Studies in Probability, Optimization and Statistics

The aim of this series is to publish innovative works related to probability theory, optimization methods and statistics, with the intention of cov…(read more)


Real Options, Ambiguity, Risk and Insurance

Pub. date
May 2013
Editors
Bensoussan, A., Peng, S. , Sung, J.
Volume
5
Price
US$174 / €120 / £102
ISBN print
978-1-61499-237-0
Subject
Economics, Mathematics

Financial engineering has become the focus of widespread media attention as a result of the world…


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New Trends in Financial Engineering

Pub. date
October 2011
Editor
Koo, H.K.
Volume
4
Price
US$160 / €110
ISBN print
978-1-60750-834-2
Subject
Economics, Mathematics

Financial engineering is defined as the application of mathematical methods to the solution of pr…


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Dynamic Programming and Inventory Control

Pub. date
September 2011
Editor
Bensoussan, A.
Volume
3
Price
US$196 / €135
ISBN print
978-1-60750-769-7
Subject
Electronics/Mechanics, Mathematics

This book presents a unified theory of dynamic programming and Markov decision processes and its …


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Analysis of Random Walks

Pub. date
January 1992
Editor
Cohen, J.W.
Volume
2
Price
US$119 / €108
ISBN print
978-90-5199-086-7
Subject
Electronics/Mechanics, Mathematics

In 1983 O.J. Boxma and the author published a research monograph on Boundary Value Problems in Qu…


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Passage Times for Markov Chains

Pub. date
January 1992
Editor
Syski, R.
Volume
1
Price
US$119 / €108
ISBN print
978-90-5199-060-7
Subject
Mathematics

This book is a survey of work on passage times in stable Markov chains with a discrete state spac…


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The aim of this series is to publish innovative works related to probability theory, optimization methods and statistics, with the intention of covering a broad domain from advanced theory to applications. Particular focus will be on applications in engineering, economics, finance, operations research, biology and environment.

Uncertainties and risk have become prevalent everywhere and decision-making must take this development into account. This is particularly the case when we consider decision-makers, either acting as a team or non-cooperating. Decision-making is a matter of technical systems as well as social systems. Fortunately, the scientific community provides many interesting developments in the concepts, methods and algorithms in this context.

Studies in Probability, Optimization and Statistics aims at encouraging this trend and at providing convenient and rapid publishing opportunities to all scholars contributing to the field.

The scope ranges from advanced mathematical theory to computational techniques. More empirical and applied work is welcome, provided new ideas and models are presented.