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This book offers essential information on the life and career of the recently deceased Giorgio P. Szegö, particularly his important contributions in various areas of mathematical programming and applications to financial markets. It highlights the developments in the fields of stability theory and dynamical systems brought about by his work in the early 1960s and 1970s, then moves on to address his valuable contributions to portfolio theory in the late 1970s and early 1980s, and, finally, examines his work in the field of risk management and the role of financial regulation in the late 1990s. The book explores Giorgio P. Szegö’s contributions in diverse research areas ranging from global optimization, theory of stability and dynamical systems to applications of financial mathematics to portfolio theory, risk measurement and financial regulation. It also covers his consulting work for such major international institutions as the IMF, World Bank and OECD.
Operational research. Game theory --- Mathematical statistics --- Planning (firm) --- Production management --- Business management --- management --- mathematische modellen --- risk management --- econometrie --- operationeel onderzoek --- Operations research. --- Management science. --- Risk management. --- Operations Research and Decision Theory. --- Operations Research, Management Science . --- IT Risk Management.
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This book systematically explores theories related to linguistic computational models and group decision making methods under uncertainty. It introduces innovative linguistic computational models capable of fusing complex linguistic information, including multi-granular linguistic information, unbalanced linguistic information and hesitant fuzzy linguistic information. Building upon the linguistic computational models, this book presents methods tailored to various types of group decision making problems under uncertainty. Additionally, it delves into group decision making problems where the personalized individual semantics of experts are considered. The book also showcases practical applications of the proposed group decision making methods, ranging from ERP system supplier selection to talent recruitment, subway line selection, and location selection for electric vehicle charging stations. By shedding light on novel models for modeling complex linguistic information and introducing new approaches to addressing linguistic group decision making challenges, this book offers valuable insights for engineers, researchers, and postgraduates interested in decision analysis, operations research, computational intelligence, management science and engineering, and related fields.
Operational research. Game theory --- Mathematical statistics --- Planning (firm) --- Business management --- management --- mathematische modellen --- econometrie --- operationeel onderzoek --- Operations research. --- Management science. --- Operations Research and Decision Theory. --- Operations Research, Management Science.
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Building on fundamental results in variational analysis, this monograph presents new and recent developments in the field as well as selected applications. Accessible to a broad spectrum of potential readers, the main material is presented in finite-dimensional spaces. Infinite-dimensional developments are discussed at the end of each chapter with comprehensive commentaries which emphasize the essence of major results, track the genesis of ideas, provide historical comments, and illuminate challenging open questions and directions for future research. The first half of the book (Chapters 1–6) gives a systematic exposition of key concepts and facts, containing basic material as well as some recent and new developments. These first chapters are particularly accessible to masters/doctoral students taking courses in modern optimization, variational analysis, applied analysis, variational inequalities, and variational methods. The reader’s development of skills will be facilitated as they work through each, or a portion of, the multitude of exercises of varying levels. Additionally, the reader may find hints and references to more difficult exercises and are encouraged to receive further inspiration from the gems in chapter commentaries. Chapters 7–10 focus on recent results and applications of variational analysis to advanced problems in modern optimization theory, including its hierarchical and multiobjective aspects, as well as microeconomics, and related areas. It will be of great use to researchers and professionals in applied and behavioral sciences and engineering.
Differential geometry. Global analysis --- Mathematical analysis --- Numerical methods of optimisation --- Operational research. Game theory --- Mathematical statistics --- Planning (firm) --- analyse (wiskunde) --- mathematische modellen --- statistiek --- econometrie --- wiskunde --- operationeel onderzoek --- kansrekening --- optimalisatie --- Calculus of variations. --- Mathematical analysis. --- Analysis (Mathematics). --- Operations research. --- Management science. --- Calculus of Variations and Optimal Control; Optimization. --- Analysis. --- Operations Research, Management Science.
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This book presents various concepts and applications related to risk-conscious operations management. It also provides an overview of the risk-based engineering – fundamental to the concept of risk-conscious operations management. It presents the reliability concept to support Dependency Modelling, which includes hardware systems structures and components for reliability improvement and risk reduction. The book further develops and builds attributes and model for risk-conscious culture – critical to characterize operational approach to risk and presents human factor modelling, where it works on developing an approach for human error precursor analysis. This book will be useful for students, researchers, academicians and professionals working on identifying risk and reliability issues in complex safety and mission critical systems. It will also be beneficial for industry risk-and-reliability experts and operational safety staff working in the complex engineering systems.
