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SPIRES-BOOKS: FIND KEYWORD CONTINUOUS OPTIMIZATION *END*INIT* use /tmp/qspiwww.webspi1/1857.3 QRY 131.225.70.96 . find keyword continuous optimization ( in books using www Cover
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Call number:SPRINGER-2016-9783319389905:ONLINE Show nearby items on shelf
Title:Fundamentals and Advanced Techniques in Derivatives Hedging
Author(s): Bruno Bouchard
Date:2016
Size:1 online resource (280 p.)
Note:10.1007/978-3-319-38990-5
Contents:Part A. Fundamental theorems -- Discrete time models -- Continuous time models -- Optimal management and price selection -- Part B. Markovian models and PDE approach -- Delta hedging in complete market -- Super-replication and its practical limits -- Hedging under loss contraints -- Part C. Practical implementation in local and stochastic volatility models -- Local volatility models -- Stochastic volatility models -- References
ISBN:9783319389905
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Mathematics , Partial differential equations , Economics, Mathematical , Calculus of variations , Probabilities , Mathematics , Quantitative Finance , Probability Theory and Stochastic Processes , Partial Differential Equations , Calculus of Variations and Optimal Control Optimization
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Call number:SPRINGER-2016-9783319309217:ONLINE Show nearby items on shelf
Title:Numerical Optimization with Computational Errors
Author(s): Alexander J Zaslavski
Date:2016
Size:1 online resource (304 p.)
Note:10.1007/978-3-319-30921-7
Contents:1. Introduction -- 2. Subgradient Projection Algorithm -- 3. The Mirror Descent Algorithm -- 4. Gradient Algorithm with a Smooth Objective Function -- 5. An Extension of the Gradient Algorithm -- 6. Weiszfeld's Method -- 7. The Extragradient Method for Convex Optimization -- 8. A Projected Subgradient Method for Nonsmooth Problems -- 9. Proximal Point Method in Hilbert Spaces -- 10. Proximal Point Methods in Metric Spaces -- 11. Maximal Monotone Operators and the Proximal Point Algorithm -- 12. The Extragradient Method for Solving Variational Inequalities -- 13. A Common Solution of a Family of Variational Inequalities -- 14. Continuous Subgradient Method -- 15. Penalty Methods -- 16. Newton's method -- References -- Index.
ISBN:9783319309217
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Series:Springer Optimization and Its Applications: 108
Keywords: Mathematics , Numerical analysis , Calculus of variations , Operations research , Management science , Mathematics , Calculus of Variations and Optimal Control Optimization , Numerical Analysis , Operations Research, Management Science
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Call number:SPRINGER-2016-9783319301150:ONLINE Show nearby items on shelf
Title:Simulation-Driven Design by Knowledge-Based Response Correction Techniques
Author(s): Slawomir Koziel
Date:2016
Size:1 online resource (93 p.)
Note:10.1007/978-3-319-30115-0
Contents:Introduction -- Simulation-Driven Design -- Fundamentals of Numerical Optimization -- Introduction to Surrogate-Based Modeling and Surrogate-Based Optimization -- Design Optimization Using Response Correction Techniques -- Surrogate-Based Optimizat ion Using Parametric Response Correction -- Non-Parametric Response Correction Techniques -- Expedited Simulation-Driven Optimization Using Adaptively Adjusted Design Specification -- Surrogate-Assisted Design Optimization Using Response Features -- Enhan cing Response Correction Techniques by Adjoint Sensitivity -- Multi-Objective Optimization Using Variable-Fidelity Models and Response Correction -- Physics-Base Surrogate Models Using Response Correction -- Summary and Discussion -- References.
ISBN:9783319301150
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Mathematics , Computer mathematics , Mathematical models , Mathematical optimization , Mathematics , Discrete Optimization , Continuous Optimization , Mathematical Modeling and Industrial Mathematics , Computational Science and Engineering
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Call number:SPRINGER-2014-9783642453670:ONLINE Show nearby items on shelf
Title:Scientific Computing with MATLAB and Octave [electronic resource]
Author(s): Alfio Quarteroni
Fausto Saleri
Paola Gervasio
Date:2014
Edition:4th ed. 2014
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:This textbook is an introduction to Scientific Computing, in which several numerical methods for the computer-based solution of certain classes of mathematical problems are illustrated. The authors show how to compute the zeros,the extrema, and the i ntegrals of continuous functions, solve linear systems, approximate functions using polynomials and construct accurate approximations for the solution of ordinary and partial differential equations. To make theformat concrete and appealing, the programmin g environments Matlab and Octave are adopted as faithful companions. The book contains the solutions to several problems posed in exercises and examples, often originating from importantapplications. At the end of each chapter, a specific section is devot ed to subjects which were not addressed in the book and contains bibliographical references for a more comprehensive treatment of the material. From the review:.... This carefully written textbook, the third English edition, contains substantial new devel opments on the numerical solution of differential equations. It is typeset in a two-color design and is written in a style suited forreaders who have mathematics, natural sciences, computer sciences or economics as a background and who are interested in a well-organized introduction to the subject. Roberto Plato (Siegen), Zentralblatt MATH 1205.65002
Contents:1. What can' t be ignored
2. Nonlinear equations
3. Approximation of functions and data
4. Numerical differentiation and integration
5. Linear systems
6. Eigenvalues and eigenvectors
7. Numerical optimization
8. Ordinary differential equations
9. Numerical approximation of boundary
value problems
10. Solutions of the exercises
References
Index
ISBN:9783642453670
Series:eBooks
Series:SpringerLink
Series:Texts in Computational Science and Engineering, 1611-0994 : v2
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Chemistry , Computer science , Visualization , Engineering
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Call number:SPRINGER-2014-9783319070919:ONLINE Show nearby items on shelf
Title:Non-equilibrium Energy Transformation Processes [electronic resource] : Theoretical Description at the Level of Molecular Structures
Author(s): Viktor Holubec
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:Various experimental techniques have been advanced in recent years to measure non-equilibrium energy transformations on themicroscopic scale of single molecules. In general, the systems studied inthecorrespondingexperiments are exposed to strong ther mal fluctuations and thus the relevant energetic variables such as work and heat become stochastic. This thesis addresses challenging theoretical problems in this active field ofcurrent research: 1) Exact analytical solutions of work and heat distribution s for isothermal non-equilibrium processes in suitable models are obtained 2) Corresponding solutions for cyclic processes involving two different heatreservoirs are found 3) Optimization of periodic driving protocols for such cyclic processes with respec t to maximal output power, efficiency, and minimal power fluctuations is studied. The exact solutions for work and heatdistributionsprovide areference for theoretical investigations of more complicated models,giving insight into the structure of the tail of work distributions andserving asvaluable test cases for simulations of the underlyingstochastic processes
Contents:Introduction
Discrete State Space Models
Continuous State Space Models
Heat Engines
Conclusion
ISBN:9783319070919
Series:eBooks
Series:SpringerLink
Series:Springer Theses, Recognizing Outstanding Ph.D. Research, 2190-5053
Series:Physics and Astronomy (Springer-11651)
Keywords: Thermodynamics
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Call number:SPRINGER-2014-9781461495338:ONLINE Show nearby items on shelf
Title:Genericity in Nonlinear Analysis [electronic resource]
Author(s): Simeon Reich
Alexander J Zaslavski
Date:2014
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:This book presents an extensive collection of state-of-the-art results and references in nonlinear functional analysis demonstrating how the generic approach proves to be very useful in solving many interesting and importantproblems. Nonlinear analys is plays an ever-increasing role in theoretical and applied mathematics, as well as in many other areas of science such as engineering, statistics, computer science, economics, finance, and medicine. The textmay be used as supplementary material for gradu ate courses in nonlinear functional analysis, optimization theory and approximation theory, and is a treasure trove for instructors, researchers, and practitioners in mathematics and inthe mathematical sciences. Each chapter is self-contained proofs are solid and carefully communicated. Genericity in Nonlinear Analysis is the first book to systematically present the generic approach to nonlinear analysis. Topicspresented include convergence analysis of powers and infinite products via the Baire Category Theorem, fixed point theory of both single- and set-valued mappings, best approximation problems, discrete and continuous descent methods forminimization in a general Banach space, and the structure of minimal energy configurations with rational numbers i n the AubryMather theory
Contents:Preface
1. Introduction
2. Fixed Point Results and Convergence of Powers of Operators
3. Contractive Mappings
4. Dynamical Systems with Convex Lyapunov Functions
5. Relatively Nonexpansive Operators with Respect to Bregman Distances
6. Infinite Products
7.Best Approximation
8. Descent Methods
9. Set
Valued Mappings
References
Index
ISBN:9781461495338
Series:eBooks
Series:SpringerLink
Series:Developments in Mathematics, 1389-2177 : v34
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Functional analysis , Operator theory , Mathematical optimization
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Call number:SPRINGER-2013-9781461489870:ONLINE Show nearby items on shelf
Title:Modeling and Optimization: Theory and Applications [electronic resource] : Selected Contributions from the MOPTA 2012 Conference
Author(s): Luis F Zuluaga
Tams Terlaky
Date:2013
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This volume contains a selection of contributions that were presented at the Modeling and Optimization: Theory and Applications Conference (MOPTA) held at Lehigh University in Bethlehem, Pennsylvania, USA onJuly 30-August 1,2012. The conference broug ht together a diverse group of researchers and practitioners, working on both theoretical and practical aspects of continuous or discrete optimization.Topics presented included algorithms for solving convex,network, mixed-integer, nonlinear, and global op timization problems, and addressed the application of optimization techniques in finance, logistics, health, and other important fields. The contributions contained in this volumerepresent a sample of these topics and applications and illustrate the broad diversity of ideas discussed at the meeting
Note:Springer eBooks
Contents:Preface
1. M. F. Anjos, Recent Progress in Modeling Unit Commitment Problems
2. M. A. Lejeune, Portfolio Optimization with Combinatorial and Downside Return Constraints
3. R. R. Regis, An Initialization Strategy for High
Dimensional Surrogate
Based Expensive Black Box Optimization
4. H. Y. Benson U. Saglam, Smoothing and Regularization for Mixed
IntegerSecond
Order Cone Programming with Application in Portfolio Optimization
5. T. Terlaky D. Li, The Duality between the Perceptron Algorithm and the von Neumann Algorithm
ISBN:9781461489870
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Proceedings in Mathematics & Statistics, 2194-1009 : v62
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Operations research
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Call number:SPRINGER-2013-9781461467977:ONLINE Show nearby items on shelf
Title:Nonlinear Optimization Applications Using the GAMS Technology [electronic resource]
Author(s): Neculai Andrei
Date:2013
Publisher:Boston, MA : Springer US : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Nonlinear Optimization Applications Using the GAMS Technology develops a wide spectrum of nonlinear optimization applications expressed in the GAMS (General Algebraic Modeling System) language. The book is highly self-containedand is designed to pres ent applications in a general form that can be easily understood and quickly updated or modified to represent situations from the real world. The book emphasizes the local solutions of the large-scale, complex,continuous nonlinear optimization application s, and the abundant examples in GAMS are highlighted by those involving ODEs, PDEs, and optimal control. The collection of these examples will be useful for software developers andtesters. Chapter one presents aspects concerning the mathematical modeling process in the context of mathematical modeling technologies based on algebraic-oriented modeling languages. The GAMS technology is introduced in Chapter 2,mainly as a system for formulating and solving a large variety of general optimization models. The bulk of the82 nonlinear optimization applications is given in Chapter 3. This book is primarily intended to serve as a reference forgraduate students and for scientists working in various disciplines of industry/mathematical programming that use optimizat ion methods to model and solve problems. It is also well suited as supplementary material for seminars inoptimization, operations research, and decision making, to name a few
