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Derivative-Free And Blackbox Optimization

by Charles Audet e Warren Hare

~~74,34€~~ 66,91€ 10% OFF

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 The second edition of Derivative-Free and Blackbox Optimization offers a comprehensive introduction to the field of optimization when derivatives are unavailable, unreliable, or impractical.
ENGLISH

Extreme Value Theory For Time Series - Models With Power-Law Tails

by Olivier Wintenberger e Thomas Mikosch

~~202,77€~~ 182,49€ 10% OFF

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 This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law tails.
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Extreme Values In Random Sequences

by Pavle Mladenovic

~~148,70€~~ 133,83€ 10% OFF

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 Chapter four provides results on the asymptotic behavior of the extremal characteristics of random permutations, the coupon collector's problem, the polynomial scheme, random trees and random forests, random partitions of finite sets, and the geometric properties of samples of random vectors.
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Principles Of Supply Chain Management And Their Implications

by Jack Muckstadt

~~79,49€~~ 71,54€ 10% OFF

 The text begins with a discussion of the basic principles of supply chain management and some attributes of certain industries.
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Extreme Value Theory For Time Series - Models With Power-Law Tails

by Olivier Wintenberger e Thomas Mikosch

~~264,99€~~ 238,49€ 10% OFF

 This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law tails.
ENGLISH

Risk-Averse Optimization And Control - Theory And Methods

by Andrzej Ruszczynski e Darinka Dentcheva

~~172,24€~~ 155,02€ 10% OFF

 <p>This book offers a comprehensive presentation of the theory and methods of risk-averse optimization and control. Problems of this type arise in finance, energy production and distribution, supply chain management, medicine, and many other areas, where not only the average performance of a stochastic system is essential, but also high-impact and low-probability events must be taken into account. The book is a self-contained presentation of the utility theory, the theory of measures of risk, including systemic and dynamic measures of risk, and their use in optimization and control models. It also covers stochastic dominance relations and their application as constraints in optimization models. Optimality conditions for problems with nondifferentiable and nonconvex functions and operators involving risk measures and stochastic dominance relations are discussed. Much attention is paid to multi-stage risk-averse optimization problems and to risk-averse Markov decision problems.</p><p> </p><p>Specialized algorithms for solving risk-averse optimization and control problems are presented and analyzed: stochastic subgradient methods for risk optimization, decomposition methods for dynamic problems, event cut and dual methods for stochastic dominance constraints, and policy iteration methods for control problems.</p><p> </p><p>The target audience is researchers and graduate students in the areas of mathematics, business analytics, insurance and finance, engineering, and computer science. The theoretical considerations are illustrated with examples, which make the book useful material for advanced courses in the area.</p><p> </p>
ENGLISH

Modeling With Stochastic Programming

by Alan J. King e Stein W. Wallace

~~72,86€~~ 65,57€ 10% OFF

 It will be suitable for graduate students and researchers working in operations research, mathematics, engineering and related departments where there is interest in learning how to model uncertainty.Alan King is a Research Staff Member at IBM's Thomas J.
ENGLISH

Extreme Values In Random Sequences

by Pavle Mladenovic

~~145,74€~~ 131,17€ 10% OFF

 Chapter four provides results on the asymptotic behavior of the extremal characteristics of random permutations, the coupon collector's problem, the polynomial scheme, random trees and random forests, random partitions of finite sets, and the geometric properties of samples of random vectors.
ENGLISH

Second-Order Variational Analysis In Optimization, Variational Stability, And Control - Theory, Algorithms, Applications

by Boris S. Mordukhovich

~~185,49€~~ 166,94€ 10% OFF

 <div><div>This fundamental work is a sequel to monographs by the same author: <i>Variational Analysis and Applications</i> (2018) and the two Grundlehren volumes <i>Variational Analysis and Generalized Differentiation</i>: I Basic Theory, II Applications (2006). This present book is the first entirely devoted to second-order variational analysis with numerical algorithms and applications to practical models. It covers a wide range of topics including theoretical, numerical, and implementations that will interest researchers in analysis, applied mathematics, mathematical economics, engineering, and optimization. Inclusion of a variety of exercises and commentaries in each chapter allows the book to be used effectively in a course on this subject. This area has been well recognized as an important and rapidly developing area of nonlinear analysis and optimization with numerous applications. Consisting of 9 interrelated chapters, the book is self-contained with the inclusion of some preliminaries in Chapter 1.</div><div><br></div><div>Results presented are useful tools for characterizations of fundamental notions of variational stability of solutions for diverse classes of problems in optimization and optimal control, the study of variational convexity of extended-real-valued functions and their specifications and variational sufficiency in optimization. Explicit calculations and important applications of second-order subdifferentials associated with the achieved characterizations of variational stability and related concepts, to the design and justification of second-order numerical algorithms for solving various classes of optimization problems, nonsmooth equations, and subgradient systems, are included. Generalized Newtonian algorithms are presented that show local and global convergence with linear, superlinear, and quadratic convergence rates. Algorithms are implemented to address interesting practical problems from the fields of machine learning, statistics, imaging, and other areas.</div></div>
ENGLISH

