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Fateful decisions : inside the national security council
Authors: ---
ISBN: 0195159667 Year: 2004 Publisher: Oxford [etc.] : Oxford University Press,


Book
Generalized Bounds for Convex Multistage Stochastic Programs
Authors: --- --- --- --- --- et al.
ISBN: 9783540269014 Year: 2005 Publisher: Berlin Heidelberg Springer Berlin Heidelberg

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Abstract

This work was completed during my tenure as a scientific assistant and d- toral student at the Institute for Operations Research at the University of St. Gallen. During that time, I was involved in several industry projects in the field of power management, on the occasion of which I was repeatedly c- fronted with complex decision problems under uncertainty. Although usually hard to solve, I quickly learned to appreciate the benefit of stochastic progr- ming models and developed a strong interest in their theoretical properties. Motivated both by practical questions and theoretical concerns, I became p- ticularly interested in the art of finding tight bounds on the optimal value of a given model. The present work attempts to make a contribution to this important branch of stochastic optimization theory. In particular, it aims at extending some classical bounding methods to broader problem classes of practical relevance. This book was accepted as a doctoral thesis by the University of St. Gallen in June 2004.1 am particularly indebted to Prof. Dr. Karl Frauendorfer for - pervising my work. I am grateful for his kind support in many respects and the generous freedom I received to pursue my own ideas in research. My gratitude also goes to Prof. Dr. Georg Pflug, who agreed to co-chair the dissertation committee. With pleasure I express my appreciation for his encouragement and continuing interest in my work.


Multi
Generalized Bounds for Convex Multistage Stochastic Programs
Authors: --- --- --- --- --- et al.
ISBN: 9783540269014 Year: 2005 Publisher: Berlin, Heidelberg Springer-Verlag Berlin Heidelberg

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Artificial Economics : Agent-Based Methods in Finance, Game Theory and Their Applications
Authors: --- --- --- --- --- et al.
ISBN: 9783540285472 Year: 2006 Publisher: Berlin, Heidelberg Springer-Verlag Berlin Heidelberg


Book
Artificial Economics
Authors: --- --- --- --- --- et al.
ISBN: 9783540285472 Year: 2006 Publisher: Berlin, Heidelberg Springer-Verlag Berlin Heidelberg

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Agent-based Computational Economics (ACE) is a new discipline of economics, largely grounded on concepts like evolution, auto-organisation and emergence: it intensively uses computer simulations as well as artificial intelligence, mostly based on multi-agents systems. The purpose of this book is to give an up-to date view of the scientific production in the fields of Agent-based Computational Economics (mainly in Market Finance and Game Theory). Based on communications given at AE'2005 (Lille, USTL, France), this book offers a wide panorama of recent advances in ACE (both theoretical and methodological) that will interest academics as well as practitioners.

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