Modern optimization methods for decision making under risk and uncertainty /

"Uncertainties, risks, and disequilibria are pervasive characteristics of modern socio-economic, technological, and environmental systems involving interactions among various factors in economy, technology and nature. The systems are characterized by interdependencies, discontinuities, endogeno...

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Bibliographic Details
Corporate Author:	Taylor & Francis
Other Authors:	Gaivoronski, Alexei A. (Editor), Knopov, Pavel S. (Pavel Solomonovich) (Editor), Zaslavskyi, Volodymyr A. (Editor)
Format:	eBook
Language:	English
Published:	Boca Raton : CRC Press, Taylor & Francis Group, 2024.
Subjects:	Stochastic processes. Mathematical optimization. Decision making > Mathematical models. Risk assessment > Mathematical models. Uncertainty > Mathematical models. Processus stochastiques. Optimisation mathématique. Prise de décision > Modèles mathématiques. Évaluation du risque > Modèles mathématiques. COMPUTERS / Machine Theory MATHEMATICS / General COMPUTERS / Computer Engineering Decision making > Mathematical models Mathematical optimization Risk assessment > Mathematical models Stochastic processes Uncertainty > Mathematical models Electronic books.
Online Access:	Connect to the full text of this electronic book

Table of 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.