Methodology of economics --- Operational research. Game theory --- Mathematical statistics --- Engineering sciences. Technology --- Planning (firm) --- Production management --- Business management --- Business economics --- Computer. Automation --- financieel management --- computers --- management --- mathematische modellen --- productie --- risk management --- econometrie --- operationeel onderzoek --- ingenieurswetenschappen --- Industrial engineering. --- Production engineering. --- Computers. --- Financial risk management. --- Operations research. --- Management science. --- Industrial and Production Engineering. --- Hardware Performance and Reliability. --- Risk Management. --- Process Engineering. --- Operations Research, Management Science .
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This book covers recent research advances, methods and techniques, applications and projects in financial analytics, with a focus on the effects of the health crisis on banking activities and financial engineering. It explores the latest developments in banking regulation, banking and financial systems, financial engineering, and corporate finance in order to provide financial analytics that assess financial stability and sustainability. Written for researchers and practitioners alike, the book is intended to promote stimulating scientific exchanges, ideas and experiences in the field of financial analytics for economics and management.
Operational research. Game theory --- Mathematical statistics --- Planning (firm) --- Financial organisation --- Production management --- Business management --- management --- mathematische modellen --- organisatiecultuur --- sociale interventies --- risk management --- econometrie --- operationeel onderzoek --- Operations research. --- Financial engineering. --- Business --- Financial risk management. --- Financial services industry. --- Management science. --- Operations Research and Decision Theory. --- Financial Engineering. --- Business Analytics. --- Risk Management. --- Financial Services. --- Operations Research, Management Science . --- Data processing.
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This book presents the state-of-the-art in the emerging field of data science and includes models for layered security with applications in the protection of sites—such as large gathering places—through high-stake decision-making tasks. Such tasks include cancer diagnostics, self-driving cars, and others where wrong decisions can possibly have catastrophic consequences. Additionally, this book provides readers with automated methods to analyze patterns and models for various types of data, with applications ranging from scientific discovery to business intelligence and analytics. The book primarily includes exploratory data analysis, pattern mining, clustering, and classification supported by real life case studies. The statistical section of this book explores the impact of data mining and modeling on the predictability assessment of time series. Further new notions of mean values based on ideas of multi-criteria optimization are compared with their conventional definitions, leading to new algorithmic approaches to the calculation of the suggested new means. The style of the written chapters and the provision of a broad yet in-depth overview of data mining, integrating novel concepts from machine learning and statistics, make the book accessible to upper level undergraduate and graduate students in data mining courses. Students and professionals specializing in computer and management science, data mining for high-dimensional data, complex graphs and networks will benefit from the cutting-edge ideas and practically motivated case studies in this book.
Operational research. Game theory --- Discrete mathematics --- Mathematical statistics --- Planning (firm) --- Business management --- Information systems --- Artificial intelligence. Robotics. Simulation. Graphics --- datamining --- discrete wiskunde --- management --- mathematische modellen --- econometrie --- AI (artificiële intelligentie) --- operationeel onderzoek --- data acquisition --- Mathematical optimization. --- Data mining. --- Operations research. --- Management science. --- Discrete mathematics. --- Artificial intelligence. --- Data Mining and Knowledge Discovery. --- Operations Research, Management Science . --- Discrete Mathematics. --- Artificial Intelligence.
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After developing fuzzy set theory, many contributors focused their research on the extension of fuzzy sets and their computational methodologies, strengthening modern science and technology. In some real-life phenomena, the conventional methods and traditional fuzzy sets cannot be explained, whereas the extension of fuzzy sets and effective new computing methods can explain it adequately. This edited book presents a new view of fuzzy set-measurement methods entitled "Fuzzy Optimization, Decision Making and Operations Research: Theory and Applications", which deals with different perspectives and areas of research. All chapters are divided into three parts: fuzzy optimization, fuzzy decision-making, and fuzzy operation research. The goal of this book is to provide a relevant methodological framework covering the core fields of fuzzy decision-making method, fuzzy optimization method, fuzzy graphics method, fuzzy operations research, fuzzy optimization using graph theory, fuzzy support systems and its real and industrial applications. For many people, fuzzy words' industrial engineering and scientific meanings are still an advanced system for improving modern science and technology. Although fuzzy logic can be applied to many different areas, people do not know how different fuzzy approaches can be applied to various products currently on the market. It is written for professionals who wish to share their expertise, improve their findings, and provide relevant information in the fields of fuzzy methods and their application in decision-making, optimization theory, graph theory and operations research. This book is aimed at experts and practitioners in the fields of fuzzy optimization, fuzzy decision-making, and fuzzy operation research.