Note:Springer eBooks
Contents:Preface
List of Figures
List of Applications
1. Mathematical Modeling Using Algebraic Oriented Languages
2. Introduction to GAMS Technology
3. Nonlinear Optimization Applications in GAMS Technology
References
Subject Index
Author Index
ISBN:9781461467977
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Optimization and Its Applications, 1931-6828 : v81
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Computer science , Mathematical optimization
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Call number:SPRINGER-2013-9781461442509:ONLINE Show nearby items on shelf
Title:Extremal Fuzzy Dynamic Systems [electronic resource] : Theory and Applications
Author(s): Gia Sirbiladze
Date:2013
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:In this book the author presents a new approach to the study of weakly structurable dynamic systems. It differs from other approaches by considering time asa sourceof fuzzy uncertainty in dynamic systems. It begins with athorough introduction, where the general research domain, the problems, and ways of their solutions are discussed. The book then progresses systematically by first covering the theoretical aspects before tackling the applications. Inthe application section, a software library is desc ribed, which contains discrete EFDS identification methods elaborated during fundamental research of the book. Extremal Fuzzy Dynamic Systems will be of interest to theoreticiansinterested in modeling fuzzy processes, to researchers who use fuzzy statisti cs, as well as practitioners from different disciplines whose research interests include abnormal, extreme and monotone processes in nature and society.Graduate students could also find this book useful
Note:Springer eBooks
Contents:Fuzzy Measures and Fuzzy Statistics: Its Probability Representations
Extended Extremal Fuzzy Measures
Extended Extremal Fuzzy Measures on Compositional Product of Measurable Spaces
Modeling of Extremal and Controllable Extremal Fuzzy Processes
Identification of Fuzzy
Integral Models of Extremal fuzzy Processes
Optimization of Continuous Controllable Extremal Fuzzy Processes and the Choice of Decisions
Problems of States Estimation (Filtration) of Extremal Fuzzy Processes
Conclusions on the Parts I
VII
Algorithms and software for Discrete Possibilistic EFDS
Applicat
ISBN:9781461442509
Series:e-books
Series:SpringerLink (Online service)
Series:IFSR International Series on Systems Science and Engineering, 1574-0463 : v28
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Artificial intelligence , Computer simulation , Systems theory , Operations research
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Call number:SPRINGER-2013-9781447148203:ONLINE Show nearby items on shelf
Title:Functional Analysis, Calculus of Variations and Optimal Control [electronic resource]
Author(s): Francis Clarke
Date:2013
Publisher:London : Springer London : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Functional analysis owes much of its early impetus to problems that arise in the calculus of variations. In turn, the methods developed there have been applied to optimal control, an area that also requires new tools, such asnonsmooth analysis. This self-contained textbook gives a complete course on all these topics. It is written by a leading specialist who is also a noted expositor. This book provides a thorough introduction to functional analysis andincludes many novel elements as well as the stan dard topics. A short course on nonsmooth analysis and geometry completes the first half of the book whilst the second half concerns the calculus of variations and optimal control. Theauthor provides a comprehensive course on these subjects, from their inc eption through to the present. A notable feature is the inclusion of recent, unifying developments on regularity, multiplier rules, and the Pontryagin maximumprinciple, which appear here for the first time in a textbook. Other major themes include existen ce and Hamilton-Jacobi methods. The many substantial examples, and the more than three hundred exercises, treat such topics as viscositysolutions, nonsmooth Lagrangians, the logarithmic Sobolev inequality, periodic trajectories, and systems theory. They a lso touch lightly upon several fields of application: mechanics, economics, resources, finance, control engineering.Functional Analysis, Calculus of Variations and Optimal Control is intended to support several different courses at the first-year or secon d-year graduate level, on functional analysis, on the calculus of variations and optimalcontrol, or on some combination. For this reason, it has been organized with customization in mind. The text also has considerable value as a reference. Besides its ad vanced results in the calculus of variations and optimal control,its polished presentation of certain other topics (for example convex analysis, measurable selections, metric regularity, and nonsmooth a
Note:Springer eBooks
Contents:Normed Spaces
Convex sets and functions
Weak topologies
Convex analysis
Banach spaces
Lebesgue spaces
Hilbert spaces
Additional exercises for Part I
Optimization and multipliers
Generalized gradients
Proximal analysis
Invariance and monotonicity
Additional exercises for Part II
The classical theory
Nonsmooth extremals
Absolutely continuous solutions
The multiplier rule
Nonsmooth Lagrangians
Hamilton
Jacobi methods
Additional exercises for Part III
Multiple integrals
Necessary conditions
Existence and regularity
Inductive meth
ISBN:9781447148203
Series:e-books
Series:SpringerLink (Online service)
Series:Graduate Texts in Mathematics, 0072-5285 : v264
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Functional analysis , Systems theory , Mathematical optimization
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Call number:SPRINGER-2012-9783034804363:ONLINE Show nearby items on shelf
Title:Mathematical Optimization of Water Networks [electronic resource]
Author(s): Alexander Martin
Kathrin Klamroth
Jens Lang
Gnter Leugering
Antonio Morsi
Martin Oberlack
Manfred Ostrowski
Roland Rosen
Date:2012
Publisher:Basel : Springer Basel : Imprint: Birkhuser
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Water supply- and drainage systems and mixed water channel systems are networks whose high dynamic is determined and/or affected by consumer habits on drinking water on the one hand and by climate conditions, in particularrainfall, on the other hand. According to their size, water networks consist of hundreds or thousands of system elements. Moreover, different types of decisions (continuous and discrete) have to be taken in the water management. Thenetworks have to be optimized in terms of topology and operation by targeting a variety of criteria. Criteria may for example be economic, social or ecological ones and may compete with each other. The development of complex modelsystems and their use for deriving optimal decisions in water management is taking place at a rapid pace. Simulation and optimization methods originating in Operations Research have been used for several decades usually with verylimited direct cooperation with applied mathematics. The research presented here aims at bridging this gap, thereby opening up space for synergies and innovation. It is directly applicable for relevant practical problems and has beencarried out in cooperation with utility and dumping companies, infrastructure providers and planning offices. A close and di rect connection to the practice of water management has been established by involving application-orientedknow-how from the field of civil engineering. On the mathematical side all necessary disciplines were involved, including mixed-integer optimization, multi-objective and facility location optimization, numerics for cross-linked dynamictransportation systems and optimization as well as control of hybrid systems. Most of the presented research has been supported by the joint project Discret-continuous o ptimization of dynamic water systems of the federalministry of education and research (BMBF)
Note:Springer eBooks
Contents:Part I Optimization of Water Supply Networks
Modelling and Numerical Simulation of Pipe Flow Problems in Water Supply Systems
Simulation and Continuous Optimization
Mixed Integer Optimizationof Water Supply Networks
Nonlinear and Mixed Integer Linear Programming
Part II Optimal Control of Sewer Networks
Optimal Control of Sewer Networks Problem Description
Modelling of Channel Flows with Transition Interface Separating Free Surface and Pressurized Channel Flows
Optimal Control of Sewer Networks Engineers View
Real
Time Control of Urban Drainage Systems
Performance
ISBN:9783034804363
Series:e-books
Series:SpringerLink (Online service)
Series:International Series of Numerical Mathematics : v162
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Computer science Mathematics , Mathematical optimization
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Call number:SPRINGER-2012-9781461439240:ONLINE Show nearby items on shelf
Title:Modeling and Optimization: Theory and Applications [electronic resource] : Selected Contributions from the MOPTA 2010 Conference
Author(s): Tams Terlaky
Frank E Curtis
Date:2012
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This volume contains a selection of contributions that were presented at the Modeling and Optimization: Theory and Applications Conference (MOPTA) held at Lehigh University in Bethlehem, Pennsylvania, USA on August 18-20, 2010.The conference brought together a diverse group of researchers and practitioners, working on both theoretical and practical aspects of continuous or discrete optimization.Topics presented included algorithms for solving convex,network, mixed-integer, nonlinear, and global optim ization problems, and addressed the application of optimization techniques in finance, logistics, health, and other important fields. The contributions contained in this volumerepresent a sample of these topics and applications and illustrate the broad di versity of ideas discussed at the meeting
Note:Springer eBooks
ISBN:9781461439240
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Proceedings in Mathematics & Statistics, 2194-1009 : v21
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Mathematical optimization , Engineering mathematics
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Call number:SPRINGER-2012-9781461419273:ONLINE Show nearby items on shelf
Title:Mixed Integer Nonlinear Programming [electronic resource]
Author(s): Jon Lee
Sven Leyffer
Date:2012
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Many engineering, operations, and scientific applications include a mixture of discrete and continuous decision variables and nonlinear relationships involving the decision variables that have a pronounced effect on the set offeasible and optimal sol utions. Mixed-integer nonlinear programming (MINLP) problems combine the numerical difficulties of handling nonlinear functions with the challenge of optimizing in the context of nonconvex functions and discretevariables. MINLP is one of the most flexible modeling paradigms available for optimization but because its scope is so broad, in the most general cases it is hopelessly intractable. Nonetheless, an expanding body of researchers andpractitioners including chemical engineers, operations researchers, industrial engineers, mechanical engineers, economists, statisticians, computer scientists, operations managers, and mathematical programmers are interested insolving large-scale MINLP instances
Note:Springer eBooks
Contents:Foreword
Preface
Algorithms and software for convex mixed integer nonlinearprograms
Subgradient based outer approximation for mixed integer secondorder cone programming
Perspective reformulation and applications
Generalized disjunctive programming: A framework for formulation and alternative algorithms for MINLP optimization
Disjunctive cuts for nonconvex MINLP
Sequential quadratic programming methods
Using interior
point methods within an outer approximation framework for mixed integer nonlinear programming
Using expression graphs in optimization algorithms
Symmetry i
ISBN:9781461419273
Series:e-books
Series:SpringerLink (Online service)
Series:The IMA Volumes in Mathematics and its Applications, 0940-6573 : v154
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Algorithms
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Call number:SPRINGER-2012-9781461417798:ONLINE Show nearby items on shelf
Title:Operator Inequalities of Ostrowski and Trapezoidal Type [electronic resource]
Author(s): Silvestru Sever Dragomir
Date:2012
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Inequalities of Ostrowski and Trapezoidal Type for Functions of Selfadjoint Operators on Hilbert Spaces presents recent results concerning Ostrowski and Trapezoidal type inequalities for continuous functions of boundedSelfadjoint operators on complex Hilbert spaces. The first chapter recalls some fundamental facts concerning bounded Selfadjoint operators on complex Hilbert spaces. The generalized Schwarzs inequality for positive Selfadjointoperators as well as some results for the spectrum of this cl ass of operators are presented. The author also introduces and explores the fundamental results for polynomials in a linear operator, continuous functions of selfadjointoperators that will play a central role throughout the book. The following chapter is devoted to the Ostrowskis type inequalities, which provide sharp error estimates in approximating the value of a function by its integral mean andcan be used to obtain a priory error bounds for different quadrature rules in approximating the Riemann integ ral by different Riemann sums. The author also presents recent results extending Ostrowski inequality in various directionsfor continuous functions of selfadjoint operators in complex Hilbert spaces. The final chapter illustrates recent results obtained i n extending trapezoidal type inequality in various directions for continuous functions of selfadjointoperators in complex Hilbert spaces. Applications for mid-point inequalities and some elementary functions of operators as also provided. This book is int ended for use by researchers in various fields of Linear Operator Theory andMathematical Inequalities. As well as postgraduate students and scientists applying inequalities in their specific areas
