Mathematical Reviews
Author :
Publisher :
Page : 1518 pages
File Size : 11,60 MB
Release : 2005
Category : Mathematics
ISBN :
Stochastic Programming: Applications In Finance, Energy, Planning And Logistics
Author : Horand I Gassmann
Publisher : World Scientific
Page : 549 pages
File Size : 29,55 MB
Release : 2012-11-28
Category : Business & Economics
ISBN : 9814407526
Book Description
This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the uncertainty problems. The applications, which were presented at the 12th International Conference on Stochastic Programming held in Halifax, Nova Scotia in August 2010, span the rich field of uses of these models. The finance papers discuss such diverse problems as longevity risk management of individual investors, personal financial planning, intertemporal surplus management, asset management with benchmarks, dynamic portfolio management, fixed income immunization and racetrack betting. The production and logistics papers discuss natural gas infrastructure design, farming Atlantic salmon, prevention of nuclear smuggling and sawmill planning. The energy papers involve electricity production planning, hydroelectric reservoir operations and power generation planning for liquid natural gas plants. Finally, two telecommunication papers discuss mobile network design and frequency assignment problems./a
Stochastic Differential Equations
Author : Peter H. Baxendale
Publisher : World Scientific
Page : 416 pages
File Size : 44,54 MB
Release : 2007
Category : Science
ISBN : 9812706623
Book Description
The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-century, this paper remains a standard reference in the field of stochastic partial differential equations (SPDEs) and continues to attract attention of mathematicians of all generations, because, together with a short but thorough introduction to SPDEs, it presents a number of optimal and essentially non-improvable results about solvability for a large class of both linear and non-linear equations.
Environmental Consequences of the Chernobyl Accident and Their Remediation
Author : International Atomic Energy Agency
Publisher : IAEA
Page : 166 pages
File Size : 15,10 MB
Release : 2006
Category : Science
ISBN : 9789201147059
Book Description
The explosion on 26 April 1986 at the Chernobyl nuclear power plant and the consequent reactor fire resulted in an unprecedented release of radioactive material from a nuclear reactor and adverse consequences for the public and the environment. Although the accident occurred nearly two decades ago, controversy still surrounds the real impact of the disaster. Therefore the IAEA, in cooperation with other UN bodies, the World Bank, as well as the competent authorities of Belarus, the Russian Federation and Ukraine, established the Chernobyl Forum in 2003. The mission of the Forum was to generate 'authoritative consensual statements' on the environmental consequences and health effects attributable to radiation exposure arising from the accident as well as to provide advice on environmental remediation and special health care programmes, and to suggest areas in which further research is required. This report presents the findings and recommendations of the Chernobyl Forum concerning the environmental effects of the Chernobyl accident.
Fractional Brownian Motion
Author : Oksana Banna
Publisher : John Wiley & Sons
Page : 288 pages
File Size : 23,32 MB
Release : 2019-04-30
Category : Mathematics
ISBN : 1786302608
Book Description
This monograph studies the relationships between fractional Brownian motion (fBm) and other processes of more simple form. In particular, this book solves the problem of the projection of fBm onto the space of Gaussian martingales that can be represented as Wiener integrals with respect to a Wiener process. It is proved that there exists a unique martingale closest to fBm in the uniform integral norm. Numerical results concerning the approximation problem are given. The upper bounds of distances from fBm to the different subspaces of Gaussian martingales are evaluated and the numerical calculations are involved. The approximations of fBm by a uniformly convergent series of Lebesgue integrals, semimartingales and absolutely continuous processes are presented. As auxiliary but interesting results, the bounds from below and from above for the coefficient appearing in the representation of fBm via the Wiener process are established and some new inequalities for Gamma functions, and even for trigonometric functions, are obtained.