Maximum-Entropy Sampling - Algorithms And Application

by Jon Lee e Marcia Fampa

148,70€ + 10% CARD

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 This monograph presents a comprehensive treatment of the maximum-entropy sampling problem (MESP), which is a fascinating topic at the intersection of mathematical optimization and data science.
ENGLISH

Fundamentals Of Convex Analysis And Optimization - A Supremum Function Approach

by Abderrahim Hantoute, Marco A. Lopez e Rafael Correa

59,61€ + 10% CARD

 This book aims at an innovative approach within the framework of convex analysis and optimization, based on an in-depth study of the behavior and properties of the supremum of families of convex functions.
ENGLISH

Maximum-Entropy Sampling - Algorithms And Application

by Jon Lee e Marcia Fampa

148,70€ + 10% CARD

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 This monograph presents a comprehensive treatment of the maximum-entropy sampling problem (MESP), which is a fascinating topic at the intersection of mathematical optimization and data science.
ENGLISH

Fundamentals Of Convex Analysis And Optimization - A Supremum Function Approach

by Abderrahim Hantoute, Marco A. Lopez e Rafael Correa

74,34€ + 10% CARD

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 This book aims at an innovative approach within the framework of convex analysis and optimization, based on an in-depth study of the behavior and properties of the supremum of families of convex functions.
ENGLISH

Convex Analysis And Beyond - Volume I: Basic Theory

by Boris S. Mordukhovich e Nguyen Mau Nam

74,34€ + 10% CARD

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 This book presents a unified theory of convex functions, sets, and set-valued mappings in topological vector spaces with its specifications to locally convex, Banach and finite-dimensional settings.
ENGLISH

Univariate Stable Distributions - Models For Heavy Tailed Data

by John P. Nolan

60,82€ + 10% CARD

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 This textbook highlights the many practical uses of stable distributions, exploring the theory, numerical algorithms, and statistical methods used to work with stable laws.
ENGLISH

Convex Analysis And Beyond - Volume I: Basic Theory

by Boris S. Mordukhovich e Nguyen Mau Nam

72,86€ + 10% CARD

 This book presents a unified theory of convex functions, sets, and set-valued mappings in topological vector spaces with its specifications to locally convex, Banach and finite-dimensional settings.
ENGLISH

Optimization Primer

by Johannes O. Royset e Roger J-B Wets

72,86€ + 10% CARD

 <div>This richly illustrated book introduces the subject of optimization to a broad audience with a balanced treatment of theory, models and algorithms. Through numerous examples from statistical learning, operations research, engineering, finance and economics, the text explains how to formulate and justify models while accounting for real-world considerations such as data uncertainty. It goes beyond the classical topics of linear, nonlinear and convex programming and deals with nonconvex and nonsmooth problems as well as games, generalized equations and stochastic optimization.</div><div><br></div><div>The book teaches theoretical aspects in the context of concrete problems, which makes it an accessible onramp to variational analysis, integral functions and approximation theory. More than 100 exercises and 200 fully developed examples illustrate the application of the concepts. Readers should have some foundation in differential calculus and linear algebra. Exposure to real analysiswould be helpful but is not prerequisite. </div><div><br></div>
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Many Agent Games In Socio-Economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Security

by Oleg A. Malafeyev e Vassili N. Kolokoltsov

74,34€ + 10% CARD

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 There has been an increase in attention toward systems involving large numbers of small players, giving rise to the theory of mean field games, mean field type control and nonlinear Markov games.
ENGLISH

Univariate Stable Distributions - Models For Heavy Tailed Data

by John P. Nolan

81,10€ + 10% CARD

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 This textbook highlights the many practical uses of stable distributions, exploring the theory, numerical algorithms, and statistical methods used to work with stable laws.
ENGLISH

Univariate Stable Distributions - Models For Heavy Tailed Data

by John P. Nolan

59,61€ + 10% CARD

 This textbook highlights the many practical uses of stable distributions, exploring the theory, numerical algorithms, and statistical methods used to work with stable laws.
ENGLISH

Many Agent Games In Socio-Economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Security

by Oleg A. Malafeyev e Vassili N. Kolokoltsov

72,86€ + 10% CARD

 There has been an increase in attention toward systems involving large numbers of small players, giving rise to the theory of mean field games, mean field type control and nonlinear Markov games.
ENGLISH

Multivariate Extreme Value Theory And D-Norms

by Michael Falk

145,09€ + 10% CARD

 This monograph compiles the contemporary knowledge about D-norms and provides an introductory tour through the essentials of multivariate extreme value theory.
ENGLISH

Many Agent Games In Socio-Economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Security

by Oleg A. Malafeyev e Vassili N. Kolokoltsov

108,14€ + 10% CARD

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 There has been an increase in attention toward systems involving large numbers of small players, giving rise to the theory of mean field games, mean field type control and nonlinear Markov games.
ENGLISH

Markov Chains

by Eric Moulines, Philippe Soulier, Pierre Priouret e Randal Douc

105,34€ + 10% CARD

 This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. Part I lays the foundations of the theory of Markov chain on general states-space. Part II covers the basic theory of irreducible Markov chains on general states-space, relying heavily on regeneration techniques.
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