Note:Springer eBooks
ISBN:9781461417798
Series:e-books
Series:SpringerLink (Online service)
Series:SpringerBriefs in Mathematics, 2191-8198
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Differential equations, partial , Numerical analysis , Mathematical optimization , Distribution (Probability theory)
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Call number:SPRINGER-2012-9781461406198:ONLINE Show nearby items on shelf
Title:Generalized Solutions of Operator Equations and Extreme Elements [electronic resource]
Author(s): D.A Klyushin
S.I Lyashko
D.A Nomirovskii
Yu.I Petunin
V.V Semenov
Date:2012
Edition:1
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:The abstract models for many problems in science and engineering take the form of an operator equation the resolution of these problems often requires determining the existence and uniqueness of solutions to these equations.Generalized Solutions of O perator Equations and Extreme Elements presents a general functional analytic approach to solving operator equations in a general form. This unique and valuable monograph presents recently obtained results inthe study of the generalized solutions of opera tor equations and extreme elements in linear topological spaces. The results are clearly and thoroughly presented and offer new methods of identifying these solutions and studying theirproperties. These methods are based on a priori estimations and a gene ral topological approach to construct generalized solutions of linear and nonlinear operator equations. This volume is intended for mathematicians, graduate studentsand researchers studying functional analysis, operator theory, and the theory of optimal c ontrol. Prerequisites include knowledge of basic functional analysis
Note:Springer eBooks
Contents:Preface
1. Fundamental notions, general and auxiliary facts
2. Simplest schemes of generalized solution of linear operator equations
3. A priori estimations for linear continuous operator
4. Applications of the theory of generalized solvability of linear equations
5. Scheme of generalized solutions of linear operator equations
6. Scheme of generalized solutions of nonlinear operator equations
7. Generalized extreme elements
Reference
ISBN:9781461406198
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Optimization and Its Applications, 1931-6828 : v55
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Functional equations , Operator theory , Mathematical optimization , Topology
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Call number:SPRINGER-2012-9780817683375:ONLINE Show nearby items on shelf
Title:Optimization, Control, and Applications of Stochastic Systems [electronic resource] : In Honor of Onsimo Hernndez-Lerma
Author(s): Daniel Hernndez-Hernndez
J. Adolfo Minjrez-Sosa
Date:2012
Publisher:Boston : Birkhuser Boston : Imprint: Birkhuser
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Compiled in honor of Onsimo Hernndez-Lerma, this volume offers a broad presentation of the main concepts, techniques, and methodologies in the fields of optimization and control of stochastic systems. At the same time, thebook provides an overview of their wide-ranging applications and theoretical developments. These topics include various aspects of dynamic programming, discounted and average optimality criteria for discrete- and continuous-timecontrol processes, approximation algorithms, optimal sto pping, and games. The work comprises 18 carefully selected papers written by experts in their respective fields, and explores five major themes: * discrete-time Markov controlprocesses * several optimality criteria * applications in inventory systems and finance * stochastic optimal control problems for diffusion * optimization. This book will be a valuable resource for all practitioners, researchers,and professionals in applied mathematics and operations research who work in the areas of stochastic contr ol, mathematical finance, queueing theory,and inventory systems. It may also serve as a supplemental text for graduate coursesin optimal control and its applications
Note:Springer eBooks
Contents:1 On the Policy Iteration Algorithm for Non
degenerate Controlled Diffusions under the Ergodic Criterion
2 Discrete
Time Inventory Problems with Lead Time and Order
Time Constraint
3 Sample
Path Optimality in Average Markov Decision Chains
4 Approximation of Infinite Horizon Discounted Cost Markov
5 Reduction of Discounted Continuous
Time MDPs with Unbounded
6 Continuous
Time Controlled Jump Markov Processes on the Finite
7 Existence and Uniqueness of Solutions of SPDEs in Infinite Dimensions
8 A Constrained Optimization Problem with Applications to Constrained
9 Optima
ISBN:9780817683375
Series:e-books
Series:SpringerLink (Online service)
Series:Systems & Control: Foundations & Applications
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Systems theory , Mathematical optimization , Engineering mathematics
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Call number:SPRINGER-2012-9780817683221:ONLINE Show nearby items on shelf
Title:Game Theory for Control of Optical Networks [electronic resource]
Author(s): Lacra Pavel
Date:2012
Publisher:Boston : Birkhuser Boston
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Optical networks epitomize complex communication systems, and they comprise the Internets infrastructural backbone. The first of its kind, this book develops the mathematical framework needed from a control perspective totackle various game-theoretic al problems in optical networks. In doing so, it aims to help design control algorithms that optimally allocate the resources of these networks. The books main focus is a control-theoretic analysis ofdynamic systems arising from game formulations with non -separable player utilities and with coupled as well as propagated (modified) constraints. Compared with the conventional static optimization approach, this provides a morerealistic model of how optical networks operate. Its methods and techniques could b e used to improve networks functionality and adaptivity, potentially enhancing thespeed and reliability of communications throughout the world.With its fresh problem-solving approach, Game Theory for Control of Optical Networks is a unique resource for re searchers, practitioners, and graduate students in applied mathematics and systems/control engineering, as well as those inelectrical and computer engineering
Note:Springer eBooks
Contents:Preface
1 Introduction
Part I Game Theory Essentials
2 Basics of Game Theory
3 Matrix Games
4 Games with Continuous Action Spaces
5 Computational Results for Games with Coupled Constraints
Part II Game Theory in Optical Networks
6 Optical Networks: Background and Modeling
7Games in Point
to
Point Topologies
8 Games in Network Toplogies
9 Nash Equilibria Efficiency and Numerical Studies
10 Simulations and Experimental Studies
Part III Robustness, Delay Effects, and Other Problems
11 Robustness and Delay Effects onNetwork Games
12 Games for Routing
ISBN:9780817683221
Series:e-books
Series:SpringerLink (Online service)
Series:Static & Dynamic Game Theory: Foundations & Applications
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Systems theory , Algorithms , Mathematical optimization , Telecommunication
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Call number:SPRINGER-2011-9781441996404:ONLINE Show nearby items on shelf
Title:Topics in Nonconvex Optimization [electronic resource] : Theory and Applications
Author(s): Shashi Kant Mishra
Date:2011
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Nonconvex Optimization is a multi-disciplinary research field that deals with the characterization and computation of local/global minima/maxima of nonlinear, nonconvex, nonsmooth, discrete and continuous functions. Nonconvexoptimization problemsare frequently encountered in modeling real world systems for a very broad range of applications including engineering, mathematical economics, management science, financial engineering, and social science. Thiscontributed volume consists of selected contribu tions from the Advanced Training Programme on Nonconvex Optimization and Its Applications held at Banaras Hindu University in March 2009. It aims to bring together new concepts,theoretical developments, and applications from these researchers. Both theore tical and applied articles are contained in this volume which adds to the state of the art research in this field. Topics in Nonconvex Optimization issuitable for advanced graduate students and researchers in this area
Note:Springer eBooks
Contents:Some Equivalences among Nonlinear Complementarity Problems, Least
Element Problems and Variational Inequality Problems in Ordered Spaces. Qamrul Hasan Ansari and Jen
Chih Yao
Generalized Monotone Maps and Complementarity Problems. S. K. Neogy and A. K. Das
Optimality Conditions Without Continuity in Multivalued Optimization using Approximations as Generalized Derivatives. Phan Quoc Khanh and Nguyen Dinh Tuan
Variational Inequality and Complementarity Problem. Sudarsan Nanda
A Derivative for Semi
preinvex Functions and its Applications in Semi
preinvex Programming. Y.X. Zhao, S.Y
ISBN:9781441996404
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Optimization and Its Applications, 1931-6828 : v50
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Mathematical optimization
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Call number:SPRINGER-2010-9783642140037:ONLINE Show nearby items on shelf
Title:Fractional Dynamics [electronic resource] : Applications of Fractional Calculus to Dynamics of Particles, Fields and Media
Author(s): Vasily E Tarasov
Date:2010
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Fractional Dynamics: Applications of Fractional Calculus to Dynamics of Particles, Fields and Media presents applications of fractional calculus, integral and differential equations of non-integer orders in describing systemswith long-time memory, no n-local spatial and fractal properties. Mathematical models of fractal media and distributions, generalized dynamical systems and discrete maps, non-local statistical mechanics and kinetics, dynamics of openquantum systems, the hydrodynamics and electrody namics of complex media with non-local properties and memory are considered. This book is intended to meet the needs of scientists and graduate students in physics, mechanics and appliedmathematics who are interested in electrodynamics, statistical and co ndensed matter physics, quantum dynamics, complex media theories and kinetics, discrete maps and lattice models, and nonlinear dynamics and chaos. Dr. Vasily E.Tarasov is a Senior Research Associate at Nuclear Physics Institute of Moscow State University and an Associate Professor at Applied Mathematics and Physics Department of Moscow Aviation Institute
Note:Springer eBooks
Contents:Fractional Continuous Models of Fractal Distributions
Fractional Integration and Fractals
Hydrodynamics of Fractal Media
Fractal Rigid Body Dynamics
Electrodynamics of Fractal Distributions of Charges and Fields
Ginzburg
Landau Equation for Fractal Media
Fokker
Planck Equation for Fractal Distributions of Probability
Statistical Mechanics of Fractal Phase Space Distributions
Fractional Dynamics and Long
Range Interactions
Fractional Dynamics of Media with Long
Range Interaction
Fractional Ginzburg
Landau Equation
Psi
Series Approach to Fractional Equations
F
ISBN:9783642140037
Series:e-books
Series:SpringerLink (Online service)
Series:Nonlinear Physical Science, 1867-8440 : v0
Series:Physics and Astronomy (Springer-11651)
Keywords: Mathematics , Mathematical optimization , Engineering mathematics
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Call number:SPRINGER-2010-9783034605090:ONLINE Show nearby items on shelf
Title:Linearization Models for Complex Dynamical Systems [electronic resource] : Topics in Univalent Functions, Functional Equations and Semigroup Theory Mark Elin
Author(s): David Shoikhet
Mark Elin
Date:2010
Publisher:Basel : Birkhuser Basel
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This book provides valuable insights into complex analysis, dynamical systems, geometric function theory and operator theory. Intended for a broad spectrum of readers, ranging from undergraduate and graduate mathematics studentsto active researchers, it offers extensive coverage of recent advances in geometric function theory, including the theory of starlike and spirallike functions with respect to a boundary point. Of particular interest is its treatment ofcontinuous time semigroups, about which li ttle has been previously known, emphasizing the use of generation theory for continuous dynamical systems. Such semigroups have important applications in such areas as composition operators,Markov stochastic processes, control theory and optimization. Rea ders will find in this book a systematic and detailed survey of linearization models for one-parameter continuous semigroups, functional equations, and the differentclasses of univalent functions which serve as intertwining mappings for these semigroups, along with their applications to various problems of complex dynamics
Note:Springer eBooks
Contents:Geometric Background
Dynamic Approach
Starlike Functions with Respect to a Boundary Point
Spirallike Functions with Respect to a Boundary Point
Knigs Type Starlike and Spirallike Functions
Rigidity of Holomorphic Mappings and Commuting Semigroups
