Modern optimization methods for decision making under risk and uncertainty. (2024)

• Record Type: Book
• Further Information: Note: Editors: Alexei A. Gaivoronski, Pavel S. Knopov, Volodymyr A. Zaslavskyi.
• Editors: Gaivoronski, Alexei A; Knopov, Pavel S (Pavel Solomonovich); Zaslavskyi, Volodymyr A
• 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.
• Publisher Details: Boca Raton : CRC Press, Taylor & Francis Group
• Publication Date: 2024
• Extent: 1 online resource (viii, 380 pages)
• Subjects: 519.6; COMPUTERS / Machine Theory; MATHEMATICS / General; COMPUTERS / Computer Engineering; Stochastic processes; Mathematical optimization; Decision making -- Mathematical models; Risk assessment -- Mathematical models; Uncertainty -- Mathematical models
• Languages: English
• ISBNs: 9781003260196; 1003260195; 9781000983968; 9781000983920; 1000983927
• Related ISBNs: 9781032196411; 100098396X; 9781032196435
• Notes: Note: Includes bibliographical references and index.; Note: Vendor-supplied metadata.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.