Risk-Averse Optimization and Control (Record no. 61180)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 04166nam a22005535i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-031-57988-2 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20251030112343.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240630s2024 sz | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783031579882 |
| -- | 978-3-031-57988-2 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-3-031-57988-2 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA402.5-402.6 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBU |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT042000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBU |
| Source | thema |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Dentcheva, Darinka. |
| Relator term | author. |
| Relator code | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 9 (RLIN) | 79672 |
| 245 10 - TITLE STATEMENT | |
| Title | Risk-Averse Optimization and Control |
| Medium | [electronic resource] : |
| Remainder of title | Theory and Methods / |
| Statement of responsibility, etc. | by Darinka Dentcheva, Andrzej Ruszczyński. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. 2024. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Cham : |
| Name of producer, publisher, distributor, manufacturer | Springer Nature Switzerland : |
| -- | Imprint: Springer, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2024. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | XV, 451 p. |
| Other physical details | online resource. |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS | |
| File type | text file |
| Encoding format | |
| Source | rda |
| 490 1# - SERIES STATEMENT | |
| Series statement | Springer Series in Operations Research and Financial Engineering, |
| International Standard Serial Number | 2197-1773 |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Elements of the Utility Theory -- Measures of Risk -- Optimization of Measures of Risk -- Dynamic Risk Optimization -- Optimization with Stochastic Dominance Constraints -- Multivariate and Sequential Stochastic Orders -- Numerical Methods for Problems with Stochastic Dominance Constraints -- Risk-Averse Control of Markov Systems. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This book offers a comprehensive presentation of the theory and methods of risk-averse optimization and control. Problems of this type arise in finance, energy production and distribution, supply chain management, medicine, and many other areas, where not only the average performance of a stochastic system is essential, but also high-impact and low-probability events must be taken into account. The book is a self-contained presentation of the utility theory, the theory of measures of risk, including systemic and dynamic measures of risk, and their use in optimization and control models. It also covers stochastic dominance relations and their application as constraints in optimization models. Optimality conditions for problems with nondifferentiable and nonconvex functions and operators involving risk measures and stochastic dominance relations are discussed. Much attention is paid to multi-stage risk-averse optimization problems and to risk-averse Markov decision problems. Specialized algorithms for solving risk-averse optimization and control problems are presented and analyzed: stochastic subgradient methods for risk optimization, decomposition methods for dynamic problems, event cut and dual methods for stochastic dominance constraints, and policy iteration methods for control problems. The target audience is researchers and graduate students in the areas of mathematics, business analytics, insurance and finance, engineering, and computer science. The theoretical considerations are illustrated with examples, which make the book useful material for advanced courses in the area. . |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 65522 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| General subdivision | Mathematics. |
| 9 (RLIN) | 69736 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 65523 |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 65528 |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 69739 |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 65523 |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Ruszczyński, Andrzej. |
| Relator term | author. |
| Authority record control number | (orcid)0000-0002-4571-1469 |
| -- | https://orcid.org/0000-0002-4571-1469 |
| Relator code | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 9 (RLIN) | 79673 |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer Nature eBook |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783031579875 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783031579899 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783031579905 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Springer Series in Operations Research and Financial Engineering, |
| International Standard Serial Number | 2197-1773 |
| 9 (RLIN) | 76963 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://doi.org/10.1007/978-3-031-57988-2">https://doi.org/10.1007/978-3-031-57988-2</a> |
| 912 ## - | |
| -- | ZDB-2-SMA |
| 912 ## - | |
| -- | ZDB-2-SXMS |
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