Asymptotic Behavior of One
parameter Semigroups
Backward Flow Invariant Domains for Semigroups
Appendices
ISBN:9783034605090
Series:e-books
Series:SpringerLink (Online service)
Series:Operator Theory: Advances and Applications : v208
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Functional equations , Differentiable dynamical systems , Functions of complex variables , Systems theory
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Call number:SPRINGER-2010-9781441971654:ONLINE Show nearby items on shelf
Title:Applied Probability [electronic resource]
Author(s): Kenneth Lange
Date:2010
Edition:Second
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
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Note:Applied Probability presents a unique blend of theory and applications, with special emphasis on mathematical modeling, computational techniques, and examples from the biological sciences. It can serve as a textbook for graduatestudents in applied ma thematics, biostatistics, computational biology, computer science, physics, and statistics. Readers should have a working knowledge of multivariate calculus, linear algebra, ordinary differential equations, andelementary probability theory. Chapter 1 revi ews elementary probability and provides a brief survey of relevant results from measure theory. Chapter 2 is an extended essay on calculating expectations. Chapter 3 deals with probabilisticapplications of convexity, inequalities, and optimization theory. Chapters 4 and 5 touch on combinatorics and combinatorial optimization. Chapters 6 through 11 present core material on stochastic processes. If supplemented withappropriate sections from Chapters 1 and 2, there is sufficient material for a traditional se mester-long course in stochastic processes covering the basics of Poisson processes, Markov chains, branching processes, martingales, anddiffusion processes. The second edition adds two new chapters on asymptotic and numerical methods and an appendix that separates some of the more delicate mathematical theory from the steady flow of examples in the main text. Besidesthe two new chapters, the second edition includes a more extensive list of exercises, many additions to the exposition of combinatorics, new material on rates of convergence to equilibrium in reversible Markov chains, a discussion ofbasic reproduction numbers in population modeling, and better coverage of Brownian motion. Because many chapters are nearly self-contained, mathematical scientist s from a variety of backgrounds will find Applied Probability useful as areference. Kenneth Lange is the Rosenfeld Professor of Computational Genetics in the Departments of Biomathematics and Human Gene
Note:Springer eBooks
Contents:Basic Notions of Probability Theory
Calculation of Expectations
Convexity, Optimization, and Inequalities
Combinatorics
Combinatorial Optimization
Poisson Processes
Discrete
Time Markov Chains
Continuous
Time Markov Chains
Branching Processes
Martingales
Diffusion Processes
Asymptotic Methods
Numerical Methods
Poisson Approximation
Number Theory
Appendix: Mathematical Review
ISBN:9781441971654
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Texts in Statistics, 1431-875X : v0
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Computer science , Computer simulation , Biology Mathematics , Computer science Mathematics , Distribution (Probability theory) , Mathematical statistics
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Call number:SPRINGER-2010-9781441911056:ONLINE Show nearby items on shelf
Title:Hybrid Switching Diffusions [electronic resource] : Properties and Applications
Author(s): G. George Yin
Chao Zhu
Date:2010
Edition:First
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This book presents a comprehensive study of hybrid switching diffusion processes and their applications. The motivations for studying such processes originate from emerging and existing applications in wireless communications,signal processing, queue ing networks, production planning, biological systems, ecosystems, financial engineering, and modeling, analysis, and control and optimization of large-scale systems, under the influence of random environment.One of the distinct features of the processes under consideration is the coexistence of continuous dynamics and discrete events. This book is written for applied mathematicians, applied probabilists, systems engineers, controlscientists, operations researchers, and financial analysts. Selected materi als from the book may also be used in a graduate level course on stochastic processes and applications or a course on hybrid systems. A large part of the bookis concerned with the discrete event process depending on the continuous dynamics. In addition to the existence and uniqueness of solutions of switching diffusion equations, regularity, Feller and strong Feller properties, continuousand smooth dependence on initial data, recurrence, ergodicity, invariant measures, and stability are dealt with. Numeri cal methods for solutions of switching diffusions are developed algorithms for approximation to invariant measuresare investigated. Two-time-scale models are also examined. The results presented in the book are useful to researchers and practitioners who need to use stochastic models to deal with hybrid stochastic systems, and to treat real-worldproblems when continuous dynamics and discrete events are intertwined, in which the traditional approach using stochastic differential equations aloneis no longer adequate
Note:Springer eBooks
Contents:Preface
Introduction and Motivation
Switching Diffusion
Recurrence
Ergodicity
Numerical Approximation
Numerical Approximation to Invariant Measures
Stability
Stability of Switching ODE
Invariance Principles
Positive Recurrence: Multi
ergodic
class of Switching Processes
Stochastic Volatility Using Regime
switching Diffusions
Two
time
scale Switching Jump
diffusions
Appendix
References
ISBN:9781441911056
Series:e-books
Series:SpringerLink (Online service)
Series:Stochastic Modelling and Applied Probability, 0172-4568 : v63
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Distribution (Probability theory)
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Call number:SPRINGER-2010-9780387689487:ONLINE Show nearby items on shelf
Title:Principles of Inventory Management [electronic resource] : When You Are Down to Four, Order More
Author(s): John A Muckstadt
Amar Sapra
Date:2010
Edition:1
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Inventories are prevalent everywhere in the commercial world, whether it be in retail stores, manufacturing facilities, government stockpile material, Federal Reserve banks, or even your own household. This textbook examines basicmathematical techniq ues used to sufficiently manage inventories by using various computational methods and mathematical models. Such models discussed include: EOQ model and extensions, power-of-two models, single and multi-periodmodels, probabilistic lot sizing models, multi -echelon stochastic models, Laplace and Normal demand models, exact Poisson model, and many more. Principles of Inventory Management begins with an introductory chapter in which the basicsof inventory systems and mathematical assumptions for all models ar e grouped together. The text is presented in a way such that each section can be read independently, and so the order in which the reader approaches the book can beinconsequential. It contains both deterministic and stochastic models along with algorithms that can be employed to find solutions to a variety of inventory control problems. Key topics include: * Economic order quantity (EOQ) model *Power-of-two policies * Dynamic lot sizing * Single and multi-period stochastic models * Echelon-based approache s * Multi-echelon systems * Single and multi-item models With exercises at the end of each chapter and a clear, systematicexposition, this textbook will appeal to advanced undergraduate and first-year graduate students in operations research, industrial e ngineering, and quantitative MBA programs. It also serves as a reference for professionals in bothindustry and government worlds. The prerequisite courses include introductory optimization methods, probability theory (non-measure theoretic), and stochasti c processes
Note:Springer eBooks
Contents:Inventories Are Everywhere
EOQ Model
Power
of
Two Policies
Dynamic Lot Sizing with Deterministic Demand
Single
Period Models
Inventory Planning over Multiple Time Periods: Linear
Cost Case
Background Concepts: An Introduction to the ( 1, ) Policy under Poisson Demand
A Tactical Planning Model for Managing Recoverable Items in Multi
Echelon Systems
Reorder Point, Lot Size Models: The Continuous Review Case
Lot Sizing Models: The Periodic Review Case
ISBN:9780387689487
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Series in Operations Research and Financial Engineering, 1431-8598
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Operations research , Industrial engineering
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Call number:SPRINGER-2009-9789048134472:ONLINE Show nearby items on shelf
Title:IUTAM Symposium on Progress in the Theory and Numerics of Configurational Mechanics [electronic resource]
Author(s): P Steinmann
Date:2009
Publisher:Dordrecht : Springer Netherlands
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Configurational mechanics has attracted much attention from various research fields over the recent years/decades and has developed into a versatile tool that can be applied to a variety of problems. Since Eshelby's seminal worksa general notion of c onfigurational mechanics has evolved and has successfully been applied to many problems involving various types of defects in continuous media. The most prominent application is the use of configurational forces infracture mechanics. However, as configura tional mechanics is related to arbitrary material inhomogeneities it has also very successfully been applied to many materials science and engineering problems such as phase transitions andinelastic deformations. Also, the modeling of materials with micro -structure evolution is an important field, in which configurational mechanics can provide a better understanding of processes going on within the material. Besidesthese mechanical, physical, and chemical applications, ideas from configurational mechanics are now increasingly applied within computational mechanics. In this regard, in particular the combination of configurational mechanics and thefinite element method has a notable impact on computational mechanics. New methods based on configurational mec hanics are developing in computational fracture mechanics, structural optimization and adaptivity. These methods include,for example, r- and h-adaptive methods for mesh optimization and refinement. The IUTAM Symposium on Progress in the Theory and Numeric s of Configurational Mechanics that took place at the University of Erlangen/Nuremberg, Germany,from October 20th to 24th, 2008, shed light on the most recent state of affairs in configurational mechanics. This proceedings volume brings together a number of peer reviewed papers that were presented at the symposium
Note:Springer eBooks
Contents:On Discontinuities of Material Momentum and Eshelby Stress in Hyperelasticity and Thermoelasticity
On a Constraint
Based Regularization Technique for Configurational r
Adaptivity and 3D Shape Optimization
Some New Properties of the Eshelby Stress Tensor
On Configurational Aspects of Finite Deformation Inelasticity: A Variational Approach Versus the Transformation of Balance of Momentum
Configurational Forces Derived from the Total Variation of the Rate of Global Dissipation
On Crack Analysis of Functionally Graded Materials with Material Forces
Momentum and Material Momentum
ISBN:9789048134472
Series:e-books
Series:SpringerLink (Online service)
Series:IUTAM Bookseries, 1875-3507 : v17
Series:Physics and Astronomy (Springer-11651)
Keywords: Mechanics , Thermodynamics , Engineering , Mechanics, applied , Materials
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Call number:SPRINGER-2009-9780387856520:ONLINE Show nearby items on shelf
Title:Sobolev Spaces in Mathematics III [electronic resource] : Applications in Mathematical Physics
Author(s): Victor Isakov
Date:2009
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:The mathematical works of S.L.Sobolev were strongly motivated by particular problems coming from applications. In his celebrated book Applications of Functional Analysis in Mathematical Physics, 1950 and other works, S.Sobolevintroduced general metho ds that turned out to be very influential in the study of mathematical physics in the second half of the XXth century. This volume, dedicated to the centenary of S.L. Sobolev, presents the latest results on someimportant problems of mathematical physics d escribing, in particular, phenomena of superconductivity with random fluctuations, wave propagation, perforated domains and bodies with defects of different types, spectral asymptotics forDirac energy, Lam\'e system with residual stress, optimal control p roblems for partial differential equations and inverse problems admitting numerous interpretations. Methods of modern functional analysis are essentially used in theinvestigation of these problems. Contributors include: Mikhail Belishev (Russia) Andrei Fu rsikov (Russia), Max Gunzburger (USA), and Janet Peterson (USA) Victor Isakov (USA) and Nanhee Kim (USA) Victor Ivrii (Canada) Irena Lasiecka(USA) and Roberto Triggiani (USA) Vladimir Maz'ya (USA-UK-Sweden) and Alexander Movchan (UK) Michael Taylor (USA)
Note:Springer eBooks
Contents:Geometrization of Rings as a Method for Solving Inverse Problems, M. Belishev
The GinzburgLandau Equations for Superconductivity with Random Fluctuations, A. Fursikov et al
Carleman Estimates with Second Large Parameter for Second Order Operators, V. Isakov, N. Kim
