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This book develops a framework to analyze algorithmic aspects of discrete choice models in convex optimization. The central aspect is to derive new prox-functions from discrete choice surplus functions, which are then incorporated into convex optimization schemes. The...
In this book Lukas Graf studies dynamic network flows which are a model for individual car traffic in road networks. It is assumed that drivers choose their routes based on information about the current state of the network in such a way as to selfishly minimize their...
Maximilian Klein analyses nested Monte Carlo simulations for the approximation of conditional expected values. Thereby, the book deals with two general risk functional classes for conditional expected values, on the one hand the class of moment-based estimators (notable...
Anja Schedel analyzes two models in the field of algorithmic game theory which both constitute bilevel problems in networks. The first model is a game-theoretic variant of the well-known Steiner forest problem, and one is interested in an optimal sharing of the cost of...
Oleg Wilfer presents a new conjugate duality concept for geometric and cone constrained optimization problems whose objective functions are a composition of finitely many functions. As an application, the author derives results for single minmax location problems...
Ole Martin extends well-established techniques for the analysis of high-frequency data based on regular observations to the more general setting of asynchronous and irregular observations. Such methods are much needed in practice as real data usually comes in irregular...
Emilia Graß develops a solution method which can provide fast and near-optimal solutions to realistic large-scale two-stage stochastic problems in disaster management. The author proposes a specialized interior-point method to accelerate the standard L-shaped algorithm....
Manuela Spangler deals with the default risk modelling of German covered bonds (Pfandbriefe). Existing credit risk models are not suitable for this purpose as they only consider the creditworthiness of the issuer while product-specific features are not taken into...
Jan Natolski behandelt die Problematik der Quantifizierung des Risikokapitals aus einer theoretischen Perspektive, die in wertvolle Impulse für die praktische Handhabung mündet. Dies ist ein wichtiger Schritt, da Versicherungsunternehmen durch die Richtlinie Solvency II...
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