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
- 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
- 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
- 978-1-60750-769-7
- Subject
- Mathematics, Mathematics/Electronics/Mechanics
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
- 978-90-5199-086-7
- Subject
- Mathematics, Mathematics/Electronics/Mechanics
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
- 978-90-5199-060-7
- Subject
- Mathematics, Mathematics/Electronics/Mechanics
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.