Sharp Spectral Asymptotics for Dirac Energy, V. Ivrii
Linear Hyperbolic and Petrowski Type PDEs with Continuous Boundary Control
Boundary Observation Open Loop Map: Implication on Nonlinear Boundary Stabilization with Optimal Decay Rates, I. Lasiecka, R. Triggiani
Uniform Asymptotics of Green's Kernels for Mixed
ISBN:9780387856520
Series:e-books
Series:SpringerLink (Online service)
Series:International Mathematical Series, 1571-5485 : v10
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Global analysis (Mathematics) , Functional analysis , Differential equations, partial , Numerical analysis , Mathematical optimization
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Call number:SPRINGER-2009-9780387766171:ONLINE Show nearby items on shelf
Title:Stochastic Control in Discrete and Continuous Time [electronic resource]
Author(s): Atle Seierstad
Date:2009
Publisher:Boston, MA : Springer US
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This book provides a comprehensive introduction to stochastic control problems in discrete and continuous time. The material is presented logically, beginning with the discrete-time case before proceeding to the stochasticcontinuous-time models. Cent ral themes are dynamic programming in discrete time and HJB-equations in continuous time. Topics covered include stochastic maximum principles for discrete time and continuous time, even for problems withterminal conditions. Numerous illustrative examples and exercises, with solutions at the end of the book, are included to enhance the understanding of the reader. By interlinking many fields in stochastic control, the material givesthe student the opportunity to see the connections between different field s and the underlying ideas that unify them. This text will benefit students in applied mathematics, economics, engineering, and related fields. Prerequisitesinclude a course in calculus and elementary probability theory. No knowledge of measure theory is assumed
Note:Springer eBooks
Contents:Preface
Stochastic Control over Discrete Time
The HJB Equation for Deterministic Control
Piecewise Deterministic Optimal Control Problems
Control of Diffusions
Appendix: Probability, Concepts, and Results
Solutions
References
Index
ISBN:9780387766171
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Systems theory , Mathematical optimization , Distribution (Probability theory) , Economics, Mathematical
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Call number:SPRINGER-2009-9780387097701:ONLINE Show nearby items on shelf
Title:Handbook of Optimization in Medicine [electronic resource]
Author(s): H. Edwin Romeijn
Panos M Pardalos
Date:2009
Publisher:Boston, MA : Springer US
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Handbook of Optimization in Medicine is devoted to examining the dramatic increase in the application of effective optimization techniques to the delivery of health care. The articles, written by experts from the areas ofoptimization (operations rese arch), computer science, and medicine, focus on models and algorithms that have led to more efficient and sophisticated treatments of patients. Topics covered include: * optimization in medical imaging, *classification and data mining with medical applica tions, * treatment of epilepsy and other brain disorders, * treatment of head-and-neck, prostate, and other cancers using conventional conformal and intensity-modulated radiationtherapy as well as proton therapy, * treatment selection for breast cancer ba sed on new classification schemes, * optimization for the genome project, *optimal timing of organ transplants. This handbook is an invaluable resource forgraduate students and academic researchers in biomedical engineering, computer science, operations r esearch, and medicine. Practioners as well will be able to adapt the different approaches to their needs
Note:Springer eBooks
Contents:Optimizing Organ Allocation and Acceptance
Can we Do Better? Optimization Models for Breast Cancer Screening
Optimization Models and Computational Approaches for Three
dimensional Conformal Radiation Treatment Planning
Continuous Optimization of Beamlet Intensities for Intensity Modulated Photon and Proton Radiotherapy
Multicriteria Optimization in Intensity Modulated Rediotherapy Planning
Algorithms for Sequencing Multileaf Collimators
Image Registration and Segmentation Based on Energy Minimization
Optimization Techniques for Date Representions with Biomedical Applicatio
ISBN:9780387097701
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Optimization and Its Applications, 1931-6828 : v26
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Medicine , Mathematical optimization , Biomedical engineering
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Call number:SPRINGER-2009-9780387094144:ONLINE Show nearby items on shelf
Title:Linear and Integer Programming vs Linear Integration and Counting [electronic resource] : A Duality Viewpoint
Author(s): Jean-Bernard Lasserre
Date:2009
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:In this book the author analyzes and compares four closely related problems, namely linear programming, integer programming, linear integration, linear summation (or counting). The focus is on duality and the approach is rathernovel as it puts intege r programming in perspective with three associated problems, and permits one to define discrete analogues of well-known continuous duality concepts, and the rationale behind them. Also, the approach highlightsthe difference between the discrete and contin uous cases. Central in the analysis are the continuous and discrete Brion and Vergne's formulae for linear integration and counting. This approach provides some new insights on dualityconcepts for integer programs, and also permits to retrieve and shed ne w light on some well-known results. For instance, Gomory relaxations and the abstract superadditive dual of integer programs are re-interpreted in this algebraicapproach. This book will serve graduate students and researchers in applied mathematics, optim ization, operations research and computer science. Due to the substantial practical importance of some presented problems, researchers inother areas will also find this book useful
Note:Springer eBooks
Contents:Preface. Introduction
Part I. Linear Integration and Linear Programming. The Linear Integration Problem I. Comparing the Continuous Problems P and I
Part II. Linear Counting and Integer Programming
The Linear Counting Problem I(d). Relating the Discrete Problems P(d) and I(d) with P
Part III. Duality. Duality and Gomory Relaxations. Barvinoks Counting Algorithm and Gomory Relaxations. A Discrete Farkas Lemma. The Integer Hull of a Convex Rational Polytope. Duality and Superadditive Functions
Appendix: Legendre
Fenchel, Laplace, Cramer, and Z Transforms. References. Glossary
ISBN:9780387094144
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Series in Operations Research and Financial Engineering, 1431-8598
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Computational complexity , Discrete groups , Mathematical optimization , Operations research
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Call number:SPRINGER-2008-9783540740117:ONLINE Show nearby items on shelf
Title:Optimal Stopping Rules [electronic resource]
Author(s): Albert N Shiryaev
B Rozovskii
G Grimmett
Date:2008
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Although three decades have passed since first publication of this book reprinted now as a result of popular demand, the content remains up-to-date and interesting for many researchers as is shown by the many references to it incurrent publications. The ground floor of Optimal Stopping Theory was constructed by A.Wald in his sequential analysis in connection with the testing of statistical hypotheses by non-traditional (sequential) methods. It was laterdiscovered that these methods have, in idea, a c lose connection to the general theory of stochastic optimization for random processes. The area of application of the Optimal Stopping Theory is very broad. It is sufficient at this pointto emphasise that its methods are well tailored to the study of Amer ican (-type) options (in mathematics of finance and financial engineering), where a buyer has the freedom to exercise an option at any stopping time. In this book, thegeneral theory of the construction of optimal stopping policies is developed for the cas e of Markov processes in discrete and continuous time. One chapter is devoted specially to the applications that address problems of the testing ofstatistical hypotheses, and quickest detection of the time of change of the probability characteristics of t he observable processes. The author, A.N.Shiryaev, is one of the leading experts of the field and gives an authoritativetreatment of a subject that, 30 years after original publication of this book, is proving increasingly important
Note:Springer eBooks
ISBN:9783540740117
Series:e-books
Series:SpringerLink (Online service)
Series:Stochastic Modelling and Applied Probability, 0172-4568 : v8
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics
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Call number:SPRINGER-2008-9781848000032:ONLINE Show nearby items on shelf
Title:Stochastic Control in Insurance [electronic resource]
Author(s): Hanspeter Schmidli
Date:2008
Publisher:London : Springer London
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Stochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations research and mathematical finance. In recent years, stochastic control techniques have been applied tonon-life insurance probl ems, and in life insurance the theory has been further developed. This book provides a systematic treatment of optimal control methods applied to problems from insurance and investment, complete with detailedproofs. The theory is discussed and illustrated by way of examples, using concrete simple optimisation problems that occur in the actuarial sciences. The problems come from non-life insurance as well as life and pension insurance andalso cover the famous Merton problem from mathematical finance. Where ver possible, the proofs are probabilistic but in some cases well-established analytical methods are used. The book is directed towards graduate students andresearchers in actuarial science and mathematical finance who want to learn stochastic control wit hin an insurance setting, but it will also appeal to applied probabilists interested in the insurance applications and to practitionerswho want to learn more about how the method works. Readers should be familiar with basic probability theory and have a w orking knowledge of Brownian motion, Markov processes, martingales and stochastic calculus. Some knowledge ofmeasure theory will also be useful for following the proofs
Note:Springer eBooks
Contents:Stochastic Control in Discrete Time
Stochastic Control in Continuous Time
Problems in Life Insurance
Asymptotics of Controlled Risk Processes
Appendices
Stochastic Processes and Martingales
Markov Processes and Generators
Change of Measure Techniques
Risk Theory
The Black
Scholes Model
Life Insurance
References
Index
List of Principal Notation
ISBN:9781848000032
Series:e-books
Series:SpringerLink (Online service)
Series:Probability and Its Applications, 1431-7028
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Mathematical optimization , Distribution (Probability theory) , Banks and banking
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Call number:SPRINGER-2008-9780817647575:ONLINE Show nearby items on shelf
Title:H-Optimal Control and Related Minimax Design Problems [electronic resource] : A Dynamic Game Approach
Author(s): Tamer Baar
Pierre Bernhard
Date:2008
Edition:Second Edition
Publisher:Boston, MA : Birkhuser Boston : Imprint: Birkhuser
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:I believe that the authors have written a first-class book which can be used for a second or third year graduate level course in the subject... Researchers working in the area will certainly use the book as a standardreference... Given how well the b ook is written and organized, it is sure to become one of the major texts in the subject in the years to come, and it is highly recommended to both researchers working in the field, and those who wantto learn about the subject. SIAM Review (Review of the First Edition) This book is devoted to one of the fastest developing fields in modern control theory---the so-called 'H-infinity optimal control theory'... In the authors'opinion 'the theory is now at a stage where it can easily be incorporated into a sec ond-level graduate course in a control curriculum'. It seems that this book justifies this claim. Mathematical Reviews (Review of the FirstEdition) This work is a perfect and extensive research reference covering the state-space techniques for solving lin ear as well as nonlinear H-infinity control problems. IEEE Transactions on Automatic Control (Review of theSecond Edition) The book, based mostly on recent work of the authors, is written on a good mathematical level. Many results in it are original, inte resting, and inspirational...The book can be recommended to specialists and graduatestudents working in the development of control theory or using modern methods for controller design. Mathematica Bohemica (Review of the Second Edition) This book is a sec ond edition of this very well-known text on H-infinitytheory...This topic is central to modern control and hence this definitive book is highly recommended to anyone who wishes to catch up with this important theoretical development in applied mathematics and control. Short BookReviews (Review of the Second Edition) The book can be recommended to mathematicians specializing in control theory and dynamic (differential) games. It
Note:Springer eBooks
Contents:A General Introduction to Minimax (H?
