than 80 research papers. He is Professor of industrial economics and operations research in Norwegian University of Science and Technology. Previously he worked in academia and industry in Ukraine, Austria, France and Italy. Pavel S. Knopov is the Head of Department, Mathematical Methods of Operation Research at the V.M. Glushkov Institute of Cybernetics National Academy of Science of Ukraine and Professor of National Taras Shevchenko University, Kiev, Ukraine. His research interest are stochastic optimization problems, problems of estimation of random processes and fields, control of random processes and field(s), Risk theory. He has supervised Master and PhD students and been a leader of several international projects. Volodymyr A. Zaslavskyi is a Doctor of Sciences (Technologies), Professor of Department of Mathematical Informatics, Faculty of Computer Science and Cybernetics, Taras Shevchenko National University of Kyiv. His research interest includes risk analyses and optimization, systems analyses and type-variety principle applications, optimal redundancy and life cycle of critical systems. Guarantee of MAP "Business Informatics", He has supervisor of Master and PhD students, and been Leader of several international projects.

Contents:

Optimization of complex simulation models with stochastic gradient methods / Alexei A Gaivoronski and Yury Ermoliev

Linking catastrophe modeling and stochastic optimization techniques for integrated catastrophe risk analysis and management / Tatiana Ermolieva, Yuri M Ermoliev, Nadejda Komendantova, Vladimir I Norkin, Pavel S Knopov and Vasyl M Gorbachuk

Authentication for coalition groups / Anatoly Anisimov and Andrey Novokshonov

Robust constructions of risk measures for optimization under uncertainty / VS Kirilyuk

On minimum length confidence intervals / Pavlo S Knopov, Arnold S Korkhin and Liliia B Vovk

The independence number of the generalized wheel graphs Wp 2k +1 / Oksana S Pichugina, Dumitru I Solomon and Petro I Stetsyuk

Approximations for estimating some options using the inverse of the Laplace transform / Robert Mnatsakanov and Omar Purtukhia

A Nash equilibrium based model of agents coordination through revenue sharing and applications to telecommunications / Paolo Pisciella and Alexei A Gaivoronski

Nash equilibrium and its modern applications / Vasyl Gorbachuk and Maxym Dunaievskyi

On the vector optimal control of risk processes / Bogdan V Norkin, Vladimir I Norkin and Roman V Sukach

The type-variety principle in ensuring the reliability, safety and resilience of critical infrastructures / Volodymyr Zaslavskyi and Oleh Horbunov

Making processes at risk and uncertainty / Hâncu Boris

Energy production and storage investments and operation planning involving variable renewable energy sources : a two-stage stochastic optimization model with rolling time horizon and random stopping time / Yuri Ermoliev, Nadejda Komendantova and Tatiana Ermolieva

How the market power of electricity suppliers and a carbon price together affect the restructured electricity markets / Zhonghua Su and Alexei A Gaivoronski

Safety of water resources of a river basin / Didmanidze Ibraim, Megrelishvili Zurab and Zaslavskiy Vladimir

Optimization problems for retrial queues with unreliable server / EA Lebedev and MM Sharapov.

Notes:

Includes bibliographical references and index.

Electronic reproduction. London Available via World Wide Web.

Vendor-supplied metadata.

Local Notes:

Acquired for the Penn Libraries with assistance from the John Lammey Stewart Memorial Library Fund.

ISBN:

9781003260196

1003260195

9781000983968

100098396X

9781000983920

1000983927

Publisher Number:

99994796040

Access Restriction:

Restricted for use by site license.