Statistical science --- Operator theory --- Functional analysis --- Numerical methods of optimisation --- Operational research. Game theory --- Mathematical statistics --- Planning (firm) --- Business management --- Computer. Automation --- analyse (wiskunde) --- functies (wiskunde) --- automatisering --- management --- mathematische modellen --- statistiek --- econometrie --- wiskunde --- operationeel onderzoek --- Operations research. --- Management science. --- Mathematical optimization. --- Functional analysis. --- Operator theory. --- Statistics. --- Operations Research, Management Science . --- Optimization. --- Functional Analysis. --- Operator Theory.
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This book explores different aspects of and provides concrete suggestions to meet the three main challenges for becoming a “Digital Enterprise”: the transition to the digital age, the emergence of service ecosystems, and the growing role of data as a key underlying resource. As a result of these intertwined and mutually amplifying trends, today’s enterprises are confronted with several challenges that profoundly impact their design, from the definitions of products and services offered to their clients via the business processes that deliver these products and services to the underlying IT infrastructure. The contributions which are written by leading enterprise architecture researchers and managers of large corporations cover four key aspects which form each one part of the book: Part I presents experiences how different enterprises currently already need to embrace and exploit new challenges like blockchain, customer-centric services, or value co-creation networks. Part II looks at the need for a new design logic, i.e. the need for new ways of thinking regarding the design of enterprises. Part III is concerned with the coordination needed among different stakeholders of the ensuing continuous transformations. Part IV eventually reflects on the ongoing consequences for enterprise modeling as used to capture both the current affairs of an enterprise, as well as design/study its possible future affairs. The target audience of this book are both master and PhD level students who want to gain insights into key aspects of the challenges confronting digital enterprises, as well as enterprise architects and information managers working in enterprises that are on their way to become digital.
Sociology --- Operational research. Game theory --- Mathematical statistics --- Office management --- Business policy --- Planning (firm) --- Business management --- Computer science --- Information systems --- Computer. Automation --- bedrijfseconomie --- industrie --- informatica --- management --- mathematische modellen --- bedrijfsadministratie --- architectuur --- informatietechnologie --- econometrie --- operationeel onderzoek --- informatica management --- Business information services. --- Operations research. --- Management science. --- Information technology --- Industrial organization. --- Business Information Systems. --- Enterprise Architecture. --- Operations Research, Management Science . --- Computer Application in Administrative Data Processing. --- Organization. --- Management.
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This book features the papers presented at IWAR 2023. The overall objective of the event was to bring together international scientists and engineers to bridge the academic and industrial worlds in the field of remanufacturing. Various themes related to remanufacturing, including methods for operations management, methodologies for quality assessment and life cycle assessment, the integration of robots in remanufacturing, and the use of modern I4.0 technologies in a remanufacturing context among others were addressed. This book is intended for academics, graduate students, researchers, as well as industrial practitioners engaged in the field of remanufacturing.
Operational research. Game theory --- Mathematical statistics --- Applied physical engineering --- Planning (firm) --- Business management --- Artificial intelligence. Robotics. Simulation. Graphics --- fabrieken --- management --- mathematische modellen --- econometrie --- operationeel onderzoek --- robots --- Manufactures. --- Robotics. --- Virtual reality. --- Augmented reality. --- Operations research. --- Management science. --- Machines, Tools, Processes. --- Robotic Engineering. --- Virtual and Augmented Reality. --- Operations Research, Management Science. --- Operations Research and Decision Theory.
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This fundamental work is a sequel to monographs by the same author: Variational Analysis and Applications (2018) and the two Grundlehren volumes Variational Analysis and Generalized Differentiation: 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. 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.
Functional analysis --- Mathematical analysis --- Numerical methods of optimisation --- Operational research. Game theory --- Mathematical statistics --- Mathematics --- Planning (firm) --- Business management --- analyse (wiskunde) --- management --- mathematische modellen --- econometrie --- wiskunde --- operationeel onderzoek --- kansrekening --- optimalisatie --- Mathematical optimization. --- Calculus of variations. --- Mathematical analysis. --- Operations research. --- Management science. --- Calculus of Variations and Optimization. --- Analysis. --- Operations Research, Management Science.
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