Optimal) Designs
Basic Elements of Static and Dynamic Games
The Discrete
Time Minimax Design Problem with Perfect
State Measurements
Continuous
Time Systems with Perfect
State Measurements
The Continuous
Time Problem with Imperfect
State Measurements
The Discrete
Time Problem with Imperfect
State Measurements
Minimax Estimators and Performance Levels
Robustness to Regular and Singular Perturbations
Appendix A: Conjugate Points and Existence of Value
Appendix B: Danskins Theorem
ISBN:9780817647575
Series:e-books
Series:SpringerLink (Online service)
Series:Modern Birkhuser Classics, 2197-1803
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Systems theory , Mathematical optimization
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Call number:SPRINGER-2008-9780387754468:ONLINE Show nearby items on shelf
Title:V-Invex Functions and Vector Optimization [electronic resource]
Author(s): Shashi Kant Mishra
Shouyang Wang
Kin Keung Lai
Date:2008
Publisher:Boston, MA : Springer US
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:V-INVEX FUNCTIONS AND VECTOR OPTIMIZATION summarizes and synthesizes an aspect of research work that has been done in the area of Generalized Convexity over the past several decades. Specifically, the book focuses on V-invexfunctions in vector optimi zation that have grown out of the work of Jeyakumar and Mond in the 1990s. V-invex functions are areas in which there has been much interest because it allows researchers and practitioners to address andprovide better solutions to problems that are nonlin ear, multi-objective, fractional, and continuous in nature. Hence, V-invex functions have permitted work on a whole new class of vector optimization applications. There has beenconsiderable work on vector optimization by some highly distinguished research ers including Kuhn, Tucker, Geoffrion, Mangasarian, Von Neuman, Schaiible, Ziemba, etc. The authors have integrated this related research into their book anddemonstrate the wide context from which the area has grown and continues to grow. The result is a well-synthesized, accessible, and usable treatment for students, researchers, and practitioners in the areas of OR, optimization, appliedmathematics, engineering, and their work relating to a wide range of problems which include financial institutions, lo gistics, transportation, traffic management, etc
Note:Springer eBooks
Contents:Preface
General Introduction
V
Invexity In Nonlinear Multiobjective Programming
Multiobjective Fractional Programming
Multiobjective Nonsmooth Programming
Composite Multiobjective Nonsmooth Programming
Continuous
Time Programming
References
Index
ISBN:9780387754468
Series:e-books
Series:SpringerLink (Online service)
Series:Optimization and Its Applications, 1931-6828 : v14
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Mathematical optimization , Operations research , Technology
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Call number:SPRINGER-2008-9780387737171:ONLINE Show nearby items on shelf
Title:Nonsmooth Vector Functions and Continuous Optimization [electronic resource]
Author(s): V Jeyakumar
D.T LUC
Date:2008
Publisher:Boston, MA : Springer US
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:A recent significant innovation in mathematical sciences has been the progressive use of nonsmooth calculus, an extension of the differential calculus, as a key tool of modern analysis in many areas of mathematics, operationsresearch, and engineering . Focusing on the study of nonsmooth vector functions, this book presents a comprehensive account of the calculus of generalized Jacobian matrices and their applications to continuous nonsmooth optimizationproblems and variational inequalities in finite d imensions. The treatment is motivated by a desire to expose an elementary approach to nonsmooth calculus by using a set of matrices to replace the nonexistent Jacobian matrix of acontinuous vector function. Such a set of matrices forms a new generalized J acobian, called pseudo-Jacobian. A direct extension of the classical derivative that follows simple rules of calculus, the pseudo-Jacobian provides anaxiomatic approach to nonsmooth calculus, a flexible tool for handling nonsmooth continuous optimization problems. Illustrated by numerous examples of known generalized derivatives, the work may serve as a valuable reference forgraduate students, researchers, and applied mathematicians who wish to use nonsmooth techniques and continuous optimization to model and solve problems in mathematical programming, operations research, and engineering. Readers requireonly a modest background in undergraduate mathematical analysis to follow the material with minimal effort
Note:Springer eBooks
Contents:Pseudo
Jacobian Matrices
Calculus Rules for Pseudo
Jacobians
Openness of Continuous Vector Functions
Nonsmooth Mathematical Programming Problems
Monotone Operators and Nonsmooth Variational Inequalities
ISBN:9780387737171
Series:e-books
Series:SpringerLink (Online service)
Series:Optimization and Its Applications, 1931-6828 : v10
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Mathematical optimization , Operations research , Engineering mathematics
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Call number:SPRINGER-2008-9780387732992:ONLINE Show nearby items on shelf
Title:Optimization in Medicine [electronic resource]
Author(s): Carlos J. S Alves
Panos M Pardalos
Luis Nunes Vicente
Date:2008
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Optimization has become an essential tool in addressing the limitation of resources and need for better decision-making in the medical field. Both continuous and discrete mathematical techniques are playing an increasinglyimportant role in understand ing several fundamental problems in medicine. This volume presents a wide range of medical applications that can utilize mathematical computing. Examples include using an algorithm for considering the seedreconstruction problem in brachytherapy and using optimization-classification models to assist in the early prediction, diagnosis and detection of diseases. Discrete optimization techniques and measures derived from the theory ofnonlinear dynamics, with analysis of multi-electrode electroencephalographic (EEG) data, assist in predicting impending epileptic seizures. Mathematics in medicine can also be found in recent cancer research. Sophisticated mathematicalmodels and optimization algorithms have been used to generate treatment plans for radionuclide i mplant and external beam radiation therapy. Optimization techniques have also been used to automate the planning process in Gamma Knifetreatment, as well as to address a variety of medical image registration problems. This work grew out of a workshop on o ptimization which was held during the 2005 CIM Thematic Term on Optimization in Coimbra, Portugal. It provides anoverview of the state-of-the-art in optimization in medicine and will serve as an excellent reference for researchers in the medical computing community and for those working in applied mathematics and optimization
Note:Springer eBooks
Contents:The influence of dose grid resolution on beam selection strategies in radiotherapy treatment design
Decomposition of matrices and static multileaf collimators: a survey
Neuro
dynamic programming for fractionated radiotherapy planning
Randomized algorithms for mixed matching and covering in hypergraphs in 3D seed reconstruction in brachytherapy
Global optimization and spatial synchronization changes prior to epileptic seizures
Optimization
based predictive models in medicine and biology
Optimal reconstruction kernels in medical imaging
Optimal control in high intensity focu
ISBN:9780387732992
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Optimization and Its Applications, 1931-6828 : v12
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Radiology, Medical , Mathematical optimization
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Call number:SPRINGER-2008-9780387727431:ONLINE Show nearby items on shelf
Title:Convergence and Applications of Newton-type Iterations [electronic resource]
Author(s): Ioannis K Argyros
Date:2008
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Recent results in local convergence and semi-local convergence analysis constitute a natural framework for the theoretical study of iterative methods. This monograph provides a comprehensive study of both basic theory and newresults in the area. Each chapter contains new theoretical results and important applications in engineering, modeling dynamic economic systems, input-output systems, optimization problems, and nonlinear and linear differentialequations. Several classes of operators are considere d, including operators without Lipschitz continuous derivatives, operators with high order derivatives, and analytic operators. Each section is self-contained. Examples are used toillustrate the theory and exercises are included at the end of each chapter . The book assumes a basic background in linear algebra and numerical functional analysis. Graduate students and researchers will find this book useful. It maybe used as a self-study reference or as a supplementary text for an advanced course in numerical functional analysis
Note:Springer eBooks
Contents:Preface
Table of Contents
Operators and Equations
The Newton
Kantorovich (NK) Method
Applications of the Weaker Version of the (NK) Theorem
Special Methods
Newton
Like Methods
Analytic Computational Complexity: We are Concerned with the Choice of Initial Approximations
Variational Inequalities
Convergence Involving Operators with Outer or Generalized Inverses
Convergence on Generalized Banach Spaces
Point
to
Set Mappings
The Newton
Kantorovich Theorem and Mathematical Programming
Glossary of Symbols
Bibliography
ISBN:9780387727431
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Functional analysis , Computer science Mathematics , Numerical analysis
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Call number:SPRINGER-2008-9780387369518:ONLINE Show nearby items on shelf
Title:Markov Decision Processes With Their Applications [electronic resource]
Author(s): Qiying Hu
Wuyi Yue
Date:2008
Publisher:Boston, MA : Springer US
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Markov decision processes (MDPs), also called stochastic dynamic programming, were first studied in the 1960s. MDPs can be used to model and solve dynamic decision-making problems that are multi-period and occur in stochasticcircumstances. There are three basic branches in MDPs: discrete-time MDPs, continuous-time MDPs and semi-Markov decision processes. Starting from these three branches, many generalized MDPs models have been applied to various practicalproblems. These models include partially obse rvable MDPs, adaptive MDPs, MDPs in stochastic environments, and MDPs with multiple objectives, constraints or imprecise parameters. Markov Decision Processes With Their Applicationsexamines MDPs and their applications in the optimal control of discrete e vent systems (DESs), optimal replacement, and optimal allocations in sequential online auctions. The book presents four main topics that are used to study optimalcontrol problems: *a new methodology for MDPs with discounted total reward criterion *transfo rmation of continuous-time MDPs and semi-Markov decision processes into a discrete-time MDPs model, thereby simplifying the application ofMDPs *MDPs in stochastic environments, which greatly extends the area where MDPs can be applied *applications of MDPs in optimal control of discrete event systems, optimal replacement, and optimal allocation in sequential onlineauctions. This book is intended for researchers, mathematicians, advanced graduate students, and engineers who are interested in optimal control , operation research, communications, manufacturing, economics, and electronic commerce
Note:Springer eBooks
Contents:Discretetimemarkovdecisionprocesses: Total Reward
Discretetimemarkovdecisionprocesses: Average Criterion
Continuous Time Markov Decision Processes
Semi
Markov Decision Processes
Markovdecisionprocessesinsemi
Markov Environments
Optimal control of discrete event systems: I
Optimal control of discrete event systems: II
Optimal replacement under stochastic Environments
Optimalal location in sequential online Auctions
ISBN:9780387369518
Series:e-books
Series:SpringerLink (Online service)
Series:Advances in Mechanics and Mathematics : v14
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Mathematical optimization , Operations research , Distribution (Probability theory) , Industrial engineering
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Call number:SPRINGER-2007-9783540713333:ONLINE Show nearby items on shelf
Title:Nonsmooth Analysis [electronic resource]
Author(s): Winfried Schirotzek
Date:2007
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:The book treats various concepts of generalized derivatives and subdifferentials in normed spaces, their geometric counterparts (tangent and normal cones) and their application to optimization problems. It starts with thesubdifferential of convex ana lysis, passes to corresponding concepts for locally Lipschitz continuous functions and finally presents subdifferentials for general lower semicontinuous functions. All basic tools are presented where theyare needed this concerns separation theorems, vari ational and extremal principles as well as relevant parts of multifunction theory. The presentation is rigorous, with detailed proofs. Each chapter ends with bibliographic notes andexercises
Note:Springer eBooks
Contents:Introduction
Preliminaries
The Conjugate of Convex Functionals
Classical Derivatives
The Subdifferential of Convex Functionals
Optimality Conditions for Convex Problems
Duality of Convex Problems
Derivatives and Subidfferentials of Lipschitz Functionals
Variational Principles
Subdifferentials of Lower Semicontinuous Functionals
Multifunctions
Tangent and Normal Cones
Optimality Conditions for Nonconvex Problems
Extremal Principles and More Normals and Subdifferentials
Appendix: Further Topics
Bibliography
Notation
Index
ISBN:9783540713333
Series:e-books
Series:SpringerLink (Online service)
Series:Universitext
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Global analysis (Mathematics)
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Call number:SPRINGER-2007-9780387367217:ONLINE Show nearby items on shelf
Title:Models and Algorithms for Global Optimization [electronic resource] : Essays Dedicated to Antanas ilinskas on the Occasion of His 60th Birthday
Author(s): Aimo Trn
Julius ilinskas
Date:2007
Publisher:Boston, MA : Springer US
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:The research of Antanas ilinskas has focused on developing models for global optimization, implementing and investigating the corresponding algorithms, and applying those algorithms to practical problems. This volume, dedicatedto Professor ilinskas o n the occasion of his 60th birthday, contains new survey papers in which leading researchers from the field present various models and algorithms for solving global optimization problems. Audience This book isintended for scientists and graduate students in computer science and applied mathematics who are interested in optimization algorithms and numerical analysis
Note:Springer eBooks
Contents:Preface
Part I. Advanced Models in Optimization Theory
Multiobjective Programming Problems Under Generalized Convexity (Chinchuluun, Pardalos)
Towards Optimal Techniques for Solving Global Optimization Problems (Floudas, Kreinovich)
Part II. Interval Algorithms
Non
linear Global Optimization Using Interval Arithmetic and Constraint Propagation (Kjller, Kozine, Madsen, Stauning)
Towards Optimal Compression of Meteorological Data (Kosheleva)
