This book is intended to be a teaching aid for students of the courses in Operations Research and Mathematical Optimization for scientific faculties. Some of the basic topics of Operations Research and Optimization are considered: Linear Programming, Integer Linear Programming, Computational Complexity, and Graph Theory. Particular emphasis is given to Integer Linear Programming, with an exposition of the most recent resolution techniques, and in particular of the branch-and-cut method. The work is accompanied by numerous examples and exercises.
We consider dynamic trading of a portfolio of assets in discrete periods over a finite time horizon, with arbitrary time-varying distribution of asset returns.
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Non-linear Optimization Techniques
This book presents a modern introduction of pde constrained optimization.
This book discusses issues in stochastic processes, control theory, differential games, optimization, and their applications in finance, manufacturing, queueing networks, and climate control.
Encyclopedia of Optimization: Interior-M
The Smoothed Particle Hydrodynamics (SPH) method is proposed for studying hydrodynamic processes related to nuclear engineering problems.
Einführung in Operations Research: mit 60 Tabellen
This book presents information on particle swarm optimisation such as using mono-objective and multi-objective particle swarm optimisation for the tuning of process control laws; convergence issues in particle swarm optimisation; study on ...
This dynamic text emphasizes the importance of modeling and problem formulation andhow to apply algorithms to real-world problems to arrive at optimal solutions.