Proceedings of the 5th International Conference on Industrial Engineering (ICIE 2019)
Author : Andrey A. Radionov
Publisher : Springer Nature
Page : 1449 pages
File Size : 48,1 MB
Release : 2019-11-14
Category : Technology & Engineering
ISBN : 303022063X
Book Description
This book highlights recent findings in industrial, manufacturing and mechanical engineering, and provides an overview of the state of the art in these fields, mainly in Russia and Eastern Europe. A broad range of topics and issues in modern engineering are discussed, including the dynamics of machines and working processes, friction, wear and lubrication in machines, surface transport and technological machines, manufacturing engineering of industrial facilities, materials engineering, metallurgy, control systems and their industrial applications, industrial mechatronics, automation and robotics. The book gathers selected papers presented at the 5th International Conference on Industrial Engineering (ICIE), held in Sochi, Russia in March 2019. The authors are experts in various fields of engineering, and all papers have been carefully reviewed. Given its scope, the book will be of interest to a wide readership, including mechanical and production engineers, lecturers in engineering disciplines, and engineering graduates.
Applications of Measure Theory to Statistics
Author : Gogi Pantsulaia
Publisher : Springer
Page : 147 pages
File Size : 50,85 MB
Release : 2016-12-22
Category : Mathematics
ISBN : 3319455788
Book Description
This book aims to put strong reasonable mathematical senses in notions of objectivity and subjectivity for consistent estimations in a Polish group by using the concept of Haar null sets in the corresponding group. This new approach – naturally dividing the class of all consistent estimates of an unknown parameter in a Polish group into disjoint classes of subjective and objective estimates – helps the reader to clarify some conjectures arising in the criticism of null hypothesis significance testing. The book also acquaints readers with the theory of infinite-dimensional Monte Carlo integration recently developed for estimation of the value of infinite-dimensional Riemann integrals over infinite-dimensional rectangles. The book is addressed both to graduate students and to researchers active in the fields of analysis, measure theory, and mathematical statistics.
Advances in Computer Science for Engineering and Education III
Author : Zhengbing Hu
Publisher : Springer Nature
Page : 689 pages
File Size : 36,20 MB
Release : 2020-08-05
Category : Computers
ISBN : 3030555062
Book Description
This book comprises high-quality refereed research papers presented at the Third International Conference on Computer Science, Engineering and Education Applications (ICCSEEA2020), held in Kyiv, Ukraine, on 21–22 January 2020, organized jointly by National Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute”, National Aviation University, and the International Research Association of Modern Education and Computer Science. The topics discussed in the book include state-of-the-art papers in computer science, artificial intelligence, engineering techniques, genetic coding systems, deep learning with its medical applications, and knowledge representation with its applications in education. It is an excellent source of references for researchers, graduate students, engineers, management practitioners, and undergraduate students interested in computer science and their applications in engineering and education.
The Theory of Stochastic Processes I
Author : Iosif I. Gikhman
Publisher : Springer
Page : 587 pages
File Size : 10,81 MB
Release : 2015-03-30
Category : Mathematics
ISBN : 3642619436
Book Description
From the Reviews: "Gihman and Skorohod have done an excellent job of presenting the theory in its present state of rich imperfection." --D.W. Stroock, Bulletin of the American Mathematical Society, 1980
Controlled Stochastic Processes
Author : I. I. Gihman
Publisher : Springer Science & Business Media
Page : 242 pages
File Size : 15,49 MB
Release : 2012-12-06
Category : Mathematics
ISBN : 146126202X
Book Description
The theory of controlled processes is one of the most recent mathematical theories to show very important applications in modern engineering, parti cularly for constructing automatic control systems, as well as for problems of economic control. However, actual systems subject to control do not admit a strictly deterministic analysis in view of random factors of various kinds which influence their behavior. Such factors include, for example, random noise occurring in the electrical system, variations in the supply and demand of commodities, fluctuations in the labor force in economics, and random failures of components on an automated line. The theory of con trolled processes takes the random nature of the behavior of a system into account. In such cases it is natural, when choosing a control strategy, to proceed from the average expected result, taking note of all the possible variants of the behavior of a controlled system. An extensive literature is devoted to various economic and engineering systems of control (some of these works are listed in the Bibliography). is no text which adequately covers the general However, as of now there mathematical theory of controlled processes. The authors ofthis monograph have attempted to fill this gap. In this volume the general theory of discrete-parameter (time) controlled processes (Chapter 1) and those with continuous-time (Chapter 2), as well as the theory of controlled stochastic differential equations (Chapter 3), are presented.