An Interval Partitioning Approach for Continuous Constrained Optimization (Pedamallu, zdamar, Csendes)
A Survey of Methods for t
ISBN:9780387367217
Series:e-books
Series:SpringerLink (Online service)
Series:Optimization and Its Applications, 1931-6828 : v4
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Computer science Mathematics , Mathematical optimization , Operations research
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Call number:SPRINGER-2006-9783764373900:ONLINE Show nearby items on shelf
Title:Optimal Stopping and Free-Boundary Problems [electronic resource]
Author(s): Goran Peskir
Albert Shiryaev
Date:2006
Publisher:Basel : Birkhuser Basel
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:The book aims at disclosing a fascinating connection between optimal stopping problems in probability and free-boundary problems in analysis using minimal tools and focusing on key examples. The general theory of optimal stoppingis exposed at the lev el of basic principles in both discrete and continuous time covering martingale and Markovian methods. Methods of solution explained range from classic ones (such as change of time, change of space, change ofmeasure) to more recent ones (such as local tim e-space calculus and nonlinear integral equations). A detailed chapter on stochastic processes is included making the material more accessible to a wider cross-disciplinary audience. Thebook may be viewed as an ideal compendium for an interested reader wh o wishes to master stochastic calculus via fundamental examples. Areas of application where examples are worked out in full detail include financial mathematics,financial engineering, mathematical statistics, and stochastic analysis
Note:Springer eBooks
Contents:Preface
Introduction
1. Optimal Stopping: General Facts
2. Stochastic Processes: A Brief Review
3. Optimal Stopping and Free Boundary Problems
4. Methods of Solution
5. Optimal Stopping in Stochastic Analysis
6. Optimal Stopping in Mathematical Statistics
7. Optimal Stopping in Mathematical Finance
8. Optimal Stopping in Financial Engineering
Bibliography
ISBN:9783764373900
Series:e-books
Series:SpringerLink (Online service)
Series:Lectures in Mathematics. ETH Zrich
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Differential equations, partial , Finance , Mathematical optimization , Distribution (Probability theory)
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Call number:SPRINGER-2006-9783540478560:ONLINE Show nearby items on shelf
Title:A Benchmark Approach to Quantitative Finance [electronic resource]
Author(s): Eckhard Platen
David Heath
Date:2006
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:The benchmark approach provides a general framework for financial market modeling, which extends beyond the standard risk neutral pricing theory. It permits a unified treatment of portfolio optimization, derivative pricing,integrated risk management and insurance risk modeling. The existence of an equivalent risk-neutral pricing measure is not required. Instead, it leads to pricing formulae with respect to the real world probability measure. This yieldsimportant modeling freedom which turns out to be necessary for the derivation of realistic, parsimonious market models. The first part of the book describes the necessary tools from probability theory, statistics, stochastic calculusand the theory of stochastic differential equations with jumps. The se cond part is devoted to financial modeling under the benchmark approach. Various quantitative methods for the fair pricing and hedging of derivatives are explained.The general framework is used to provide an understanding of the nature of stochastic volat ility. The book is intended for a wide audience that includes quantitative analysts, postgraduate students and practitioners in finance,economics and insurance. It aims to be a self-contained, accessible but mathematically rigorous introduction to quantit ative finance for readers that have a reasonable mathematical or quantitative background. Finally, the book shouldstimulate interest in the benchmark approach by describing some of its power and wide applicability
Note:Springer eBooks
Contents:Preliminaries
Statistical Methods
Modeling via Stochastic Processes
Diffusion Processes
Martingales and Stochastic Integrals
The Ito Integral or Stochastic Chain Rule
Stochastic Differential Equations
Continuous Benchmark Models
Introduction to Option Pricing
Various Approaches to Asset Pricing
Numerical Methods for Derivatives Pricing
Pricing of Derivatives
Benchmark Models with Jumps
ISBN:9783540478560
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Finance
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Finance , Distribution (Probability theory) , Economics Statistics
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Call number:SPRINGER-2006-9783540365464:ONLINE Show nearby items on shelf
Title:Topics on Concentration Phenomena and Problems with Multiple Scales [electronic resource]
Author(s): Andrea Braides
Valeria Chiad Piat
Date:2006
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:The study of variational problems showing multi-scale behaviour with oscillation or concentration phenomena are a challenging topic of very active research. This volume includes lecture notes devoted to the asymptotic analysis ofsuch problems when th e multi-scale behaviour derives from scale separation in the passage from atomistic systems to continuous functionals, from competition between bulk and surface energies, from various types of homogenizationprocesses (random, in perforated domains, on fra ctals), and to concentration effects in Ginzburg-Landau energies and in subcritical growth problems
Note:Springer eBooks
Contents:Preface
Part I: Problems with multiple scales
A. Braides, M. S. Gelli: From discrete systems to continuous variational problems: an introduction
A. Defranceschi: Relaxation for bulk and interfacial energies
R. Peirone: Convergence of Dirichlet forms on fractals
G. A. Chechkin: Homogenization in perforated domains
A. Piatnitski: Homogenization of random non stationary parabolic operators
Part II: Problems with concentration
A. Garroni: Gamma
convergence for concentration problems
S. Serfaty: Gamma
convergence of gradient flows and applications to Ginzburg
Landau vorte
ISBN:9783540365464
Series:e-books
Series:SpringerLink (Online service)
Series:Lecture Notes of the Unione Matematica Italiana, 1862-9113 : v2
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Differential equations, partial , Mathematical optimization
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Call number:SPRINGER-2006-9783540312468:ONLINE Show nearby items on shelf
Title:Variational Analysis and Generalized Differentiation II [electronic resource] : Applications
Author(s): Boris S Mordukhovich
Date:2006
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Variational analysis has been recognized as a fruitful area in mathematics that on the one hand deals with the study of optimization and equilibrium problems and on the other hand applies optimization, perturbation, andapproximation ideas to the anal ysis of a broad range of problems that may not be of a variational natur. One of the most characteristic features of modern variational analysis is the intrinsic presence of nonsmoothness, which naturallyenters not only through initial data of optimizatio n-related problems but largely via variational principles and perturbation techniques. Thus generalized differential lies at the hear of variational analysis and its applications. Thismonographs contains a comprehensive and and state-of-the art study of t he basic concepts and principles of variational analysis and generalized differentiation in both finite-dimensional and infinite dimensional spaces and presentsnumerous applications to problems in the optimization, equilibria, stability and sensitivity, c ontrol theory, economics, mechanics, etc. The book is published in two volumes, the first of which is mainly devoted to the basic theory ofvariational analysis and generalized differentiations, while the second volume contains various applications. Both v olumes contain abundant bibliographies and extensive commentaries. This book will be of interest to researchers andgraduate students in mathematical sciences. It may also be useful to a broad range of researchers, practitioners, and graduate students invo lved in the study and applications of variational methods in economics, engineering, controlsystems, operations research, statistics, mechanics, and other applied sciences
Note:Springer eBooks
Contents:Constrained Optimization and Equilibria: Necessary Optimality Conditions in Nondifferentiable Programming. Mathematical Programs with Equilibrium Constraints. Multiobjective Optimization. Subextremality and Suboptimality atLinear Rate
Optimal Control of Evolution Systems in Banach Spaces: Optimal Control of Discrete
Time and Continuous
time Evolution Inclusions. Necessary Optimality Conditions for Differential Inclusions without Relaxation. Maximum Principle for Continuous
Time Systems with Smooth Dynamics. Approximate Maximum Principle in Optimal Control
Optimal Control of Distributed
ISBN:9783540312468
Series:e-books
Series:SpringerLink (Online service)
Series:Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics, 0072-7830 : v331
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Global analysis , Numerical analysis , Mathematical optimization
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Call number:SPRINGER-2006-9780387400655:ONLINE Show nearby items on shelf
Title:Numerical Optimization [electronic resource]
Author(s): Jorge Nocedal
Stephen J Wright
Date:2006
Edition:Second Edition
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science, and business byfocusing on the methods t hat are best suited to practical problems. For this new edition the book has been thoroughly updated throughout. There are new chapters on nonlinear interior methods and derivative-free methods foroptimization, both of which are used widely in practice an d the focus of much current research. Because of the emphasis on practical methods, as well as the extensive illustrations and exercises, the book is accessible to a wideaudience. It can be used as a graduate text in engineering, operations research, math ematics, computer science, and business. It also serves as a handbook for researchers and practitioners in the field. The authors have strived toproduce a text that is pleasant to read, informative, and rigorous - one that reveals both the beautiful natur e of the discipline and its practical side
Note:Springer eBooks
ISBN:9780387400655
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Series in Operations Research and Financial Engineering, 1431-8598
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Systems theory , Computer science Mathematics , Mathematical optimization
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Call number:SPRINGER-2006-9780387312798:ONLINE Show nearby items on shelf
Title:Control of Spatially Structured Random Processes and Random Fields with Applications [electronic resource]
Author(s): Ruslan K Chornei
Hans Daduna
Pavel S Knopov
Date:2006
Publisher:Boston, MA : Springer US
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This book is devoted to the study and optimization of spatiotemporal stochastic processes, that is, processes which develop simultaneously in space and time under random influences. These processes are seen to occur almosteverywhere when studying the global behavior of complex systems, including physical and technical systems, population dynamics, neural networks, computer and telecommunication networks, complex production networks, flexible manufacturing systems, logistic networks and transpor tation systems, environmental engineering, climate modelling and prediction, earth surface models. Classical stochastic dynamic optimization forms theframework of the book. Taken as a whole, the project undertaken in the book is to establish optimality or near-optimality for Markovian policies in the control of spatiotemporal Markovian processes. The authors apply this generalprinciple to different frameworks of Markovian systems and processes. Depending on the structure of the systems and the surround ings of the model classes the authors arrive at different levels of simplicity for the policy classes whichencompass optimal or nearly optimal policies. A set of examples accompanies the theoretical findings, and these examples should demonstrate some imp ortant application areas for the theorems discussed. Audience This book is intended forexperts in applied mathematics, cybernetics, and in the theory of optimal control
Note:Springer eBooks
Contents:Preface
Acknowledgments
1. Introduction
2. Prerequisites from the theory of stochastic processes and stochastic dynamic optimization
3. Local control of discrete time interacting Markov processes with graph structured state space
4. Sequential stochastic games with distributed players on graphs
5. Local control of continuous time interacting Markov and semi
Markov processes with graph structured state space
6. Connections with optimization of random field in different areas
Bibliography
Index
ISBN:9780387312798
Series:e-books
Series:SpringerLink (Online service)
Series:Nonconvex Optimization and Its Applications, 1571-568X : v86
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Systems theory , Operations research , Distribution (Probability theory)
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Call number:SPRINGER-2006-9780387312569:ONLINE Show nearby items on shelf
Title:Convex Analysis and Nonlinear Optimization [electronic resource] : Theoryand Examples
Author(s): Jonathan Borwein
Adrian Lewis
Date:2006
Edition:Second Edition
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:A cornerstone of modern optimization and analysis, convexity pervades applications ranging through engineering and computation to finance. This concise introduction to convex analysis and its extensions aims at first yeargraduate students, and includ es many guided exercises. The corrected Second Edition adds a chapter emphasizing concrete models. New topics include monotone operator theory, Rademacher's theorem, proximal normal geometry, Chebyshevsets, and amenability. The final material on partial s moothness won a 2005 SIAM Outstanding Paper Prize. Jonathan M. Borwein, FRSC is Canada Research Chair in Collaborative Technology at Dalhousie University. A Fellow of the AAASand a foreign member of the Bulgarian Academy of Science, he received his Doctor ate from Oxford in 1974 as a Rhodes Scholar and has worked at Waterloo, Carnegie Mellon and Simon Fraser Universities. Recognition for his extensivepublications in optimization, analysis and computational mathematics includes the 1993 Chauvenet prize. Adr ian S. Lewis is a Professor in the School of Operations Research and Industrial Engineering at Cornell. Following his 1987Doctorate from Cambridge, he has worked at Waterloo and Simon Fraser Universities. He received the 1995 Aisenstadt Prize, from the Un iversity of Montreal, and the 2003 Lagrange Prize for Continuous Optimization, from SIAM and theMathematical Programming Society. About the First Edition: ...a very rewarding book, and I highly recommend it... - M.J. Todd, in the International Journal of Robust and Nonlinear Control ...a beautifully written book... highlyrecommended... - L. Qi, in the Australian Mathematical Society Gazette This book represents a tour de force for introducing so many topics of present interest in such a small space and w ith such clarity and elegance. - J.-P.Penot, in Canadian Mathematical Society Notes There is a fascinating interweaving of theory and applications... - J.R. Giles, in Mathematical Reviews ..
