Описание: This text provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations and martingale duality methods.
Описание: The book deals with a powerful and convenient approach to a great variety of types of problems of the recursive monte-carlo or stochastic approximation type. The approach, relating algorithm behavior to qualitative properties of deterministic or stochastic differ- ential equations, has advantages in algorithm conceptualiza- tion and design.
Автор: Raymond Chiong Название: Nature-Inspired Algorithms for Optimisation ISBN: 3642101305 ISBN-13(EAN): 9783642101304 Издательство: Springer Рейтинг: Цена: 36570 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Nature-inspired algorithms have become popular because many real-world optimization problems have become increasingly large, complex and dynamic. This book covers the latest algorithms and important studies for tackling various kinds of optimization problems.
Автор: Tobias Schwedes; David A. Ham; Simon W. Funke; Mat Название: Mesh Dependence in PDE-Constrained Optimisation ISBN: 3319594826 ISBN-13(EAN): 9783319594828 Издательство: Springer Рейтинг: Цена: 7685 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This book provides an introduction to PDE-constrained optimisation using finite elements and the adjoint approach. The practical impact of the mathematical insights presented here are demonstrated using the realistic scenario of the optimal placement of marine power turbines, thereby illustrating the real-world relevance of best-practice Hilbert space aware approaches to PDE-constrained optimisation problems.
Many optimisation problems that arise in a real-world context are constrained by partial differential equations (PDEs). That is, the system whose configuration is to be optimised follows physical laws given by PDEs. This book describes general Hilbert space formulations of optimisation algorithms, thereby facilitating optimisations whose controls are functions of space. It demonstrates the importance of methods that respect the Hilbert space structure of the problem by analysing the mathematical drawbacks of failing to do so. The approaches considered are illustrated using the optimisation problem arising in tidal array layouts mentioned above.
This book will be useful to readers from engineering, computer science, mathematics and physics backgrounds interested in PDE-constrained optimisation and their real-world applications.
Описание: This book introduces a novel Ti-Sb-Te alloy for high-speed and low-power phase-change memory applications, which demonstrates a phase-change mechanism that differs significantly from that of conventional Ge2Sb2Te5 and yields favorable overall performance.
Описание: This volume focuses on optimization and control of processes governed by partial differential equations. It is organized in sections which cover almost the entire spectrum of modern research in this emerging field.
Автор: Doris A. Saez; Aldo Cipriano; Andrzej W. Ordys Название: Optimisation of Industrial Processes at Supervisory Level ISBN: 1447110811 ISBN-13(EAN): 9781447110811 Издательство: Springer Рейтинг: Цена: 15672 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This monograph presents new methodologies to improve power plants` efficiency, by using automatic control algorithms. This will lead to an improvement in companies` profit and also in the quality of their final product. A trans-Atlantic combination of authors ensures an unusually wide range of perspectives.
Автор: Doris A. Saez; Aldo Cipriano; Andrzej W. Ordys Название: Optimisation of Industrial Processes at Supervisory Level ISBN: 1852333863 ISBN-13(EAN): 9781852333867 Издательство: Springer Рейтинг: Цена: 20896 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This monograph presents new methodologies to improve power plants` efficiency, by using automatic control algorithms. This will lead to an improvement in companies` profit and also in the quality of their final product. A trans-Atlantic combination of authors ensures an unusually wide range of perspectives.
Автор: Anthony Brabazon; Se?n McGarraghy Название: Foraging-Inspired Optimisation Algorithms ISBN: 331959155X ISBN-13(EAN): 9783319591551 Издательство: Springer Рейтинг: Цена: 9781 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is an introduction to relevant aspects of the foraging literature for algorithmic design, and an overview of key families of optimization algorithms that stem from a foraging metaphor. The authors first offer perspectives on foraging and foraging-inspired algorithms for optimization, they then explain the techniques inspired by the behaviors of vertebrates, invertebrates, and non-neuronal organisms, and they then discuss algorithms based on formal models of foraging, how to evolve a foraging strategy, and likely future developments.No prior knowledge of natural computing is assumed. This book will be of particular interest to graduate students, academics and practitioners in computer science, informatics, data science, management science, and other application domains.
Автор: Kallrath, Josef Название: Business Optimisation ISBN: 0333676238 ISBN-13(EAN): 9780333676233 Издательство: Springer Рейтинг: Цена: 6986 р. Наличие на складе: Невозможна поставка.
Описание: This textbook provides a theoretical and practical introduction to Business Optimisation using mathematical programming. Few textbooks have integrated modelling with state-of-the-art commercially available software. This text is up-to-date with relevant examples and cases and is accompanied by the software to solve the models.
Автор: Tatjana V. ?ibalija; Vidosav D. Majstorovi? Название: Advanced Multiresponse Process Optimisation ISBN: 331919254X ISBN-13(EAN): 9783319192543 Издательство: Springer Рейтинг: Цена: 16979 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In contrast to traditional approaches, the idea of this method is to provide a unique model for the optimization of various processes, without imposition of assumptions relating to the type of process, the type and number of process parameters and responses, or interdependences among them.
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