Filtre: Științe Matematică şi ştiinţe

Springer Series in Operations Research and Financial Engineering

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Springer Series in Operations Research and Financial Engineering

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39-44 zile

-24%

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Springer Series in Operations Research and Financial Engineering

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6-8 săpt.

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Springer Series in Operations Research and Financial Engineering

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6-8 săpt.

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Springer Series in Operations Research and Financial Engineering

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Springer Series in Operations Research and Financial Engineering

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39-44 zile

-24%

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Springer Series in Operations Research and Financial Engineering

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6-8 săpt.

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Springer Series in Operations Research and Financial Engineering

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Springer Series in Operations Research and Financial Engineering

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Springer Series in Operations Research and Financial Engineering

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Springer Series in Operations Research and Financial Engineering

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Springer Series in Operations Research and Financial Engineering

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Nepublicat încă

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Springer Series in Operations Research and Financial Engineering

Markov Chains

Monte Carlo: Concepts, Algorithms, and Applications

Derivative-Free and Blackbox Optimization

Stochastic Processes and Long Range Dependence

Global Optimization: A Stochastic Approach

Linear Programming 1: Introduction

Facility Location: A Survey of Applications and Methods

Finite-Dimensional Variational Inequalities and Complementarity Problems

Stochastic-Process Limits: An Introduction to Stochastic-Process Limits and Their Application to Queues

Kronecker Modeling and Analysis of Multidimensional Markovian Systems

Stochastic Petri Nets: Modelling, Stability, Simulation

Single-Facility Location Problems with Barriers

Linear Programming 2: Theory and Extensions

Stopped Random Walks: Limit Theorems and Applications

Heavy-Tail Phenomena: Probabilistic and Statistical Modeling

Extreme Values, Regular Variation and Point Processes

Introduction to Queueing Networks: Theory ∩ Practice

Heavy-Tailed Time Series

An Introduction to Heavy-Tailed and Subexponential Distributions

Implicit Functions and Solution Mappings: A View from Variational Analysis

Numerical Optimization

Modeling with Stochastic Programming

An Optimization Primer

Many Agent Games in Socio-economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Security

Multivariate Extreme Value Theory and D-Norms

Stochastic Models with Power-Law Tails: The Equation X = AX + B

Risk and Portfolio Analysis: Principles and Methods

Univariate Stable Distributions: Models for Heavy Tailed Data

Perturbation Analysis of Optimization Problems

Extreme Value Theory: An Introduction

Mathematical Risk Analysis: Dependence, Risk Bounds, Optimal Allocations and Portfolios

Second-Order Variational Analysis in Optimization, Variational Stability, and Control: Theory, Algorithms, Applications

Extreme Values In Random Sequences

Maximum-Entropy Sampling: Algorithms and Application

Convex Analysis and Beyond: Volume I: Basic Theory

Semismooth and Smoothing Newton Methods

Papetărie, jocuri, reviste

Springer Series in Operations Research and Financial Engineering