Note:Springer eBooks
Contents:Background
Inequality Constraints
Fenchel Duality
Convex Analysis
Special Cases
Nonsmooth Optimization
KarushKuhnTucker Theory
Fixed Points
More Nonsmooth Structure
Postscript: Infinite Versus Finite Dimensions
List of Results and Notation
ISBN:9780387312569
Series:e-books
Series:SpringerLink (Online service)
Series:CMS Books in Mathematics, 1613-5237
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Global analysis (Mathematics) , Mathematical optimization , Operations research
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Call number:SPRINGER-2006-9780387276229:ONLINE Show nearby items on shelf
Title:Cooperative Stochastic Differential Games [electronic resource]
Author(s): David W. K Yeung
Leon A Petrosyan
Date:2006
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science, and business byfocusing on the methods t hat are best suited to practical problems. For this new edition the book has been thoroughly updated throughout. There are new chapters on nonlinear interior methods and derivative-free methods foroptimization, both of which are used widely in practice an d the focus of much current research. Because of the emphasis on practical methods, as well as the extensive illustrations and exercises, the book is accessible to a wideaudience. It can be used as a graduate text in engineering, operations research, math ematics, computer science, and business. It also serves as a handbook for researchers and practitioners in the field. The authors have strived toproduce a text that is pleasant to read, informative, and rigorous - one that reveals both the beautiful natur e of the discipline and its practical side
Note:Springer eBooks
Contents:Deterministic and Stochastic Differential Games
Cooperative Differential Games in Characteristic Function Form
Two
person Cooperative Differential Games with Discounting
Two
person Cooperative Stochastic Differential Games
Multiplayer Cooperative Stochastic Differential Games
Cooperative Stochastic Differential Games with Nontransferable Payoffs
ISBN:9780387276229
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Series in Operations Research and Financial Engineering, 1431-8598
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Operations research , Economics
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Call number:SPRINGER-2005-9780387289823:ONLINE Show nearby items on shelf
Title:Inference in Hidden Markov Models [electronic resource]
Author(s): Olivier Capp
Eric Moulines
Tobias Rydn
Date:2005
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Hidden Markov models have become a widely used class of statistical models with applications in diverse areas such as communications engineering, bioinformatics, finance and many more. This book is a comprehensive treatment ofinference for hidden Mar kov models, including both algorithms and statistical theory. Topics range from filtering and smoothing of the hidden Markov chain to parameter estimation, Bayesian methods and estimation of the number ofstates. In a unified way the book covers both model s with finite state spaces, which allow for exact algorithms for filtering, estimation etc. and models with continuous state spaces (also called state-space models) requiringapproximate simulation-based algorithms that are also described in detail. Simula tion in hidden Markov models is addressed in five different chapters that cover both Markov chain Monte Carlo and sequential Monte Carlo approaches. Manyexamples illustrate the algorithms and theory. The book also carefully treats Gaussian linear state-sp ace models and their extensions and it contains a chapter on general Markov chain theory and probabilistic aspects of hidden Markovmodels. This volume will suit anybody with an interest in inference for stochastic processes, and it will be useful for rese archers and practitioners in areas such as statistics, signal processing, communications engineering, controltheory, econometrics, finance and more. The algorithmic parts of the book do not require an advanced mathematical background, while the more theor etical parts require knowledge of probability theory at the measure-theoretical level.Olivier Capp is Researcher for the French National Center for Scientific Research (CNRS). He received the Ph.D. degree in 1993 from Ecole Nationale Suprieure des Tlcommu nications, Paris, France, where he is currently a ResearchAssociate. Most of his current research concerns computational statistics and statistical learning. Eric Moulines is Professor at Ecole
Note:Springer eBooks
Contents:Main Definitions and Notations
Main Definitions and Notations
State Inference
Filtering and Smoothing Recursions
Advanced Topics in Smoothing
Applications of Smoothing
Monte Carlo Methods
Sequential Monte Carlo Methods
Advanced Topics in Sequential Monte Carlo
Analysis of Sequential Monte Carlo Methods
Parameter Inference
Maximum Likelihood Inference, Part I: Optimization Through Exact Smoothing
Maximum Likelihood Inference, Part II: Monte Carlo Optimization
Statistical Properties of the Maximum Likelihood Estimator
Fully Bayesian Approaches
Backgro
ISBN:9780387289823
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Series in Statistics, 0172-7397
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Computer simulation , Mathematical statistics , Economics Statistics
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Call number:SPRINGER-2005-9780387267715:ONLINE Show nearby items on shelf
Title:Continuous Optimization [electronic resource] : Current Trends and Modern Applications
Author(s): Vaithilingam Jeyakumar
Alexander Rubinov
Date:2005
Publisher:Boston, MA : Springer US
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Springer eBooks
ISBN:9780387267715
Series:e-books
Series:SpringerLink (Online service)
Series:Applied Optimization, 1384-6485 : v99
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Mathematical optimization , Operations research
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Call number:SPRINGER-2005-9780387236391:ONLINE Show nearby items on shelf
Title:Generalized Convexity, Generalized Monotonicity and Applications [electronic resource] : Proceedings of the 7th International Symposium on Generalized Convexity and Generalized Monotonicity
Author(s): Andrew Eberhard
Nicolas Hadjisavvas
Dinh The Luc
Date:2005
Publisher:Boston, MA : Springer US
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This volume contains a collection of refereed articles on generalized convexity and generalized monotonicity. The first part of the book contains invited papers by leading experts (J.M. Borwein, R.E. Burkard, B.S. Mordukhovich andH. Tuy) with applica tions of (generalized) convexity to such diverse fields as algebraic dynamics of the Gamma function values, discrete optimization, Lipschitzian stability of parametric constraint systems, and monotonicity offunctions. The second part contains contribution s presenting the latest developments in generalized convexity and generalized monotonicity: its connections with discrete and with continuous optimization, multiobjective optimization,fractional programming, nonsmooth Aanalysis, variational inequalities, and its applications to concrete problems such as finding equilibrium prices in mathematical economics, or hydrothermal scheduling. Audience This volume is suitablefor faculty, graduate students, and researchers in mathematical programming, operations res earch, convex analysis, nonsmooth analysis, game theory and mathematical economics
Note:Springer eBooks
Contents:Invited Papers
Algebraic Dynamics
Generalized Convexity and Discrete Optimization
Lipschitzian Stability
Monotonicity in the Framework of Gen. Convexity
Contributed Papers
On the Contraction of Nenexpansiveness Properties of the Marginal Mappings
A Projection
Type Algorithm
Duality in Multiobjective Optimization Problems
Duality in Fractional Programming
On the Pseudoconvexity of the Sum
Bonnesen
type Inequalities
Characterizing Invex
Minty Variational Inequality and Opt
Second Order Optimality
Second Order Subdifferentials
Applying Global Opt
ISBN:9780387236391
Series:e-books
Series:SpringerLink (Online service)
Series:Nonconvex Optimization and Its Applications, 1571-568X : v77
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Mathematical optimization , Operations research
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Call number:SPRINGER-2004-9783790826937:ONLINE Show nearby items on shelf
Title:mODa 7 — Advances in Model-Oriented Design and Analysis Proceedings of the 7th International Workshop on Model-Oriented Design and Analysis held in Heeze, The Netherlands, June 14–18, 2004
Author(s):
Date:2004
Size:1 online resource (240 p.)
Note:10.1007/978-3-7908-2693-7
Contents:A Masked Spectral Bound for Maximum-Entropy Sampling -- Some Bayesian Optimum Designs for Response Transformation in Nonlinear Models with Nonconstant Variance -- Extensions of the Ehrenfest Urn Designs for Comparing Two Treatments --
Nonparametric Testing for Main Effects on Inequivalent Designs -- Maximin Optimal Designs for a Compartmental Model -- Optimal Adaptive Designs in Phase III Clinical Trials for Continuous Responses with Covariates -- Optimal Designs
for Regression Models with Forced Measurements at Baseline -- Small Size Designs in Nonlinear Models Computed by Stochastic Optimization -- Asymptotic Properties of Biased Coin Designs for Treatment Allocation -- Lower Bounds on
Efficiency Ratios Based on ?p-Optimal Designs -- On a Functional Approach to Locally Optimal Designs -- Optimal Design Criteria Based on Tolerance Regions -- Simultaneous Choice of Design and Estimator in Nonlinear Regression with
Parameterized Variance -- Minimum Entropy Estimation in Semi-Parametric Models: a Candidate for Adaptive Estimation -- Optimal Designs for Contingent Response Models -- Bayesian D-Optimal Designs for Generalized Linear Models with a
Varying Dispersion Parameter -- L-optimum Designs in Multi-factor Models with Heteroscedastic Errors -- Multiplicative Algorithms for Constructing Optimizing Distributions : Further Developments -- Locally Optimal Designs for an
Extension of the Michaelis-Menten Model -- Asymptotic Properties of Urn Designs for Three-arm Clinical Trials -- T-Optimum Designs for Multiresponse Dynamic Heteroscedastic Models -- Error Transmission in Mixture Experiments -- Maximum
Entropy Sampling and General Equivalence Theory -- Towards Identification of Patient Responses to Anesthesia Infusion in Real Time -- List of Contributors -- List of Referees -- List of Figures -- List of Tables
ISBN:9783790826937
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Mathematics , Operations research , Decision making , Applied mathematics , Engineering mathematics , Probabilities , Statistics , Mathematics , Probability Theory and Stochastic Processes , Applications of Mathematics , Statistical Theory and Methods , Statistics for Business/Economics/Mathematical Finance/Insurance , Statistics for Life Sciences, Medicine, Health Sciences , Operation Research/Decision Theory
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